OnixS EBS BrokerTec Handler for C++ distinguishes the following types of sessions:
Each of the above can be combined, e.g. "MarketData | FullMarketData".
The first session, that is called as Main, is of great importance. Moreover, if it is the only one, it must be able as receive market data as execute trading operations (if it is necessary). The table below shows the required and optional transactions and broadcasts that the handler can use in dependence on the registered listeners.
Main session can have any of the session types presented above, but the normal work of the Handler suggests that it will be used to obtain market data and or perform transactions. All additional sessions are used for execute trading operations.
In the table below listed OMnet transactions and broadcasts which currently required (red) or optional (blue) for different session types:
Main | MarketData | FullMarketData | Normal | Clearing | FirmOrderBook | |
UQ12 | ![]() | |||||
UQ14 | ![]() | |||||
UQ15 | ![]() | |||||
DQ6 | ![]() | |||||
DQ7 | ![]() | |||||
DQ8 | ![]() | |||||
DQ29 | ![]() | |||||
DQ152 | ![]() | |||||
DQ153 | ![]() | |||||
DQ154 | ![]() | |||||
DQ160 | ![]() | |||||
MQ7 | ![]() | |||||
MQ8 | ![]() | |||||
MQ9 | ![]() | |||||
IQ10 | ![]() | |||||
MO4 | ![]() | |||||
MO31 | ![]() | |||||
MO33 | ![]() | |||||
MO40 | ![]() | |||||
BD1 | ![]() | ![]() | ![]() | ![]() | ![]() | ![]() |
BD2 | ![]() | |||||
BD6 | ![]() | |||||
BO5 | ![]() | |||||
BO14 | ![]() | ![]() | ||||
BO23 | ![]() | ![]() | ||||
BI9 | ![]() | ![]() | ![]() | ![]() | ![]() | ![]() |
BI41 | ![]() | |||||
BI67 | ![]() | |||||
BI81 | ![]() | |||||
BI99 | ![]() | |||||
BU37 | ![]() | |||||
BU152 | ![]() | |||||
BU154 | ![]() | |||||
BU160 | ![]() |