The Lab

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Subscription for Trading and Pricing


TBD PRICE TIERS / CORE STREAMS

TBD COUNTERPARTY MAPPING

TBD Accounts, ClientID, JSON hacks, etc.

TBD Indicative/Tradeable pricing, quote withdrawal.


StepActionExpected ResultResult (if different 
from expected)
Sign Off
1Client connects (no market data/trading 
subscription) to MF
MF confirms client is connected; 
client confirms the successful
connection
 
  •   
2Client subscribes to Trading and PricingClient receives subscription enabled
messages for both Trading and Pricing
 
  •   
3MF to confirm quote requests from the venue
directly following subscription
The Client confirms receipt of quote
requests 
to stream prices.
 
  •   
4The Client then ends the session and
unsubscribes for Trading and Pricing
MF to confirm that the Client is no
longer subscribed to Trading and Pricing
 
  •  

 

connection/subscription

 

  • Establish that the MFClient is able to successfully connect to the API Server
  • Confirm that the MFClient is able to subscribe for pricing and for trading (Note that the subscription request identifier clSubID should be used to track the subscription request. Once subscribed to both pricing and trading, the client will receive quote requests for instruments to stream to the venue.)
  • Customer to confirm the return code for subscriptions
  • Once subscribed confirm receipt of quote requests

 

Heartbeating

  •  

Graceful/Ungraceful disconnect (sticky subscriptions)

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