Session Handling
Logon
Standard Scenarios
Gliffy Macro Error
Cannot find a diagram with these parameters:
- Name: Logon 4.0 Sequence_3
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Logon After Session Establishment
Gliffy Macro Error
Cannot find a diagram with these parameters:
- Name: 4.0 Schema_2ndLogon
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Heartbeats
Gliffy Macro Error
Cannot find a diagram with these parameters:
- Name: 4.0 Schema_Heartbeat_3
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TODO
User fails to respond to a testrequest and sends no messages
Same but in the opposite direction.
Logout
TODO
Client FH logout.
User sends initiates a transaction after either sending/ receiving a logout.
MarketDefinition and SecurityDefinition
Gliffy Macro Error
Cannot find a diagram with these parameters:
- Name: 4.0 MarketDefinition_SecurityDefinition.05
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Venue Login
TODO
Illustrate multiple logon attempts to venue - 5 attempts, one minute interval, then logout to client. Eg Consider Reuters MAPI.
TODO
Illustrate what happens when Venue or Client connection is dropped.
TODO
Illustrate EOD session/seq num resets.
TODO
Multiplexing - if we have multuiple users connecting to single venue, and first user triggers logon, last user triggers logout, how de we support first user logout cleanly - eg their order cancellations that they need to be notified of...
TODO
user sends initiates a transaction after after receiving a loggedout user notification
Gliffy Macro Error
Cannot find a diagram with these parameters:
- Name: 4.0 Schema_Heartbeat.03
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Previously Quoted
ESP/RFS Order State Transition Diagram
MSW TODO
RFQ - Trading Venue as Maker
Single shot quote, ValidUntilTime. Possible Dealer Intervention may deliver other quote(s) prior to expiry of first. Expiry terminiates the workflow.
RFS - Trading Venue as Maker
Gliffy Macro Error
Cannot find a diagram with these parameters:
- Name: 4.0 RFS_QuoteRequest.04
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RFS - Trading Venue as Taker
Gliffy Macro Error
Cannot find a diagram with these parameters:
- Name: 4.0 RFS_MarketMaker_06
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ESP - Trading Venue as Maker
Gliffy Macro Error
Cannot find a diagram with these parameters:
- Name: 4.0 ESP_QuoteRequest.03
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ESP - Trading Venue as Taker
Gliffy Macro Error
Cannot find a diagram with these parameters:
- Name: 4.0 ESP_MarketMaker_07
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CLOB
MarketDataRequest
Order State Transition Diagram
Order Management
Order Cancel
Overview
Content Tools