Initiation

  • Subscribers initiate all connections. OpenYield accepts connections only during agreed hours and from secure endpoints.
  • HeartBtInt (108) defaults to 30 seconds. Send a Heartbeat (35=0) whenever no other message has been sent within that interval.
  • Sessions disconnect if two consecutive heartbeats are missed and a Test Request (35=1) goes unanswered.
  • Market Data and Order Book sessions reset sequence numbers on every reconnect, and prior session messages are not retransmitted. On reconnect, Market Data resends a full snapshot and Order Book re-streams the current book.
  • Trading, Request Quote, and Drop Copy sessions reset sequence numbers daily only. Intraday sequence resets (141=Y or Sequence Reset) are not supported on these sessions; contact OpenYield support if a reset is needed.