...
- 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 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.rules (see Mapping rules section for details);
- In case converting is successful, Reuters Bridge sends FIX message Trade Capture Report (MsgType = ‘AE’) to FIX server.
...