Overview

Reuters Bridge is the adaptor which is used for communication between financial information exchange protocols - Thomson Reuters Ticket Output Feed (TOF) и Financial Information eXchange (FIX).

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Below is the list of deal types, for which Reuters Bridge supports their mapping to FIX format and transmitting to FIX server:

1. FX Swap
2. FX Spot
3. FX Outright
4. FX FRA
5. FX Deposit
6. NDF FX Swap
7. NDF Outright

Main Use Case scenario

Below is the main Use Case scenario of the Reuters Bridge programm module:

1. Reuters Bridge establishes a session with FIX server;
2. Reuters Bridge establishes a connection with TOF server;
3. For each Dealing Server identifier specified in the configuration file Reuters Bridge sends a request to TOF server to receive deals;
4. In case of successful processing, TOF server sends range of deals related to the requested Dealing requested Dealing Server identifier;
5. Reuters Bridge constructs requests for deal data and related conversation for each deal from the range and sends them to TOF server;
6. In case of case of successful requests processing, TOF server sends couple of messages which contain data about deal and related conversation.
7. For each found pair "deal/conversation" Reuters Bridge checks the deal type;
8. 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.
9.  In case converting is successfulis successful, Reuters Bridge sends FIX message Trade Capture Report (MsgType = ‘AE’) to FIX server.

Alternative scenarios:

Step 4, 6:

in case request processing failed, TOF server sends Status Response (407) message which is processed by Reuters by Reuters Bridge in the following way:

• 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 Bridge writes corresponding WARNING record to the log and sends repeated request to TOF server;
• else Reuters else Reuters Bridge writes corresponding ERROR record to the log.

Step 8:

In case defined deal type is not supported by Reuters Bridge, it writes it writes corresponding record to the log, "deal/conversation" pair conversion is considered as completed.

Step 9:

In case conversion failed, Reuters Bridge writes Bridge writes corresponding record to the log, "deal/conversation" pair conversion is considered as completed.

Configuration

Common settings of the Reuters Bridge can be configured by means of the configuration file config.cfg. It allows to configure common properties of the application, TOF server's parameters, FIX server's parameters and logging parameters.

Table below represents all available configurable properties:

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