4.2 messages

These messages are received by the "on(...)" methods of a handler implementing the
MFTradingHandler interface.
Message typeusage
LogonResponse Called upon a successful logon.
Logout Called when a logout is request to the client. The client should respond with a logout response.
LogoutResponseA response to a successful logout request.
Heartbeat Called when a heartbeat is received.
SecurityDefinitionCalled on each security definition in response to a security definition request.
SecurityStatusCalled on a response to a marketdata request to notify the subscription status of a particular security.
MarketDataRequestReject Called on a response to a marketdata request to notify the request could not be processed.
MarketDataIncrementalRefresh Called on the beginning of a group of marketdata updates.
MDEntry Called after a MarketDataIncrementalRefresh for each ad- ditional update in the group.
BatchesCompleted Called to signal that a EBS batch is complete.

Table 4.1. – Market data message types








MFMarketDataSession MFMarketData

onStart()
logon()



onConnect()

onLogonResponse()
securityDefintionRequest()



onSecurityDefinition()
marketDataRequest()



onSecurityStatus()

onMarketDataIncrementalRefresh()

onMDEntry()




Figure 4.1. – Showing the flow to demonstrate subscribing to market data. After sending a MarketDataRequest, the client will receive a SecurityStatus message, which will indicate the status of the subscription, as well as the trade and value date of the instrument. Then the client will receive a "snapshot", which will be the first MarketDataIncrementalRefresh group (which will have "numMDEntries" MDEntry messages following it, which are part of the same update), where the first entry will be an entry of type EmptyBook.