Messages

Details on Subay Messages

Messages

Subway fields are delimited by a single space and messages are delimited by a single new line character.

The Metro server supports four types of Subway messages:

  • Admin Messages: messages that enable clients to log on, log off, and receive definitions of instruments and other information needed throughout a session.
  • Trade Messages: messages that enable clients to enter and delete manual trades into and from the system. The corresponding notifications from the server also notify clients if a trade has occurred.
  • Order/Quote Messages: Messages currently allow clients to cancel orders and quotes. Quote settings can also be adjusted dynamically while products are quoting.
  • Theoretical Model Messages: messages that give clients the ability to use their own custom model and provide the OptionsCity server with the theoretical values. These values will then be used throughout the entire system. Quotes, orders, and anything else dependent on theoretical prices will use these values instead of values calculated by one of our built-in models. If the client is using one of our models, these theoretical values may be queried. Risk and position information can also be queried with these messages.