Discussion Forums

General Q/A   < Previous   Next >

Re: Instrument Deletion and SecurityListRequest
Hanno Klein / Deutsche Börse Systems <>
9 Mar 2010 2:58AM ET

The update message is SecurityListUpdateReport ("BK") which has a field SecurityUpdateAction (980) with values Add/Modify/Delete. This can be used for incremental updates including deletions.

> 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

Re: Instrument Deletion and SecurityListRequest
Hanno Klein / Deutsche Börse Systems   9 Mar 2010 2:58AM ET