Page History
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| Message Name | MsgType[35] | Action | Explanation |
|---|---|---|---|
| Logon | A | Drop session | Trader already logged on |
| NewOrderSingle | D | Drop session | Maker new order |
| QuoteResponse | AJ | Drop session | Maker new order |
| ExecutionReportNewOrderList | 8E | Drop session | Maker exec submissionnew order |
| OrderCancelReplaceRequestNewOrderMultileg | GAB | InspectDrop session | 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
| Maker new order | |||
| ExecutionReport | 8 | Update | Order update + fill insert |
| TradeCaptureReport | AE | Update | Fill Insert |
| OrderMassCancelReport | r | Update | Order revoke |
| OrderCancelReject | 9 | Nothing | Nothing |
| Reject | 3 | Update | Order revoke |
| BusinessMessageReject | j | Update | Order revoke |
Reflector models live and filled outlays separately. This means that on an ExecutionReport[8], two independent potential updates of separate records could be performed: one to update the state of the live order, another to insert a fill. No attempt is made to track which fill belongs to which order.
ExecutionReport[8] & TradeCaptureReport[AE]
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