[This message was posted by Emil Vladov of DS <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/19337c31 - PLEASE DO NOT REPLY BY MAIL.]
Hi guys, In FIX 5.0 it has been explicitly specified that if a client requests market data with MDUpdateType=incremental (1), it will receive snapshot/full refresh first, followed by incremental updates. Also there is MDEntryID field in both full and incremental messages which makes it possible incremental messages to update entry from the full message. In FIX 4.4 it seems this is not that clear: there is no MDEntryID in the full refresh message, so it isn't possible to refer (at least not directly) an entry from the full refresh. One of the posts in this rather old thread(http://www.fixprotocol.org/discuss/read/a6a86802) says that only incremental messages should be sent in this case (MDUpdateType=incremental). So basically my question is is what is the common way to do it in FIX 4.4 - similar to what is specified for FIX 5.0 (possibly using MDEntryPositionNo combined with the other fields to refer to entries coming from the initial snapshot/full refresh) or following the advice in the old thread that only incremental messages should be sent (possibly with comands NEW for the initial data, then CHANGE)? tia, Emil [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
