RDM Usage : 32 Refinitiv Domain Model Usage: Market by Order Domain : 32.5 Usage: Market by Order Update Message
 
32.5 Usage: Market by Order Update Message
A Market By Order update message is encoded and sent by Open Message Model interactive provider and non-interactive provider applications. The provider can send an update message to add, update, or remove order information.
 
Table 32: Market By Order Update Message  
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.