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Instrument data in Market data Incremental update
Natan Kugel / eSpeed
3 May 2008 8:07AM ETPer FIX specs Instrument (e.g. Symbol – tag 55) in Market data Incremental update is required if MDUpdateAction – 279 value “new”.
In order to save network bandwidth, MD Incremental Update with MDUpdateAction – 279 values “Change” and “Delete” refer to MDReqID – 262 and MDEntryID – 278 on which the change or delete must be applied respectively. As result Instrument data is not required.
My question is how many have run across clients and a need to deviated from this and still provide Symbol for MDUpdateAction – 279 values “Change” and “Delete”? On one hand this will reduce on-boarding time, however introduces extra data and has a potential to consume extra network bandwidth. i.e. You want to help clients, however do not want to cause issues down the road.
I thank you in advance.
Natan
Instrument data in Market data Incremental update
Natan Kugel / eSpeed 3 May 2008 8:07AM ET
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