[This message was posted by Hanno Klein of Deutsche Börse Systems <[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/7e872313 - PLEASE DO NOT REPLY BY MAIL.]
If you request a snapshot + updates then the snapshot would be the response but the updates are rather unsolicited broadcasts than responses. The snapshot should contain all entry types in single message for easier processing. The updates come as the data changes, i.e. not every price creates a new high/low etc. However, I would recommend to bundle bid/offer prices causing new statistics with such entries to allow the user to see this as a single event. If you use FAST for your data you can use the COPY operator to avoid having to repeat the high/low etc. on the wire every time. A missing value on the wire simply means that no new high/low etc. occurred. In general the market data request asking for updates simply triggers unsolicited streams and you can split them the way you need to. > My query is about market data response whether it is valid to send multiple > responses for the same request id with a different subset of MD entry types > tag 269 > > Detail description > > A FIX client makes a market data request message type V with snapshot + > updates. The request contains multiple MDEntryTypes such as those for > statistics: High, Low, Close etc ( tag 269 = 7,8, 5) and also the bid /offer > prices ( tag 269 = 0,1 ). > > At the time of sending updates, Is it valid as per fix protocol to send > separate responses message type One containing only statistics and other > containing only the bid /offer prices ? > [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.
