The Lab

Expand all   Collapse all

Versions Compared

Old Version 6

changes.mady.by.user Rob Purdy

Saved on

compared with

New Version Current

changes.mady.by.user Matthew Whitaker

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

...

  • Note: The ResendRequest message is deprecated. Clients should not send it. This message only exists in the mfproto-trading.xml schema. The published APIs do not provide the ability to send this message.
  • To get a replay of a missed message or messages - disconnect and reconnect. Then use the TradingSessionStatusRequest message to send your NextExpectedMsgSeqNum and get a replay of any missed message(s). 
    • If your NextExpectedMsgSeqNum is greater than the server has sent - you will receive a TradingSessionStatus message with a TradingSubscriptionStatus=messageNextExpectedMsgSeqNumTooHigh
    • If your NextExpectedMsgSeqNum is less than the server has sent - you will get a replay starting at that message to the end of available messages
    • If your NextExpectedMsgSeqNum is equal to the what the server has then you are in sync and no replay will happen.


Order Filled

  • When an order is filled you'll receive an ExecutionReport with OrdStatus=Filled and ExecType=Trade. Immediately after you'll receive an extra ExectuionReport with OrdStatus=Filled and ExecType=Restated. This extra message can be ignored - it is there only to represent the Classic API OrderDoneMessage that is sent after the final TradeCaptureMessage and ensure contiguous messaging sequence numbers.