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Copy

SessionType::COPY denotes special sessions reserved for dropcopy fill injection into Reflector.

Counter-Currency Trading

Dealt currency status is tricky to determine because traders and venues alike tend to omit the Currency[15] field. This is fine when the intention is to convey the base ccy order that it defaults to anyway, but sometimes the field is similarly omitted for a term ccy order, for example when this is established in a previous message or a different (quote) stream.

For this reason, new order requests on taker sessions that are responding to quotes must populate Currency[15].

On maker sessions, outbound executions must populate Currency[15] too because the inbound NewOrderSingle is similarly unscreened.

In the inbound direction on both taker and maker sessions, since we are powerless to restrain the venue, Reflector must rely on previouly tested evidence that the venue will populate Currency[15] on a term order confirmation or term execution ack.