Page History
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- Venue ACKs accepts, rejects, and errors.
- Venue ACKs only rejects and errors.
- Venue ACKs only errors.
- Venue ACKs nothing, but emits an order timeout afterwards.
- Venue terminates session in some way.
Inbound
On an inbound maker stream, we basically check for various ways an outbound accept could be invalidated:
| Message Name | MsgType[35] | Action | Explanation |
|---|---|---|---|
| Logon | A | Drop session | Trader already logged on |
| ExecutionReport | 8 | Update | New order + fill update |
ExecutionAcknowledgement BN update ll update
DontKnowTrade Q update revoke ll via ExecID[17]
OrderTimeOut OT update revoke lls via ClOrdID[11]
Currenex OrderTimeOut U3 update revoke lls via ClOrdID[11]
Reject 3 update revoke ll via MsgSeqNum[34]
BusinessMessageReject j update revoke ll via MsgSeqNum[34]
ExecutionReport[8] & ExecutionAcknowledgement[BN]
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Overview
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