The Lab

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  • Created by Unknown User (jkasakya), last updated on Feb 09, 2018 1 minute read

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Logon

Logon 4.0 Sequence_1

 

 

Heartbeats

 

4.0 Schema_Heartbeat

 

MarketDefinition and SecurityDefinition

4.0 MarketDefinition_SecurityDefinition.03

 

Venue Login

4.0 Schema_Heartbeat.01

 

 

ESP/RFS Order State Transition Diagram

MSW TODO

 

QuoteRequest RFS:

Trading Venue as MarketMaker

4.0 RFS_QuoteRequest.01

 

ESP QuoteRequest 

Trading venue as Market Maker

4.0 RFS_QuoteRequest.02

 

CLOB MarketDataRequest

Trading Venue as Market Maker

4.0 Schema_MarketDataRequest.02

CLOB Order State Transition Diagram

4.0 Schema_ESP_OrderState.3

CLOB Order Management

4.0 Schema_ESP_Order.4

CLOB Order Cancel

4.0 Schema_OrderCancel.01

Trading Venue as Taker RFQ/RFS

4.0 RFS_MarketMaker_04

Trading Venue as Taker ESP

4.0 ESP_MarketMaker_05

 

 

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