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Client must be able to handle Venue-termination of active RFS - either due to the Venue stream timeout, or because the counterparty dealt away, or because the counterparty canceled the request.
Quote
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Quote messages must be generated for all the permutations and combinations of QuoteRequest above.
Checks must be made against the following attributes:
- QuoteIDs - Uniqueness is verified.
- QuoteType - various combinations of Indicative/Tradeable for Bid and/or Offer.
- Price precision - very important for Fwds. Refer to Whisperer Enterprise - Prices and Quantities.
- Regulatory - All regulatory regimes must be explicitly declared as in or out of scope. In scope regimes must be demonstrated to populate the required regf. fields correctly:
- MTF - EDM/IDM - missing, wrong, correct - Client must observe and understand the Venue behaviour for each scenario. Refer to Regulatory Fields FAQ.
- SEF
- OFF
NewOrderMultileg
Client must be able to receive orders for all the permutations and combinations of QuoteRequest above.
Execution Report
Accept
Reject (e.g. Credit Check failure)
Regulatory
SEF
MTF
OFF
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