EMA C++ RDM Usage Guide : 9 Market Maker Domain : 9.5 Specific Usage: LDF Direct and the Response Message Payload
 
9.5 Specific Usage: LDF Direct and the Response Message Payload
LDF Direct uses MARKET_MAKER for NASDAQ Market Makers.
The payload is a Map. Each Refresh message for this Map includes SummaryData and up to 50 MapEntrys. Updates are not sent for any map entry until after the RefreshMsg.Complete is sent with a value of true. DataDefinitions are not used to reduce bandwidth. The Map.TotalCountHint is not provided.
Map.SummaryData is sent in every refresh, even if it does not change. The fields used are from the RWFFld Field Dictionary:
PROD_PERM (1): Integer for permission information
CURRENCY (15): Enumeration of currency for the orders
TRD_UNITS (53): Enumeration of trade Units for the precision for which order prices are set
MKT_ST_IND (133): Enumeration of market state
RDN_EXCHD2 (1709): Enumeration of exchange on which the orders were placed
PR_RNK_RUL (3423): Enumeration of price ranking rules
The MapEntry.Key’s Data is a Buffer containing a unique market maker ID. The MapEntry.KeyFieldId is not set, but this may be changed in the future.
The MapEntry.Data is a FieldList that contains some or all of the following information about the order:
BID (22): Real with the best bid price from this market maker
ASK (25): Real with the best ask price from this market maker
BIDSIZE (30): Real with the size of the best bid
ASKSIZE (31): Real with the size of the best ask
MKT_MKR_ID (212): RmtesString with the Market Maker ID. This may be removed in the future by setting the Map.KeyFieldId to MKT_MKR_ID (212) or MMID (3435).
MKT_SOURCE (213): Enumeration with the Exchange or City of the quote
MKT_MKR_NM (214): RmtesString with the Market Maker Name
PRC_QL_CD (118): Enumeration for first price qualifier
PRC_QL2 (131): Enumeration for second price qualifier
QUOTIM_MS (3855): Quote Time in millisecond since GMT of the current day in the GMT time zone
The FieldList.DictId is 0, so it should be ignored.