EMA C++ RDM Usage Guide : 7 Market By Order Domain : 7.6 Specific Usage: RDMS
 
7.6 Specific Usage: RDMS
For the most part, MarketByOrder data from LSEG Real-Time Distribution System is the same as it is from the original source of the data (e.g., Data Feed 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.
An updated response message might be delivered between Refresh response messages and before the message with RefreshMsg.Complete set true. It is the consumer applications responsibility to apply the indicated changes.
 
Code Example 6: Market By Order Request Message Sample XML Message Layout
Code Example 7: