Whisperer Enterprise is based on industry standard interface standards, and as such no closed/proprietary API is required to communicate with Whisperer Enterprise server components. The SBE Schema serves as the system's API.
For those client not immediately familiar with binary messaging protocols such as SBE, MarketFactory has prepared a open sample client application in Java illustrating best practice models for usage of the codec stubs generated from the schema, threading model, callbacks etc. This should be considered a starting point for integration into the customers specific deployment architecture.
3.1.0 - 6 Aug 2020
[UPDATED] Schema changed to 18459
Fixes spelling with enum value in QuoteRequestRejectReason ProviderUnAvailable -> ProviderUnavailable
3.0.0 - 21 Jul 2020
[UPDATED] BREAKING CHANGE. Schema changed to 18444
PossDupFlag moved from tradingFlags to the new headerFlags
MassQuote HasExtendedPriceFields repeating group removed and replaced/split into HasExtendedBidFields and HasExtendedOfferFields
Other important changes:
Added MDReqRejReason and QuoteRequestRejectReason, CxlRejReason fields to MarketDataRequestReject, QuoteResponse, OrderCancelReject respectively
Changes to enum values
NOTE: This schema version will only work with gateways that have schema version 18444+. You should compare schema version 18444 with the schema version you are currently using to determine the changes relevant to you.
[UPDATED] Added ESPMakerSample with pricing and orders connection.
2.1.0 - 22 May 2020
[UPDATED] Schema changed to 18394
RegulatoryBodies - added enum value ClearingFirm
TradingFlags - IsSynthetic option added to indicate the message generated by Whisperer; not the venue
MarketDataIncrementalRefresh - new field MDSubFeedType added to the body
EndMarker - added fields and repeating groups
QuoteCancel - added NoHops block
2.0.2 - 23 Apr 2020 RC2
[UPDATED] Updated the MassQuoteTradingSample to better handle reconnection attempts.
[UPDATED] Added ESPMakerSample with both pricing and orders connection.
2.0.1 - 8 Apr 2020
[UPDATED] Added callback handlers and samples for MarketData Pricing, MassQuote Pricing, and Trading.
2.0.0 - 30 Mar 2020
[UPDATED] BREAKING CHANGE. Schema changed to 18320. MessageLength increased, message fields changed order, new fields and repeating groups added. This schema version will only work with gateways that have schema version 18320+. You should compare schema version 18320 with the schema version you are currently using to determine the changes relevant to you.
1.2.0 - 24 Mar 2020
[UPDATED] Schema changed to 18309 related to MiFID EDM/IDM/Person|Algo.
