- supports FIX 4.4 protocol and TOF-protocol described in Reuters Bridge specification «Thomson Reuters Dealing - Datafeed TOF/IP & TOF/Serial User Guide» in version 4.7.10
- allows to set setting up and keep keeping a connection between TOF-protocol data source and FIX-protocol data source
- converts received TOF messages to FIX format
- sends converted messages from TOF server to FIX server
Supported message types
Reuters Bridge supports the following message types:
Below is the main Use Case scenario of the Reuters Bridge programm program module:
- Reuters Bridge establishes a session with FIX server;
- Reuters Bridge establishes a connection with TOF server;
- For each Dealing Server identifier specified in the configuration file Reuters Bridge sends a request to TOF server to receive deals;
- In case of successful processing, TOF server sends range of deals related to the requested Dealing Server identifier;
- Reuters Bridge constructs requests for deal data and related conversation for each deal from the range and sends them to TOF server;
- In case of successful requests processing, TOF server sends couple of messages which contain data about deal and related conversation;
- For each found pair "deal/conversation" Reuters pair, Reuters Bridge checks the deal type;
- If the deal type is supported by Reuters Bridge, it performs conversion of linked TOF messages which contain "deal/conversation" data to FIX message Trade Capture Report (MsgType = ‘AE’) according to the mapping rules (see the Mapping rules section for details);
- In case converting If the conversion is successful, Reuters Bridge sends FIX message Trade Capture Report (MsgType = ‘AE’) to FIX server.
Step 4, 6:
- If Status = 96 (Connection Restored), Reuters Bridge writes corresponding INFO record to the log;
- If Status = 26 (Rejected, Try Again), Reuters Bridge writes corresponding WARNING record to the log and sends repeated request to TOF server;
- else Reuters Bridge writes corresponding ERROR record to the log.
In case the defined deal type is not supported by Reuters Bridge, it writes the corresponding record to the log, "deal/conversation" pair conversion is considered as completed.
In case conversion failed, Reuters Bridge writes the corresponding record to the log, "deal/conversation" pair conversion is considered as completed.
Common settings of the Reuters Bridge can be configured by means of the configuration file config.cfgcfg configuration file. It allows you to configure common properties of the application, TOF server's parameters, FIX server's parameters and logging parameters.