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| Warning | ||
|---|---|---|
| ||
| EBS & Reuters utilize a session-in-session scheme where the inner session must be logged onto using the UserRequest[BE] message. In practice, almost everyone uses the same credentials for the outer and inner sessions. Reflector requires that this be the case, and performs password translation again on the UserRequest[BE] message. Refer below for more details. |
Inbound
On the inbound direction of a session in logon state, the only allowed messages are Logon[A] and Logout[5]. Logon[A] messages are inspected. Logout[5] messages are ignored. If any other message is received, the result is session termination.
On an inbound Logon[A] message, a credential is deduced and looked up using the ordered triple { ExchangeCode, COMP_ID, SUB_ID }. If a credential is not found, or if the credential is disabled, or if any risk pools containing the credential is in a UNPLUGGED state, the session is terminated. Otherwise, the message passes through, and the session is bound to the credential, inheriting its SessionType.
| Flag | Presence | Field | Type |
|---|---|---|---|
| COMP_ID | Required | SenderCompID[49] | STRING |
| SUB_ID | Optional | SenderSubID[50] | STRING |
Password Change
Outbound
EBS & Reuters have a unique password changing process whereby traders must log in to change passwords with a UserRequest[BE] message. The SessionTypes PASS_TKR & PASS_MKR handle this contingency for PBs who do not wish for their clients to know the real logon passwords:
| Message Name | MsgType[35] | Action |
|---|---|---|
| Logon | A | Drop session - outbound risk message with risk implications is banned. |
| NewOrderSingle | D | Drop session - outbound risk message with risk implications is banned. |
| QuoteResponse | AJ | Drop session - outbound risk message with risk implications is banned. |
| NewOrderList | E | Drop session - outbound risk message with risk implications is banned. |
| NewOrderMultileg | AB | Drop session - outbound risk message with risk implications is banned. |
| ExecutionReport | 8 | Drop session - outbound risk message with risk implications is banned. |
| ExecutionAcknowledgement | BN | Drop session - outbound risk message with risk implications is banned. |
| Logout | 5 | Change session type:
|
| everything else | Change new password:
|
Inbound
Inbound messages on tcp sessions in password changing mode are completely unscreened with one exception: on detection of Logon[A] message, the stream terminates immediately.
Taker
Outbound
NewOrderSingle[D], QuoteResponse[AJ], & OrderCancelReplaceRequest[G]
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