OnixS NASDAQ OMX Genium INET Handler for C++  0.13.0.0
Supported Session Types
Advanced Programming

OnixS NASDAQ OMX Genium INET Handler for C++ distinguishes the following types of sessions:

  1. MarketData
  2. Normal
  3. Clearing
  4. FirmOrderBook

Each of the above can be combined, e.g. "MarketData | Clearing".

Main Session

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.

Required and optional OMnet messages

In the table below listed OMnet transactions and broadcasts which currently required (red) or optional (blue) for different session types:

Main MarketData Normal Clearing FirmOrderBook
UQ12
red_check_mark.png
UQ14
red_check_mark.png
UQ15
red_check_mark.png
DQ6
red_check_mark.png
DQ7
red_check_mark.png
DQ8
red_check_mark.png
DQ29
red_check_mark.png
DQ2
red_check_mark.png
DQ3
red_check_mark.png
DQ4
red_check_mark.png
DQ5
blue_check_mark.png
DQ10
red_check_mark.png
MQ8
red_check_mark.png
red_check_mark.png
MQ9
red_check_mark.png
red_check_mark.png
IQ18
red_check_mark.png
MO4
blue_check_mark.png
MO31
red_check_mark.png
MO33
blue_check_mark.png
MO40
blue_check_mark.png
BD70
blue_check_mark.png
blue_check_mark.png
blue_check_mark.png
blue_check_mark.png
blue_check_mark.png
BD2
blue_check_mark.png
BD6
red_check_mark.png
BO5
red_check_mark.png
BO14
red_check_mark.png
red_check_mark.png
BI9
blue_check_mark.png
blue_check_mark.png
blue_check_mark.png
blue_check_mark.png
blue_check_mark.png
BI41
blue_check_mark.png
BI81
blue_check_mark.png
BU2
blue_check_mark.png
BU4
blue_check_mark.png
BU10
blue_check_mark.png
Note:
Required (red) check mark for broadcasts in Main column means that the corresponding broadcast is required only if type of Main session is the same as the type of session for which message is required. Subscription to the broadcast will be performed only for Main session.