Where can I find details on the EMA instrument update message types?
Most of the instrument update message types are self-explanatory but I am unclear what some of them mean:
- EmaRdm.INSTRUMENT_UPDATE_UNSPECIFIED:
- EmaRdm.INSTRUMENT_UPDATE_MARKET_DIGEST:
- EmaRdm.INSTRUMENT_UPDATE_MULTIPLE:
- EmaRdm.INSTRUMENT_UPDATE_NEWS_ALERT:
- EmaRdm.INSTRUMENT_UPDATE_ORDER_INDICATION:
- EmaRdm.INSTRUMENT_UPDATE_VERIFY:
- EmaRdm.INSTRUMENT_UPDATE_VOLUME_ALERT:
Answers
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I looked at the EMA Reference Manual, but the descriptions don't offer much detail, some of them are just the name of the enum. I am specifically looking to understand under what market circumstances these updates are sent and what kind of content they contain.
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Hi @CAM,
I've reached out to the development and documentation teams and they have opened a new case to address the lack of details related to the update type enumerations. Thanks for raising this issue.
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The Jira: ESDK-1718 Clarify instrument update message types has been opened.
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Hello @CAM
While we are waiting for an official document update, please see some update response types information that I have found below. Please note that the update response types are
based on each exchange and each feed. It can be different type based on each
data feed and exchange.You may receive
only a few types from the exchanges and feed you are subscribing.- UNSPECIFIED: This is a default value if the Data feed does
not set the Update Response Type Number to the data - MARKET_DIGEST: This update type means an incoming update is a
market summary or market digest messages from the exchange - VERIFY: This update type is sent at any time of day to
allow the publishing and subscribing applications to verify that records are
synchronized. It contains only a subset of the fields, in which case it should
be treated as an update
0 - UNSPECIFIED: This is a default value if the Data feed does
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