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| Tip |
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| In this event, the Customer should contact MF Support Contact in order to confirm the validity of the specified credentials. |
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| Info |
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| title | Previously Sent Messages |
|---|
|
The MF Gateway MF Gateway guarantees persistence of sent outbound messages for possible resend for a minimum period of three heartbeat intervals, allowing for detection of dead connections as per 63805411 Session Monitoring, below. |
| Info |
|---|
|
Any unsent messages will be persisted indefinitely until either: - End of Trading Week reset, or
- Client Logon and Client with
ResetSeqNumFlag = FALSE or unset, and subsequent User Session Synchronisation. - Client Logon with
ResetSeqNumFlag = TRUE. This flag may be used at Client discretion, but is recommended for UAT or PROD Pricing sessions only.
|
The table below specifies what messages are to be persisted and resent when necessary, as opposed to being gap-filled.
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| Table Filter |
|---|
| inverse | false,false |
|---|
| default | , |
|---|
| cell-width | 150,150 |
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| userfilter | Sent By,Persisted |
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| datepattern | yy-mm-dd |
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| id | 1571392653103_486306577 |
|---|
| labels | Sent By‚Persisted |
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| order | 0,1 |
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|
| Message | Sent By | Received By | Persisted |
|---|
| Logon | Client (Both) | Gateway | No | | LogonResponse | Gateway | Client (Both) | No | | Logout | Client (Both) | Gateway | No | | LogoutResponse | Gateway | Client (Both) | No | | SequenceResetGapFill | Client (Both) | Gateway | No | | Gateway | Client (Both) | No | | Heartbeat | Client (Both) | Gateway | No | | Gateway | Client (Both) | No | | TestRequest | Client (Both) | Gateway | No | | Gateway | Client (Both) | No | | SecurityStatus | Gateway | Client (TAKER) | No | | UserRequest | Client (Both) | Gateway | No | | UserNotification | Gateway | Client (Both) | No | | ErrorReport | Gateway | Client (Both) | Yes | | BusinessMessageReject | Gateway | Client (Both) | Yes | | MarketDataRequest | Client (TAKER) | Gateway | No | | MarketDataRequestReject | Gateway | Client (Both) | No | | MarketDataIncrementalRefresh | Gateway | Client (Both) | No | | QuoteRequest | Client (TAKER) | Gateway | Optional | | Gateway | Client (MAKER) | Yes | | Quote | Client (MAKER) | Gateway | No | | Gateway | Client (TAKER) | No | | MassQuote | Client (MAKER) | Gateway | No | | Gateway | Client (TAKER) | No | | QuoteCancel | Client (MAKER) | Gateway | No | | Gateway | Client (TAKER) | No | | QuoteResponse | Client (MAKER) | Gateway | Optional | | Gateway | Client (TAKER) | Yes | | Client (TAKER) | Gateway | Optional | | Gateway | Client (MAKER) | Yes | | NewOrderMultileg | Client (TAKER) | Gateway | Optional | | Gateway | Client (MAKER) | Yes | | OrderCancelReplaceRequest | Client (TAKER) | Gateway | Optional | | OrderCancelRequest | Client (TAKER) | Gateway | Optional | | OrderCancelReject | Gateway | Client (TAKER) | Yes | | OrderTimeout | Gateway | Client (Both) | Yes | | ExecutionReport | Client (MAKER) | Gateway | Yes | | Gateway | Client (TAKER) | Yes | | ExecutionAck | Client (TAKER) | Gateway | Optional | | Gateway | Client (MAKER) | Yes |
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User Session Synchronisation
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If the Client msgSeqNum is lower than the Gateway's expected value, or the Client is expecting a sequence number higher than the Gateway's next-to-be-assigned msgSeqNum, then this is an unrecoverable error and the Gateway will abort the session with a Logout message (using it's next sequence number).
| Tip |
|---|
| The Customer should contact MF Support Contact to agree the correct resolution actions. |
- Otherwise, the Gateway will issue a LogonResponse message - populating NextExpectedMsgSeqNum which contains the next msgSeqNum value that it expects to receive from the Client.
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