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General Q/A
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Instrument Deletion and SecurityListRequest
Robert Mitchell / NYU <> 8 Mar 2010 3:26PM ET Hi All,
In the SecurityListRequest message ('x') you can request updates by setting the value of the SubscriptionRequestType (263) to 1. Now if instruments are added during the session that match the client's request we can send along a SecurityList message ('y') with the new instrument. But what do I send if an instrument is deleted from the market during a session?
Instrument Deletion and SecurityListRequest Robert Mitchell / NYU 8 Mar 2010 3:26PM ET |