The Lab

Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.
Comment: Published by Scroll Versions from this space and version 1.4.3

...

Tip
titleBusinessMessageReject Handling

The client should never  In Production, we do not expect to receive BusinessMessageReject messages in Production.from the venue in response to client messages, but we cannot guarantee that they will not ever occur.

Should None the less, should such an event occur, the Client must ensure that it recovers from the error correctly.

correctly as a result of this error. This should include using the BusinessRejectRefID and RefMsgType to update pricing or order state, as necessary:

Client MessageClient RoleRefMsgTypeBusinessRejectRefID
MarketDataRequestTakerVMDReqID 
QuoteRequestTakerRQuoteReqID
QuoteMakerSQuoteID
MassQuoteMakeriQuoteID
QuoteCancelMakerZQuoteID
QuoteResponseTaker, MakerAJQuoteReqID
NewOrderMultilegTakerABClOrdID
MultilegOrderCancelReplaceRequestTakerACClOrdID
OrderCancelRequestTakerFClOrdID
ExecutionReportMaker8ExecID
ExecutionAckTakerBNClOrdID


...