COMPONENT | DESCRIPTION / VALUE |
---|---|
Domain | Required. MarketByOrder |
UpdateType | Required. Indicates the general content of the update. Typically sent as one of the following: • Unspecified • Quote |
SeqNumber | Optional. A user-specified, item-level sequence number which can be used by the application for sequencing messages within this stream. |
ConflationInfo.Count | Optional. If a provider sends a conflated update, ConflationInfo.Count informs the consumer as to how many updates were included in the conflation. The consumer indicates interest in this information by setting the ConfInfoInUpdates in the request. |
ConflationInfo.Time | Optional. If a provider sends a conflated update, ConflationInfo.Time informs the consumer as to the interval (in milliseconds) over which data was conflated. The consumer indicates interest in this information by setting the ConfInfoInUpdates in the request. |
PermData | Optional. PermData contains permissioning information associated only with the contents of this update. |
ExtHdr | Not used. |
Key.Service | Conditional. Key.Service is required if KeyInUpdates was set. Key.Service specifies the ID of the service that provides the data. |
Key.NameType | Conditional. Key.NameType is required if KeyInUpdates was set. Key.NameType must match the name type in the item’s request message (typically Ric). |
Key.Name | Optional (Required if KeyInUpdates was set). Key.Name specifies the name of the item being provided. |
Key.Filter | Not used. |
Key.Identifier | Not used. |
Key.Attrib | Not used. |
Payload | Required. The order book is represented by a Map, where each map entry holds information (FieldList) corresponding to an order. |