what is the right way of filtering LSEG events ?

Mustapha

I have this piece of code( see below ), I am not sure it provides the right way of filtering ask and bid price events. please advise:

MarketDataItemEvent.MarketDataMessageType msgType = event.getMarketDataMsgType();

 

    if (msgType == MarketDataItemEvent.IMAGE

|| msgType == MarketDataItemEvent.UNSOLICITED_IMAGE
        || msgType == MarketDataItemEvent.UPDATE

|| msgType == MarketDataItemEvent.CORRECTION
        || msgType == MarketDataItemEvent.CLOSING_RUN) {

                 PROCESS_THE_MESSAGE

             }  else if (msgType == MarketDataItemEvent.STATUS) {
       LOG_THE_MESSAGE
    } else {

                         DISCARD_SILENTLY

              }

Gurpreet

Hello @Mustapha

Your pseudo-logic seems correct. I would also log the discarded messages, even though there should be none.

If you are specifically asking about filtering the BID/ASK messages in the real time feed, then please use the view feature build into the SDK. See this example here.