NOTE: The provider should only send the Name and NameType in the first Refresh response message. However if MsgKeyInUpdates is set to true, then the Name and NameType must be provided for every Update response message. |
COMPONENT | DESCRIPTION / VALUE |
---|---|
DomainType | Required. MMT_MARKET_PRICE = 6 |
UpdateTypeNum | Required. Indicates the general content of the update: • INSTRUMENT_UPDATE_UNSPECIFIED = 0 • INSTRUMENT_UPDATE_QUOTE = 1 • INSTRUMENT_UPDATE_TRADE = 2 • INSTRUMENT_UPDATE_NEWS_ALERT = 3 • INSTRUMENT_UPDATE_VOLUME_ALERT = 4 • INSTRUMENT_UPDATE_ORDER_INDICATION = 5 • INSTRUMENT_UPDATE_CLOSING_RUN = 6 • INSTRUMENT_UPDATE_CORRECTION = 7 • INSTRUMENT_UPDATE_MARKET_DIGEST = 8 • INSTRUMENT_UPDATE_QUOTES_TRADE = 9 • INSTRUMENT_UPDATE_MULTIPLE = 10 • INSTRUMENT_UPDATE_VERIFY = 11 |
Indications | Conditional. • If UpdateTypeNum is set to be INSTRUMENT_UPDATE_CORRECTION=7 or UPDVERIFY, DoNotRipple must be set to true. • DoNotCache: true, Indicates the application should not cache this update message. • DoNotConflate: true, Indicates the application should not conflate updates. |
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 the number of updates 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 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. |
ItemGroup | Optional. Associates the item with an Item Group (refer to Section 4.3.1.3). |
PermissionData | Optional. Specifies permissioning information associated with only the contents of this update. |
extendedHeader | Not used. |
ServiceId | Conditional. ServiceId is required if MsgKeyInUpdates was set to true on the request. 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 on the request. NameType should match the name type specified on the request. If NameType is unspecified, its value defaults to INSTRUMENT_NAME_RIC = 1. |
Name | Conditional. Name is required if MsgKeyInUpdates was set to true on the request. Name specifies the name of the item being provided. |
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. | |
Filter | Not used. |
Identifier | Not used. |
Attrib | Not used. |
Payload | Required. This should consist of a FieldList with any changed data. |