EMA C++ RDM Usage Guide : 10 Yield Curve Domain : 10.2 Usage
 
10.2 Usage
10.2.1 Yield Curve Request Message
A Yield Curve request message is encoded using ReqMsg and sent by Open Message Model consumer applications. The request specifies the name and attributes of the curve in which the consumer is interested.
To receive updates, the consumer makes a “streaming” request by setting the ReqMsg.InterestAfterRefresh to true. If the flag is not set, the consumer requests a “snapshot,” and the final part of the refresh (i.e., the refresh has the RefreshMsg.Complete flag set) indicates all responses have been received for the snapshot. Updates may be received in either case if the refresh has multiple parts.
To stop updates, a consumer can pause an item (if the provider supports the pause feature). For additional details, refer to the Enterprise Message API C++ Edition Developers Guide.
 
Table 65: Yield Curve Request Message  
COMPONENT
DESCRIPTION / VALUE
DomainType
Required. MMT_YIELD_CURVE = 22
Interactions
Conditional.
InitialImage: true, requests an initial image.
InterestAfterRefresh: true, requests streaming updates.
Pause: true, requests that the application pause the item.
Indications
Optional.
ConflatedInUpdates: true, requests that the application send conflated updates.
Batch and View request are specified in the Payload.
QoS
Optional. Indicates the QoS at which the consumer wants the stream serviced. If both QoS and worstQos are specified, this request can be satisfied by a range of QoS.
worstQos
Optional. Used with the QoS member to define a range of acceptable QoS. When the provider encounters such a range, it should attempt to provide the best QoS it can within that range.
worstQos should only be used on services that claim to support it via the SupportsQosRange item in the Source Directory response (refer to Section 4.3.1.1).
NOTE: Enterprise Message API provides the Request.Qos() method to set both Qos and WorstQos depending upon the timeliness and rate values.
Priority
Optional. Indicates class and count associated with stream priority.
extendedHeader
Not used.
ServiceName
Required. Specifies the name of the service from which the consumer wishes to request the item.
NOTE: The application should set either the ServiceName or ServiceId of the service, but not both.
ServiceId
Required. Specifies the ID of the service that provides the requested item.
NOTE: The application should set either the ServiceName or ServiceId of the service, but not both.
NameType
Optional. When consuming from LSEG sources, typically set to INSTRUMENT_NAME_RIC = 1 (the “Instrument Code”). If this is not specified, NameType defaults to INSTRUMENT_NAME_RIC = 1.
Name
Required.Specifies the name of the requested item.
NOTE: Not used for Batch Item request.
Filter
Not used.
Identifier
Not used.
Attrib
Not used.
Payload
Optional. When leveraging such features as View or Batch, the payload can contain information relevant to that feature.
For more information, refer to Appendix A.