[This message was posted by John Unwin of KaiTrade <[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/c14d4151 - PLEASE DO NOT REPLY BY MAIL.]
Thanks > You can send him a snapshot with an empty book (MDEntryType=J) together > with the field SecurityTradingStatus to describe the status, e.g. > 2=Trading Halt or 20=Unknown. For incrementals you can send > MDUpdateAction 4=DeleteFrom and PriceLevel=1 to achieve the same > "cleaning". > > The best way would be to send a SecurityStatus message to convey the > state change and to send empty snapshots until another SecurityStatus > changes the state back to normal. > > > I am looking for the best way to inform a client who is receiving > > MDIncrementalUpdates that a particular product has become > > stale/invalid. > > > > The sequence is: > > 1) The client sends us an MarketDataRequest say for product XYZ > > 2) We send them back an MarketDataSnapshotFullRefresh > > 3) We send them a series of MarketDataIncrementalRefresh 4) At some > > point we have a problem with product XYZ (note other products are > > all OK) and want to tell our client that the product is stale/in > > error > > > > Can we use the QuoteCondition tag 276 - for this or is there a better > > way? John [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.
