EMA C++ RDM Usage Guide : 7 Market By Order Domain : 7.2 Usage : 7.2.3 Market By Order Update Message
 
7.2.3 Market By Order Update Message
A Market By Order 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 order information. 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 only send the Name and ServiceName in the first Refresh response message. However if MsgKeyInUpdates is set to true, then the Name and ServiceName must be provided for every Update response messages.
 
Table 55: Market By Order Update Message  
COMPONENT
DESCRIPTION / VALUE
DomainType
Required. MMT_MARKET_BY_ORDER = 7
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 that the application should not cache this update message.
DoNotConflate: true, Indicates that the application should not conflate this update message.
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 informs the consumer as to how many updates were included 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 sends a conflated update, ConflatedTime informs the consumer as to the interval (in milliseconds) over which data was conflated.
The consumer indicates interest in this information by setting the ReqMsg.ConflatedInUpdates to true in the request.
PermissionData
Optional. PermissionData contains permissioning information associated only with the contents of this update.
extendedHeader
Not used.
ServiceName
Conditional. ServiceName is required if MsgKeyInUpdates was set to true. ServiceName 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. ServiceId specifies the ID of the service that provides the data.
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. NameType must match the name type in the item’s request message (typically INSTRUMENT_NAME_RIC = 1).
Name
Optional (Required if MsgKeyInUpdates was set to true). Name specifies the name of the item being provided.
Filter
Not used.
Identifier
Not used.
Attrib
Not used.
Payload
Required. The order book is represented by a Map, where each map entry (MapEntry) holds information (FieldList) corresponding to an order.