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General Q/A
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Re: SecurityList with Subscription
Hanno Klein / Deutsche Börse Systems <>
24 Aug 2010 5:04AM ET The comment field of SecurityReqID is not explicit but you can look at market data where the concept of subscriptions originated. The comment field of MDReqID (262) within the MarketDataRequest message says:
"Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2)."
I suggest to follow this principle. SecurityListID could theoretically be an alternate reference but it is optional and refers to the entity and not to the request, i.e. you could have multiple requests referring to different subsets (defined by SecurityListRequestType and related filtering fields) of the same, named security list.
Regards,
Hanno.
> In the SecurityListRequest message the user can specify the SubscriptionRequestType.
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> If the SubscriptionRequestType == 2 (disable previous / unsubscribe), is the SecurityReqID in that case a new SecurityReqID or is it the SecurityReqID associated with the original subscription request? And if it is not the SecurityReqID associated with the original request, how is the original request specified? Thanks in advance!
Re: SecurityList with Subscription
Hanno Klein / Deutsche Börse Systems 24 Aug 2010 5:04AM ET
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