Trading Session Establishment
18 Questions
3 Views

Choose a study mode

Play Quiz
Study Flashcards
Spaced Repetition
Chat to lesson

Podcast

Play an AI-generated podcast conversation about this lesson

Questions and Answers

What does tag 340=3 indicate in the context of RBS Trading Session?

  • Trading Session closed (correct)
  • Subscription message
  • Trading Session opened
  • Unsubscription message

    • When should M-DAQ send 35=V with Tag 263=2 in the MarketData session?

  • When RBS sends 35=Y
  • When there is an Arbitrage
  • When the Trading Session is closed (correct)
  • When the Trading Session is opened

    • What is the significance of Tag 847=1 in the subscription to RBS(35=V)?

  • FILLED message
  • Unsubscription message
  • Subscription message
  • Sending aggregated order to RBS (correct)

    • What action does LPE take when an Arbitrage is detected?

    <p>Disables the bank</p> Signup and view all the answers

    What will each LPE draw from the LPE_Subscription table?

    <p>List of currencies subscribing to the banks</p> Signup and view all the answers

    Which bank will use 35=R and 35=i based on the protocol?

    <p>BNPP</p> Signup and view all the answers

    What does CS return after a successful logon for the Order session?

    <p>35=h(TradingSessionStatus)</p> Signup and view all the answers

    What can result from CS returning 35=h for Order session slower than 35=g for MarketData session?

    <p>Unable to resolve the connections protocol</p> Signup and view all the answers

    What will ANZ use based on the protocol?

    <p>35=S and 35=X</p> Signup and view all the answers

    Which bank subscribes to the MarketDataSnapShotFullRefresh type?

    <p>ANZ</p> Signup and view all the answers

    Where is the MarketData session connected?

    <p>To MM</p> Signup and view all the answers

    What message is sent when the connection is successfully established in IG?

    <p>35=AF(OrderMassStatusRequest)</p> Signup and view all the answers

    What does the C#GUI do first when connecting to MM?

    <p>Send 35=x(SecurityListRequest)</p> Signup and view all the answers

    Where are rates from dope published?

    <p>To MM</p> Signup and view all the answers

    What does MM do before sending 35=W to C#GUI?

    <p>Check if the Broker has breached CreditLimit</p> Signup and view all the answers

    How is 35=8 constructed and sent to C#GUI?

    <p>As an initial acknowledgement of the order with TAG 150=0(ExecType=New), TAG 39=0(OrderStatus=New)</p> Signup and view all the answers

    What is the purpose of slippage in the C#GUI?

    <p>To act as a buffer which drives the tolerance user has against the rates movement</p> Signup and view all the answers

    What happens when Tag266 is not present in 35=V?

    <p>Tag266 is defaulted as Y</p> Signup and view all the answers

    More Like This

    Use Quizgecko on...
    Browser
    Open
    Browser
    Browser