Page History
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| Message Name | MsgType[35] | Action | Explanation |
|---|---|---|---|
| Logon | A | Drop session - outbound | Outbound risk message with risk implications is banned. |
| NewOrderSingle | DDrop session - outbound | Drop session | Outbound risk message with risk implications is banned. |
| QuoteResponse | AJDrop session - outbound | Drop session | Outbound risk message with risk implications is banned. |
| NewOrderList | EDrop session - outbound | Drop session | Outbound risk message with risk implications is banned. |
| NewOrderMultileg | ABDrop session - outbound | Drop session | Outbound risk message with risk implications is banned. |
| ExecutionReport | 8Drop session - outbound | Drop session | Outbound risk message with risk implications is banned. |
| ExecutionAcknowledgement | BNDrop session - outbound | 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
On an outbound taker stream, potential order actions are inspected.
| Message Name | MsgType[35] | Action | Explanation |
|---|---|---|---|
| Logon | A | Drop session | Trader already logged on |
| ExecutionReport | 8 | Drop session | Maker exec submission |
| NewOrderSingle | D | Inspect | New order submission request |
| QuoteResponse | AJ | Inspect | New order submission request |
| OrderCancelReplaceRequest | G | Inspect | Existing order modication request |
| NewOrderList | E | Overwrite | Not yet implemented |
| NewOrderMultileg | AB | Overwrite | Not yet implemented |
| Quote | S | Overwrite | Illegal |
| MassQuote | i | Overwrite | Illegal |
| OrderMassActionRequest | CA | Inspect | Block unsupported actions |
| Info | ||
|---|---|---|
| ||
Notably missing from this list is OrderCancelRequest[F]. It is omitted because it has no risk implications. |
Outbound
NewOrderSingle[D], QuoteResponse[AJ], & OrderCancelReplaceRequest[G]
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Overview
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