EMA C++ RDM Usage Guide : 6 Market Price Domain : 6.2 Usage : 6.2.3 Market Price Update Message
 
6.2.3 Market Price Update Message
A Market Price Update Message is encoded using UpdateMsg and sent by Open Message Model provider and non-interactive provider applications. The Market Price Update Message conveys any changes to an item’s data.
 
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.
 
Table 51: Market Price Update 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.