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.


Illustrate what happens when Venue or Client connection is dropped.


Illustrate EOD session/seq num resets.



Previously Quoted

ESP/RFS Order State Transition Diagram

MSW TODO

 

RFS - Trading Venue as Maker

 

RFS - Trading Venue as Taker 

ESP - Trading Venue as Maker

 

ESP - Trading Venue as Taker

CLOB

MarketDataRequest

Order State Transition Diagram

Order Management

Order Cancel