Session Handling

Logon

TODO Illustrate what happens when attempting to logon a second time for an existing session: Logout.

 

Logon Whilst still logged in

 

Heartbeats

Logout


Client FH logout.

MarketDefinition and SecurityDefinition

Venue Login

Illustrate multiple logon attempts to venue - 5 attempts, one minute interval, then logout to client. Eg Consider Reuters MAPI.



ESP/RFS Order State Transition Diagram

MSW TODO

 

RFS QuoteRequest

Trading Venue as MarketMaker

 

ESP QuoteRequest 

Trading venue as Market Maker

 

CLOB MarketDataRequest

Trading Venue as Market Maker

CLOB Order State Transition Diagram

CLOB Order Management

CLOB Order Cancel

Trading Venue as Taker RFS

Trading Venue as Taker ESP