SBE3 Trading Messages

These messages are received by the "on(...)" methods of a handler implementing the MFTradingHandler interface.

Message type                               usage

LogonResponse                         Called upon a successful logon.
Logout                                         Called when a logout is requested to the client. The client should respond with a logout response.
LogoutResponse                        A response to a successful logout request.
Heartbeat                                     Called when a heartbeat is received.
ResendRequest                           A request from the server to resend messages. Used to notify what messages may have

                                                       been dropped. Response to this with a sequence gap fill.

MarketDefinition                          Gives the definition of a particular venue.
TradingSessionStatus                 A response to the trading session request. This notifies the client of the subscription status for a trading venue.
ExecutionReport                          A response to an order action (order submission, modification`, or cancellation) to give the user the status of the order.
OrderCancelReject                      Sent when an attempt to cancel an order fails.

Table 5.1. – Order management message types








Figure 5.1. – Showing the flow to demonstrate subscribing to trading, replaying, and submitting an order. The client can subscribe to trading for each venue described in a MarketDefinition. Each venue has its own sequence number for messages. To submit orders, the application will use the creation methods, which do a zero-alloc creation of the newOrderSingle, and then send the message once the fields are filled in.