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. |
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. |