MarketPrice domain permissible values in UpdateTypeNum field

shermald

As per the Reuters Domain Models (RMD) usage guide C++ edition, it describes
the Market­Price Domain and indicates that this domain can be used to
consume Level I market information such as trades, indicative quotes, and
top-of-book quotes.

Further, the UpdateTypeNum field in the MarketPrice Update Message, can indicate values such as,

• INSTRUMENT_UPDATE_UNSPECIFIED=0
• INSTRUMENT_UPDATE_QUOTE=1
• INSTRUMENT_UPDATE_TRADE=2
• INSTRUMENT_UPDATE_NEWS_ALERT=3
• INSTRUMENT_UPDATE_VOLUME_ALERT=4
• INSTRUMENT_UPDATE_ORDER_INDICATION=5
• INSTRUMENT_UPDATE_CLOSING_RUN=6
• INSTRUMENT_UPDATE_CORRECTION=7
• INSTRUMENT_UPDATE_MARKET_DIGEST=8
• INSTRUMENT_UPDATE_QUOTES_TRADE=9
• INSTRUMENT_UPDATE_MULTIPLE=10
• INSTRUMENT_UPDATE_VERIFY=11

• While scenarios that publish UpdateTypeNum values such as Trade (2),
  Quote (1), Quotes trades (9) are understood considering the information this domain is
  expected to contain, can insight be provided on scenarios in which the other values indicated above such as News Alert (3), Market
  Digest (8) and Verify (11) are published and received by a consumer in the UpdateTypeNum field of the MarketPrice Update message?

zoya faberov

News alert type can be received if your subscribed item is a news item (news alert or subsequent story)

Market digest can be provided by an exchange

Verify (sometimes called sync) is issued if it's possible that an update might have been missed by the subscriber, to ensure the subscriber has the latest state of data, i.e. this is not a genuine market move

Please see the comment info from the header file:

INSTRUMENT_UPDATE_UNSPECIFIED= 0;/*!< Not specified */ INSTRUMENT_UPDATE_QUOTE= 1;/*!< Quote */ INSTRUMENT_UPDATE_TRADE= 2;/*!< Trade */ INSTRUMENT_UPDATE_NEWS_ALERT= 3;/*!< News Alert */ INSTRUMENT_UPDATE_VOLUME_ALERT= 4;/*!< Volume Alert */ INSTRUMENT_UPDATE_ORDER_INDICATION= 5;/*!< Order Indication */ INSTRUMENT_UPDATE_CLOSING_RUN= 6;/*!< Closing Run */ INSTRUMENT_UPDATE_CORRECTION= 7;/*!< Correction */ INSTRUMENT_UPDATE_MARKET_DIGEST= 8;/*!< Official information from the exchange */

INSTRUMENT_UPDATE_QUOTES_TRADE= 9;/*!< One or more conflated quotes followed by a trade */

INSTRUMENT_UPDATE_MULTIPLE= 10;/*!< Update with other filtering and conflation applied */

INSTRUMENT_UPDATE_VERIFY= 11;/*!< Fields may have changed */