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changes.mady.by.user Matthew Whitaker

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changes.mady.by.user Matthew Whitaker

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titleTODO


In new API we can Ack any type of ExecRept - not just fills (cf TradeCaptureAckMessage). To consider: Venues all handle this differently, no Acks, vs Acks of fills only, vs Acks of both Fills & Rekjections, vs Nacks of these also. Need to decide what to do here from a normalisation perspective. Do we guarantee a single, standard message flow, and 'fill-in' for venues where such messages are not supported, or leave things loose - in which case Customers will need to know the venue capabilities....


REMOVED

Sticky Subscriptions

Sticky Subscriptions are no longer supported. in MFSBE4, we no longer make instrument subscriptions on the Client's behalf - the API client is now responsible for managing it's own subscriptions. This means:


  • If a venue goes down with active subscriptions then these are implicitly terminated and will need to be re-established when the connection is back up.
  • Clients cannot assume that connections have been made on their behalf, should their FH connection be down.


Historic Tick Streamer 

Historic Market Data will be delivered via a new mechanism.