Reach for this when you're building or debugging the plumbing between your trading systems and venues. It covers the practical details: setting up FIX sessions for order routing and drop copy, troubleshooting sequence number gaps, integrating native exchange protocols like OUCH and ITCH when you need microsecond-level latency, and designing failover paths so a session drop doesn't blow up your trading day. Also handles the surrounding context like mapping symbology across CUSIP/ISIN/FIGI, implementing Rule 15c3-5 market access controls, and planning co-location versus proximity hosting. Most useful when you're evaluating connectivity architecture decisions or need to understand what's happening when market data feeds hiccup during a trading halt.
npx skills add https://github.com/joellewis/finance_skills --skill exchange-connectivity