When the Exchange experiences a disconnection from the SFE Gateway, whether intiated by the Exchange host or the SFE Gateway, the TT Gateway places all orders for the disconnected FIX order session into a held state. In addition, the Exchange deletes all working orders from the market.
This occurs during the following scenarios:
- A trader initiates a logout
- The SFE Gateway performs a shutdown
- A network error triggers a disconnect
- The Exchange host encounters a failure that results in a disconnect
- An intra-day configuration change disconnects a FIX order session
When a FIX session disconnects, the Price Server enters a Feed Down state. Upon reconnecting the Price Server returns to an Active state.
Following reconnection, client applications reissue all outstanding price subscription requests. The Price Server uses these requests to reissue Price Subscriptions to the Exchange in the event of a disconnect/reconnect scenario.