TODO
1. user sends initiates a transaction after either sending/ receiving a logout.
...
This seems to be the same as 1?
Session Handling
Logon
Standard Scenarios
| Gliffy Diagram |
|---|
| name | Logon 4.0 Sequence_3 |
|---|
| pagePin | 3 |
|---|
|
Logon After Session Establishment
| Gliffy Diagram |
|---|
| name | 4.0 Schema_2ndLogon |
|---|
| pagePin | 7 |
|---|
|
Heartbeats
| Gliffy Diagram |
|---|
| name | 4.0 Schema_Heartbeat_3 |
|---|
| pagePin | 2 |
|---|
|
...
| Note |
|---|
|
User fails to respond to a testrequest and sends no messages Same but in the opposite direction. |
Logout
| Note |
|---|
|
Client FH logout. User sends initiates a transaction after either sending/ receiving a logout. |
MarketDefinition and SecurityDefinition
| Gliffy Diagram |
|---|
| name | 4.0 MarketDefinition_SecurityDefinition.05 |
|---|
| pagePin | 1 |
|---|
|
Venue Login
| Note |
|---|
|
Illustrate multiple logon attempts to venue - 5 attempts, one minute interval, then logout to client. Eg Consider Reuters MAPI. |
...
| Gliffy Diagram |
|---|
| name | 4.0 Schema_Heartbeat.03 |
|---|
| pagePin | 2 |
|---|
|
Previously Quoted
ESP/RFS Order State Transition Diagram
MSW TODO
RFQ - Trading Venue as Maker
Single shot quote, ValidUntilTime. Possible Dealer Intervention may deliver other quote(s) prior to expiry of first. Expiry terminiates the workflow.
RFS - Trading Venue as Maker
| Gliffy Diagram |
|---|
| name | 4.0 RFS_QuoteRequest.04 |
|---|
| pagePin | 2 |
|---|
|
RFS - Trading Venue as Taker
| Gliffy Diagram |
|---|
| name | 4.0 RFS_MarketMaker_06 |
|---|
| pagePin | 1 |
|---|
|
ESP - Trading Venue as Maker
| Gliffy Diagram |
|---|
| name | 4.0 ESP_QuoteRequest.03 |
|---|
| pagePin | 2 |
|---|
|
ESP - Trading Venue as Taker
| Gliffy Diagram |
|---|
| name | 4.0 ESP_MarketMaker_07 |
|---|
| pagePin | 2 |
|---|
|
CLOB
MarketDataRequest
| Gliffy Diagram |
|---|
| name | 4.0 Schema_MarketDataRequest_CLOB.01 |
|---|
| pagePin | 1 |
|---|
|
Order State Transition Diagram
| Gliffy Diagram |
|---|
| name | 4.0 Schema_ESP_OrderState.3 |
|---|
| pagePin | 2 |
|---|
|
Order Management
| Gliffy Diagram |
|---|
| name | 4.0 Schema_ESP_Order.5 |
|---|
| pagePin | 3 |
|---|
|
Order Cancel
| Gliffy Diagram |
|---|
| name | 4.0 Schema_OrderCancel.02 |
|---|
| pagePin | 1 |
|---|
|
...