[This message was posted by Sajith Premadasa of Millennium IT <[email protected]> to the "FAST Protocol" discussion forum at http://fixprotocol.org/discuss/46. You can reply to it on-line at http://fixprotocol.org/discuss/read/9dc4d726 - PLEASE DO NOT REPLY BY MAIL.]
Hi, I'm in the process of developing a market data gateway. When implementing the depth (restricted to several rows in a book Market By Order) I have a concern in the following scenario. - Actual book is beyond the viewable depth (say depth shown out side is 5 and there are 10 entries) - An entry is deleted from the viewable depth (say the 3rd order is canceled) - The gateway should send the deletion update for the 3rd row - Then an update should be sent to lift up the entry which was at the 6th position as an add to the client's book (to maintain the depth) My concern is: - Do we pack two MDEntries (add and delete) within the same Incremental Refresh (NoMDEntries = 2)as this scenario can be considered as a single transaction? - OR do we send separate Incremental Refresh for delete and add of entries (NoMDEntries = 1 in each)? Please provide the best way of implementing the above scenario (according to the FAST standards) Thanks a lot. Sajith [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.
