The Lab

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Logon

Standard Scenarios

Gliffy Diagram
nameLogon 4.0 Sequence_3
pagePin3

 

Message Persistence

The table below specifies what messages are to be persisted and resent when necessary, as opposed to being gap-filled:

MessageSent ByReceived ByPersisted
LogonClient (Both)Feed HandlerNo
LogonResponseFeed HandlerClient (Both)No
LogoutClient (Both)Feed HandlerNo
LogoutResponseFeed HandlerClient (Both)No
SequenceResetGapFillClient (Both)Feed HandlerNo
Feed HandlerClient (Both)No
HeartbeatClient (Both)Feed HandlerNo
Feed HandlerClient (Both)No
TestRequestClient (Both)Feed HandlerNo
Feed HandlerClient (Both)No
SecurityDefinitionRequestClient (Both)Feed HandlerNo
SecurityDefinitionFeed HandlerClient (Both)No
SecurityStatusFeed HandlerClient (TAKER)No
MarketDefinitionRequestClient (Both)Feed HandlerNo
MarketDefinitionFeed HandlerClient (Both)No
UserRequestClient (Both)Feed HandlerNo
UserNotificationFeed HandlerClient (Both)No
ErrorReportFeed HandlerClient (Both)Yes
MarketDataRequestClient (Both)Feed HandlerNo
MarketDataRequestRejectFeed HandlerClient (Both)No
MarketDataIncrementalRefreshFeed HandlerClient (Both)No
QuoteRequestClient (TAKER)Feed HandlerOptional
Feed HandlerClient (MAKER)Yes
QuoteRequestRejectClient (MAKER)Feed HandlerOptional
Feed HandlerClient (TAKER)Yes
QuoteClient (MAKER)Feed HandlerNo
Feed HandlerClient (TAKER)No
MassQuoteClient (MAKER)Feed HandlerNo
Feed HandlerClient (TAKER)No
QuoteResponseClient (MAKER)Feed HandlerOptional
Feed HandlerClient (TAKER)Yes
Client (TAKER)Feed HandlerOptional
Feed HandlerClient (MAKER)Yes
NewOrderMultilegClient (Both)Feed HandlerOptional
Feed HandlerClient (MAKER)Yes
OrderCancelReplaceRequestClient (Both)Feed HandlerOptional
OrderCancelRequestClient (Both)Feed HandlerOptional
OrderCancelRejectFeed HandlerClient (Both)Yes
OrderTimeoutFeed HandlerClient (Both)Yes
ExecutionReportClient (MAKER)Feed HandlerYes
Feed HandlerClient (TAKER)Yes
ExecutionAckClient (TAKER)Feed HandlerOptional
Feed HandlerClient (MAKER)Yes

Standard Scenarios

Gliffy Diagram
nameLogon 4.0 Sequence_3
pagePin3

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Logon After Session Establishment

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