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What notification messages will be sent to which Virtual Server (VS) if a new order is sent from VS A and a cancellation is sent from VS B? (Acceptance, Result, Retransmission)
What notification messages will be sent to which Virtual Server (VS) if a new order is sent from VS A and a cancellation is sent from VS B? (Acceptance, Result, Retransmission)
Answer
When cancelling with the Virtual Server B which is different from the Virtual Server A that has placed a new order,
- Cancel Order Acceptance Notice is sent to the Virtual Server B which requested a cancel order.
- Cancel Result Notice is sent to the Virtual Server A which requested a new order.
By Using Drop Copy function, Cancel Result Notice Messages can be received in real time on Virtual Servers other than the Virtual Server requested the cancel order (on the Virtual Server other than B in the above example).
In addition, notifications that have been sent from the exchange using the function of the Retransmission Request Message, which is one of the Administrative Instruction Messages, can be obtained by a Virtual Server that is not the destination of the notification. For use of Retransmission Request Message, refer to "10.4 Notice Retransmission" of "System Interface Specifications for arrowhead - Operation (Order Notice)", and please use the function appropriately.
Please refer to the following FAQ how to get "System Interface Specifications for arrowhead".
URL: https://faqsd.jpx.co.jp/faq/show/3985?site_domain=en_application
- Cancel Order Acceptance Notice is sent to the Virtual Server B which requested a cancel order.
- Cancel Result Notice is sent to the Virtual Server A which requested a new order.
By Using Drop Copy function, Cancel Result Notice Messages can be received in real time on Virtual Servers other than the Virtual Server requested the cancel order (on the Virtual Server other than B in the above example).
In addition, notifications that have been sent from the exchange using the function of the Retransmission Request Message, which is one of the Administrative Instruction Messages, can be obtained by a Virtual Server that is not the destination of the notification. For use of Retransmission Request Message, refer to "10.4 Notice Retransmission" of "System Interface Specifications for arrowhead - Operation (Order Notice)", and please use the function appropriately.
Please refer to the following FAQ how to get "System Interface Specifications for arrowhead".
URL: https://faqsd.jpx.co.jp/faq/show/3985?site_domain=en_application