Queries to be asked for a New Exchange Interface

1. Txn/Broadcast based interface supported - Any transactions through broadcast and any broadcast through transactions

2. Library provided by Exchange

3. List of document to understand the API and Technology

4. Understand OrderTypes, TimeInForce and other exchange specific characterstics

5. Understand Exchange symbology

                - What instrument id we need to send to exchange

                - How do we map for ids we receive from upstream systems such as OMS

                - Market - Instrument - Symbol - Symbol type mappings 

6. Instrument details download

7. Intra-day instrument updates 

8. Application messages

                -> Order, Amend, Cancel

                <- Acks & Fill

                <- Reject comes as function call return/fast ack

                <- Trade Bust

                <- Unsolicited Cancel 

Field level spec for each message type. 

9. Admin messages

                -> Login

                -> Log off/close

                <-> heartbeat

10. Research sync/async behavior of api 

11. IDS of messages - what is unique id for order/amend/cancel sent by OMS and other system