The following table sets out the mapping of messages from the 3.13/3.14 Whisperer Classic API to the Whisperer Enterprise SBE schema.
| Location | Whisperer Classic | Comment | Whisperer Enterprise |
|---|---|---|---|
| API | AcceptOrderMessage | 3.14/Maker See OrderDoneMessage | ExecutionReport (OrdStatus=PartiallyFilled/Filled) |
| API | BatchesCompletedMessage | - | DEPRECATED (Now flagged in MarketDataIncrementalRefresh) |
| API | BatchRegisterMessage | - | DEPRECATED |
| API | BatchUnregisterMessage | - | DEPRECATED |
| API | CancelAllOrderMessage | - | DEPRECATED (Disconnect to do this) |
| API | CancelOrderMessage | - | OrderCancelRequest |
| API | CancelQuoteMessage | 3.14/Maker | QuoteResponse (for termination), QuoteCancel (for withdrawal) |
| API | ClientConnectMessage | - | Logon |
| API | ClientDisconnectMessage | - | Logout |
| API | ComplexOrderMessage | - | DEPRECATED (Agg feed order message, but not used) |
| API | ConfigMessage | - | DEPRECATED (Static information relating to Venues is available here). |
| API | ConnectResponseMessage | - | LogonResponse, LogoutResponse |
| API | DateRolloverMessage | - | SecurityStatus |
| API | DropCopyMessage | - | ExecutionReport (OrdStatus=Calculated) For Partial & Full Fills ONLY. |
| API | EventReportMessage | - | UserNotification, SecurityStatus |
| API | HeartbeatMessage | Heartbeat | |
| API | ImHereMessage | Heartbeat (in response to TestRequest) | |
| API | InsertLogMessage | DEPRECATED | |
| API | LastSequenceIDMessage | DEPRECATED (Now use standard FIX sequence number logic) | |
| API | LockResponseMessage | AdminUsers | DEPRECATED (Reflector) |
| API | LockUserMessage | AdminUsers | DEPRECATED (Reflector) |
| API | MassQuoteAckMessage | 3.14/Maker | DEPRECATED (Will force disconnect) |
| API | MassQuoteMessage | 3.14/Maker | MassQuote |
| API | MktDataMessage | - | MarketDataIncrementalRefresh, MassQuote or Quote -depending on trading model |
| API | ModifyOrderMessage | - | OrderCancelReplaceRequest |
| API | NewOrderMessage | 3.14/Maker See SubmitOrderMessage | NewOrderMultileg |
| API | OrderCanceledMessage | - | ExecutionReport (OrdStatus=Canceled) |
| API | OrderCancelRejectedMessage | - | OrderCancelReject |
| API | OrderDoneMessage | - | DEPRECATED (Indicated when ExecutionReport.OrdStatus = Filled) |
| API | OrderReceivedMessage | See AcceptOrderMessage | DEPRECATED |
| API | OrderRejectedMessage | See RejectOrderMessage | ExecutionReport (OrdStatus=Rejected) |
| API | OrderSubmittedMessage | - | ExecutionReport (OrdStatus=New) NOTE: Sent after order has been sent to venue. PendingNew, really. |
| API | OrderTimeoutMessage | 3.14/Maker | OrderTimeout |
| API | QuoteRequestMessage | 3.14/Maker | QuoteRequest |
| API | RejectOrderMessage | 3.14/Maker See OrderRejectedMessage | ExecutionReport (OrdStatus=Rejected) |
| API | RejectQuoteRequestMessage | 3.14/Maker | QuoteResponse |
| API | ReplayDoneMessage | - | DEPRECATED (Now use standard FIX sequence number logic, along with PossDupFlag in resent messages.) |
| API | ReplayMessage | - | DEPRECATED (Both sides now expect gaps to be filled automatically). |
| API | RequestSnapshotMessage | - | DEPRECATED (Incremental starts with effective snapshot) |
| API | RiskResponseMessage | - | DEPRECATED (Reflector) |
| API | RuThereMessage | - | TestRequest |
| API | SubmitOrderMessage | See NewOrderMessage | NewOrderMultileg |
| API | SubscribeMessage | - | UserRequest (UserRequestType=LogOnUser), MarketDataRequest (SubscriptionRequestType=SnapshotAndUpdates) |
| API | SubscriptionEventMessage | - | MarketDataRequestReject |
| API | TaskInitializationMessage | - | DEPRECATED |
| API | TestMessage | - | DEPRECATED |
| API | TradeCaptureAckMessage | 3.14/Maker | ExecutionAck (ExecAckStatus=Accepted/Rejected) |
| API | TradeCaptureMessage | - | ExecutionReport (ExecType = Trade) |
| API | TradeLimitDataMessage | AdminUsers | DEPRECATED (Reflector) |
| API | UnsubscribeAllMessage | - | DEPRECATED (Disconnect to do this) |
| API | UnsubscribeMessage | - | MarketDataRequest (SubscriptionRequestType=DisablePreviousSnapshot), UserRequest (UserRequestType=LogOffUser) |
| API | VersionMessage | - | DEPRECATED (Now in messageHeader) |
| NEW | - | - | SequenceResetGapFill |
| NEW | - | - | ErrorReport |
| INT | CallbackMessage | - | - |
| INT | HeartbeatTimerMessage | - | - |
| INT | InternalClientInfoMessage | - | - |
| INT | MDActivityCheckMessage | - | - |
| INT | MemBusConnectMessage | - | - |
| INT | MemBusDisconnectMessage | - | - |
| INT | MemBusHeartbeatMessage | - | - |
| INT | RequestMessage | - | - |
| INT | SecurityInfoMessage | - | - |
| INT | StatTimeoutMessage | - | - |
| INT | SubscriptionTimeoutMessage | - | - |
| INT | SubscriptionTimerMessage | - | - |
| INT | TimerMessage | - | - |
| LOG | ExchangeMessage | - | - |
| LOG | LogMessage | - | - |
| LOG | PadMessage | - | - |
| LOG | StatCounterMessage | - | - |
| LOG | ProtocolDefinitionMessage | - | - |
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