Message Type Attributes Provided

MarkB

Hi, using Real-Time Optimized via EMA to retrieve delayed pricing for a universe of instruments. As part of the response does the service provide access to other message types - for example i see "refresh" when instruments receive a new price update but can you also identify other message types/updates such as when a closing run has taken place?

nick.zincone

Hi @MarkB

I would suggest you review some of the learning material as well as the documentation to better understand the types of messages.

When you request for streaming data, you will always receive an initial response. In most cases, you will receive a REFRESH which represents the latest values in the market. However, when there is activity in the market, such as trades, you will receive UPDATE messages which represent new price updates. That is the normal operation you will see. In some cases, depending on what you request, you can receive a STATUS message as your response message. The STATUS message will indicate things like "Item not found", or not permissioned.

A closing run occurs sometime between market close and market open (after hours) based on the exchange. When you receive a Closing Run, it effectively resets many of the fields for your own managed cache.

Hope this helps.