Wire coverage

Auto-generated from source — do not edit.

Which messages this client speaks. A claim to stand where a gateway stood is a claim about messages rather than about method names, so this is taken from the dispatch tables and the message builders themselves, and CI regenerates it and fails if it has drifted.

Test code is excluded: a fixture that builds a message is not this client sending one.

What this does not establish: a type absent here is one this client neither sends nor handles, which is not the same as one the venue never sends. Settling that needs a record of everything the venue can send.

How it is read: the four connections' dispatch tables, the subtypes written beside the tag that carries them under either of its names, and the constants named as sub-protocols. A subtype reaching the wire by some other shape would be missing from this page, and one has been: the calendar's, passed as a named constant rather than spelled out, which is why constants are read too.

Sent

Message types

TypeMeaning
0Heartbeat
1Test request
5Logout
ALogon
DNew order
FOrder cancel
GOrder replace
HOrder mass status request
UUser message
VMarket data request
WChart request
ZChart cancel
cSecurity definition request

User-message subtypes

A user message carries what it is for on tag 6040.

Subtype
6
27
72
74
76
91
101
106
112
116
138
142
155
185
193
209
10001
10003
10004
10010
10011
10020
10021
10030
10031

Handled

During the logon exchange, before the dispatch tables run

TypeMeaning
3Session reject
ALogon
UUser message

On the trading connection

TypeMeaning
0Heartbeat
1Test request
3Session reject
8Execution report
9Cancel reject
BNews
UUser message
dSecurity definition
ALAccount update, holdings held away
APPosition update, held away
DOPosition update, shown but not held
DPPosition update, reported apart
EBEnd of a batch
RLAccount update
ULAccount update, holdings reported apart
UMAccount update
UPPosition update
UTAccount update

User-message subtypes on the trading connection

Subtype
7
18
20
36
42
54
60
75
77
81
107
110
117
139
143
152
154
186
192
194
210
278

On the market data connection

TypeMeaning
0Heartbeat
1Test request
3Session reject
GTick payload, binary
LTicker setup
PTick
QSubscription ack
YSubscription reject

On the historical connection

TypeMeaning
0Heartbeat
1Test request
EHistorical payload
GBar payload
UUser message
WChart response

User-message subtypes on the historical connection

Subtype
10002
10005
10012
10022
10032

On the security definition connection

TypeMeaning
0Heartbeat
1Test request
3Session reject
UUser message