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Warning

All messages received by the Whisperer Feed Handler (from either the Client or the Venue) between the exchange of Logout and LogoutResponse messages will result in ErrorReport messages being sent to the Client.

ErrorReport

The ErrorReport is a custom, user-defined, message used by the Whisperer Feed Handler to notify the Client when erroneous messages are received:

From Client

  • At an invalid lifecycle phase (e.g. QuoteRequest sent before the connection to the Maker Venue is established, or after the Whisperer Feed Handler has disconnected from the Venue).
  • Message is not supported by the Venue (e.g. sending a Quote to a Maker Venue).
  • Message contains invalid data.

From Venue

  • A FIX Reject or BusinessMessageReject message

Since there are scenarios where ErrorReport messages may not be delivered (e.g. during session abort sequences), these messages are persisted and will be delivered on reconnection.