EMA C++ RDM Usage Guide : 8 Market By Price Domain : 8.2 Usage : 8.2.3 Market By Price Update Message
 
8.2.3 Market By Price Update Message
A Market By Price update message is encoded using UpdateMsg 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 price point information. Updates will not be received before images. True snapshots are supported.
 
NOTE: The provider should send Name and ServiceName only in the first Refresh response message. However if MsgKeyInUpdates is set to true, then Name and ServiceName must be provided for every Update response message.
 
Table 59: Market By Price Update Message  
COMPONENT
DESCRIPTION / VALUE
DomainType
Required. MMT_MARKET_BY_PRICE = 8
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
Optional.
DoNotCache: true, indicates to not cache the update message.
DoNotConflate: true, indicates to not conflate the update message.
QoS
Optional. Specifies the QoS at which the stream is provided.
SeqNum
Optional. A user-specified, item-level sequence number which can be used by the application for sequencing messages within this stream.
ConflatedCount
Optional. If a provider sends a conflated update, ConflatedCount specifies how many updates were included in the conflation.
The consumer indicates interest in this information by setting the ReqMsg.ConflatedInUpdates flag in the request.
ConflatedTime
Optional. If a provider sends 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 flag in the request.
PermissionData
Optional. Specifies permissioning information for the update’s content.
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 provider 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 provider 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. NameType should match the NameType specified in the item’s request message. If NameType is not specified, it uses the default 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. MarketByPrice is represented by a Map, where each entry contains a FieldList containing information about a price point.