The Lab

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Warning

The trading interface of the Classic 3.14.0 SBE protocol should not be used.  It is best practice to use Classic MFAPI for trading.

These messages are received by the "on(...)" methods of a handler implementing the
the MFTradingHandler interface.


Message type                               usage

...

LogonResponse                           Called upon a successful logon.
Logout                                         Called when a logout is requested to the client. The client should respond with a logout response.
LogoutResponse                          A response to a successful logout request.
Heartbeat                                     Called when a heartbeat is received.
ResendRequest                           A request from the server to resend messages. Used to notify what messages may have been dropped. Response to this with a

                                                             sequence  been dropped. Response to this with a sequence gap fill.

MarketDefinition  MarketDefinition                          Gives the definition of a particular venue.
TradingSessionStatus                 A response to the trading session request. This notifies the client of the subscription status for a trading venue.
ExecutionReport                          A response to an order action (order submission, modification`, or cancellation) to give the user the status of the order.
OrderCancelReject                      Sent when an attempt to cancel an order fails.

...