Architecting and designing : SOA : Reference : Associating a data object with a sequence flow or message flow
  
Associating a data object with a sequence flow or message flow
1 Select both the Data Object and the Sequence Flow or Message Flow you want to associate it with: press Shift, and then click the symbols.
2 Select Draw, Associate Data Object with Sequence Flow (or Message Flow).
A dashed line is added to the diagram, attaching the Data Object to the flow line.
Note If you connect a Data Object to a Message Flow, do not confuse the Data object with the message itself. It can, however, be thought of as the “payload” or content of the message.
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Reference