Initiation

  • Subscribers initiate all connections. OpenYield accepts connections only during agreed hours and from secure endpoints.
  • Sessions must send heartbeats every 30 seconds (default).
  • Sessions disconnect if two consecutive heartbeats are missed and a test request (35=1) fails.
  • Market Data and Order Book sessions reset sequence numbers on every reconnect; prior session messages are lost and a new snapshot is sent. Sequence resets on other session types are not supported and require manual intervention.