Trading Session Establishment
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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 (A)</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 (C)</p> Signup and view all the answers

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

<p>BNPP (A)</p> Signup and view all the answers

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

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

What will ANZ use based on the protocol?

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

Which bank subscribes to the MarketDataSnapShotFullRefresh type?

<p>ANZ (A)</p> Signup and view all the answers

Where is the MarketData session connected?

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

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

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

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

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

Where are rates from dope published?

<p>To MM (C)</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 (B)</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) (C)</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 (B)</p> Signup and view all the answers

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

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

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