Trading Session Establishment

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

Trading Session closed

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

When the Trading Session is closed

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

Sending aggregated order to RBS

What action does LPE take when an Arbitrage is detected?

Disables the bank Signup and view all the answers

What will each LPE draw from the LPE_Subscription table?

List of currencies subscribing to the banks Signup and view all the answers

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

BNPP Signup and view all the answers

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

35=h(TradingSessionStatus) Signup and view all the answers

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

Unable to resolve the connections protocol Signup and view all the answers

What will ANZ use based on the protocol?

35=S and 35=X Signup and view all the answers

Which bank subscribes to the MarketDataSnapShotFullRefresh type?

ANZ Signup and view all the answers

Where is the MarketData session connected?

To MM Signup and view all the answers

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

35=AF(OrderMassStatusRequest) Signup and view all the answers

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

Send 35=x(SecurityListRequest) Signup and view all the answers

Where are rates from dope published?

To MM Signup and view all the answers

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

Check if the Broker has breached CreditLimit Signup and view all the answers

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

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

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

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

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

Tag266 is defaulted as Y Signup and view all the answers