For the most part, MarketByPrice data from LSEG Real-Time Distribution System is the same as it is from the original source of the data (e.g. LDF Direct). However, if caching is enabled in an LSEG Real-Time Distribution System component, there are two differences.
• The number of messages packed into each Refresh response message may be different.
• Updated response messages may be delivered between Refresh response messages, before the RespMsg.Complete is set to true. It is the consumer applications responsibility to apply the indicated changes.
Code Example 6: Market By Price Request Message Sample XML Message Layout
Code Example 7: Market By Price Refresh Message Sample XML Message Layout