EMA C++ RDM Usage Guide : 10 Yield Curve Domain : 10.2 Usage : 10.2.3 Yield Curve Update Message
 
10.2.3 Yield Curve Update Message
A Yield Curve Update Message is encoded using UpdateMsg and sent by Open Message Model provider and non-interactive provider applications. It conveys any changes to an item’s data. Updates may be received between the first Refresh and the RefreshComplete. It is the consuming application’s responsibility to determine if the update is applicable to the data that has previously been sent in a refresh.
 
NOTE: The provider should send the Name and ServiceName only in the first Refresh response message. However if MsgKeyInUpdates is set to true, then the Name and ServiceName must be provided for every Refresh response message.
 
Table 67: Yield Curve Update Message  
COMPONENT
DESCRIPTION / VALUE
DomainType
Required. MMT_YIELD_CURVE = 22
UpdateTypeNum
Required. Indicates the general content of the update. Typically sent as one of the following:
INSTRUMENT_UPDATE_UNSPECIFIED = 0
INSTRUMENT_UPDATE_QUOTE = 1
Indications
Conditional.
DoNotCache: true, indicates that the application should not cache this update message.
DoNotConflate: true, indicates that the application should not conflate the update message.
SeqNum
Optional. A user-specified, item-level sequence number which the application can use to sequence messages in this stream.
PartNum
Not used.
ConflatedCount
Optional. If the provider sends a conflated update, ConflatedCount specifies how many updates are in the conflation.
The consumer indicates interest in this information by setting the ReqMsg.ConflatedInUpdates to true in the request.
ConflatedTime
Optional. If a provider is sending a conflated update, ConflatedTime specifies the time interval (in milliseconds) over which data is conflated.
The consumer indicates interest in this information by setting the ReqMsg.ConflatedInUpdates to true in the request.
PermissionData
Optional. Permissioning information associated with only the contents of this update.
extendedHeader
Not used.
ServiceName
Conditional. ServiceName is required if MsgKeyInUpdates was set to true on the request. Specifies the name of the service that provides the data.
NOTE: The application should set either the ServiceName or ServiceId of the service, but not both.
ServiceId
Conditional. ServiceId is required if MsgKeyInUpdates was set to true on the request. Specifies the ID of the service that provides the item.
NOTE: The application should set either the ServiceName or ServiceId of the service, but not both.
NameType
Conditional. NameType is required if MsgKeyInUpdates was set to true on the request. Should match the NameType specified on the request. If this is not specified, NameType defaults to INSTRUMENT_NAME_RIC = 1.
Name
Conditional. Name is required if MsgKeyInUpdates was set to true on the request. Specifies the name of the item being provided.
Filter
Not used.
Identifier
Not used.
Attrib
Not used.
Payload
Required. This should consist of a FieldList containing all fields associated with the item. Some FieldEntrys are sent as more complex types such as Vector and Array. Encoding and decoding applications should be aware of this and ensure proper handling of these types.