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The following table sets out the mapping of messages from the 3.13/3.14 Whisperer Classic API to the Whisperer Enterprise SBE schema.
| Location | Whisperer Classic | Comment | Whisperer Enterprise | |||||
|---|---|---|---|---|---|---|---|---|
| API | AcceptOrderMessage | 3.14/Maker See OrderDoneMessage | ExecutionReport (OrdStatus=PartiallyFilled/Filled) | |||||
| API | BatchesCompletedMessage | - | DEPRECATED (Now flagged in MarketDataIncrementalRefresh) | |||||
| API | BatchRegisterMessage | - | DEPRECATED | |||||
| API | BatchUnregisterMessage | - | DEPRECATED | |||||
| API | CancelAllOrderMessage | - | DEPRECATED (Disconnect to do this) | |||||
| API | CancelOrderMessage | - | OrderCancelRequest | |||||
| API | CancelQuoteMessage | 3.14/Maker | QuoteResponse (for termination), QuoteCancel (for withdrawal) | |||||
| API | ClientConnectMessage | - | Logon | |||||
| API | ClientDisconnectMessage | - | Logout | |||||
| API | ComplexOrderMessage | - | DEPRECATED (Agg feed order message, but not used) | |||||
| API | ConfigMessage | - | DEPRECATED (Static information relating to Venues is available here).
| |||||
| API | ConnectResponseMessage | - | LogonResponse, LogoutResponse | |||||
| API | DateRolloverMessage | - | SecurityStatus | |||||
| API | DropCopyMessage | - | ExecutionReport (OrdStatus=Calculated) For Partial & Full Fills ONLY. | |||||
| API | EventReportMessage | - | UserNotification, SecurityStatus | |||||
| API | HeartbeatMessage | Heartbeat | ||||||
| API | ImHereMessage | Heartbeat (in response to TestRequest) | ||||||
| API | InsertLogMessage | DEPRECATED | ||||||
| API | LastSequenceIDMessage | DEPRECATED (Now use standard FIX sequence number logic) | ||||||
| API | LockResponseMessage | AdminUsers | DEPRECATED (Reflector) | |||||
| API | LockUserMessage | AdminUsers | DEPRECATED (Reflector) | |||||
| API | MassQuoteAckMessage | 3.14/Maker | DEPRECATED (Will force disconnect) | |||||
| API | MassQuoteMessage | 3.14/Maker | MassQuote | |||||
| API | MktDataMessage | - | MarketDataIncrementalRefresh, MassQuote or Quote -depending on trading model | |||||
| API | ModifyOrderMessage | - | OrderCancelReplaceRequest | |||||
| API | NewOrderMessage | 3.14/Maker See SubmitOrderMessage | NewOrderMultileg | |||||
| API | OrderCanceledMessage | - | ExecutionReport (OrdStatus=Canceled) | |||||
| API | OrderCancelRejectedMessage | - | OrderCancelReject | |||||
| API | OrderDoneMessage | - | DEPRECATED (Indicated when ExecutionReport.OrdStatus = Filled) | |||||
| API | OrderReceivedMessage | See AcceptOrderMessage | ExecutionReport (OrdStatus=MFPendingNew)DEPRECATED | |||||
| API | OrderRejectedMessage | See RejectOrderMessage | ExecutionReport (OrdStatus=Rejected) | |||||
| API | OrderSubmittedMessage | - | ExecutionReport (OrdStatus=New) NOTE: Sent after order has been sent to venue. PendingNew, really. TODO Revisit this. | |||||
| API | OrderTimeoutMessage | 3.14/Maker | OrderTimeout | |||||
| API | QuoteRequestMessage | 3.14/Maker | QuoteRequest | |||||
| API | RejectOrderMessage | 3.14/Maker See OrderRejectedMessage | ExecutionReport (OrdStatus=Rejected) | |||||
| API | RejectQuoteRequestMessage | 3.14/Maker | QuoteResponse | |||||
| API | ReplayDoneMessage | - | DEPRECATED (Now use standard FIX sequence number logic, along with PossDupFlag in resent messages.) | |||||
| API | ReplayMessage | - | DEPRECATED (Both sides now expect gaps to be filled automatically). | |||||
| API | RequestSnapshotMessage | - | DEPRECATED (Incremental starts with effective snapshot) | |||||
| API | RiskResponseMessage | - | DEPRECATED (Reflector) | |||||
| API | RuThereMessage | - | TestRequest | |||||
| API | SubmitOrderMessage | See NewOrderMessage | NewOrderMultileg | |||||
| API | SubscribeMessage | - | UserRequest (UserRequestType=LogOnUser), MarketDataRequest (SubscriptionRequestType=SnapshotAndUpdates) | |||||
| API | SubscriptionEventMessage | - | MarketDataRequestReject | |||||
| API | TaskInitializationMessage | - | DEPRECATED | |||||
| API | TestMessage | - | DEPRECATED | |||||
| API | TradeCaptureAckMessage | 3.14/Maker | ExecutionAck (ExecAckStatus=Accepted/Rejected) | |||||
| API | TradeCaptureMessage | - | ExecutionReport (OrdStatusExecType = PartiallyFilled/FilledTrade) | |||||
| API | TradeLimitDataMessage | AdminUsers | DEPRECATED (Reflector) | |||||
| API | UnsubscribeAllMessage | - | DEPRECATED (Disconnect to do this) | |||||
| API | UnsubscribeMessage | - | MarketDataRequest (SubscriptionRequestType=DisablePreviousSnapshot), UserRequest (UserRequestType=LogOffUser) | |||||
| API | VersionMessage | - | DEPRECATED (Now in messageHeader) | |||||
| NEW | - | - | SequenceResetGapFill | |||||
| NEW | - | - | ErrorReport | |||||
| INT | CallbackMessage | - | - | |||||
| INT | HeartbeatTimerMessage | - | - | |||||
| INT | InternalClientInfoMessage | - | - | |||||
| INT | MDActivityCheckMessage | - | - | |||||
| INT | MemBusConnectMessage | - | - | |||||
| INT | MemBusDisconnectMessage | - | - | |||||
| INT | MemBusHeartbeatMessage | - | - | |||||
| INT | RequestMessage | - | - | |||||
| INT | SecurityInfoMessage | - | - | |||||
| INT | StatTimeoutMessage | - | - | |||||
| INT | SubscriptionTimeoutMessage | - | - | |||||
| INT | SubscriptionTimerMessage | - | - | |||||
| INT | TimerMessage | - | - | |||||
| LOG | ExchangeMessage | - | - | |||||
| LOG | LogMessage | - | - | |||||
| LOG | PadMessage | - | - | |||||
| LOG | StatCounterMessage | - | - | |||||
| LOG | ProtocolDefinitionMessage | - | - |
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