A session provides the interface between your CMF application and a source of data, such as an external adapter. In this CMF release, you can use sessions only with market data architecture (MDA) subscribers. See Subscribing to market data. It is expected that future CMF releases will extend the use of sessions to other CMF components.

The interfaces for using sessions are:

The factory object lets you create a session handler and optionally connect to a session. The session handler lets you manage the session interaction between your application and the external datasource.You use it to connect, disconnect, add parameters, add callbacks to be executed upon successful subscription, and override default error behavior for sessions.