The Lab

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Comment: Published by Scroll Versions from this space and version 1.5.96

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Info
titlePreviously 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
titleUnsent Messages

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
inversefalse,false
default,
cell-width150,150
userfilterSent By,Persisted
datepatternyy-mm-dd
id1571392653103_486306577
labelsSent By‚Persisted
order0,1


MessageSent ByReceived ByPersisted
LogonClient (Both)GatewayNo
LogonResponseGatewayClient (Both)No
LogoutClient (Both)GatewayNo
LogoutResponseGatewayClient (Both)No
SequenceResetGapFillClient (Both)GatewayNo
GatewayClient (Both)No
HeartbeatClient (Both)GatewayNo
GatewayClient (Both)No
TestRequestClient (Both)GatewayNo
GatewayClient (Both)No
SecurityStatusGatewayClient (TAKER)No
UserRequestClient (Both)GatewayNo
UserNotificationGatewayClient (Both)No
ErrorReportGatewayClient (Both)Yes
BusinessMessageRejectGatewayClient (Both)Yes
MarketDataRequestClient (TAKER)GatewayNo
MarketDataRequestRejectGatewayClient (Both)No
MarketDataIncrementalRefreshGatewayClient (Both)No
QuoteRequestClient (TAKER)GatewayOptional
GatewayClient (MAKER)Yes
QuoteClient (MAKER)GatewayNo
GatewayClient (TAKER)No
MassQuoteClient (MAKER)GatewayNo
GatewayClient (TAKER)No
QuoteCancelClient (MAKER)GatewayNo
GatewayClient (TAKER)No
QuoteResponseClient (MAKER)GatewayOptional
GatewayClient (TAKER)Yes
Client (TAKER)GatewayOptional
GatewayClient (MAKER)Yes
NewOrderMultilegClient (TAKER)GatewayOptional
GatewayClient (MAKER)Yes
OrderCancelReplaceRequestClient (TAKER)GatewayOptional
OrderCancelRequestClient (TAKER)GatewayOptional
OrderCancelRejectGatewayClient (TAKER)Yes
OrderTimeoutGatewayClient (Both)Yes
ExecutionReportClient (MAKER)GatewayYes
GatewayClient (TAKER)Yes
ExecutionAckClient (TAKER)GatewayOptional
GatewayClient (MAKER)Yes



User Session Synchronisation

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