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I'm using the the MARKET_BY_PRICE to get the orderbook using RFA 8.1 . But I can't find any information in the documentation how empty levels are signaled. Say that there are only 3 levels. Will I receive a MAP with all (10) levels? In that case what will signal that only 3 of them are valid? I have seen people asking…
How to properly remove band from a map entry. Im currently using MessageUpdate and setting mapEntry.action to Delte. However, I'm seeing error finishing mapEntry encode complete, the return value is -29. It is putting ORDER_PRC to blank enough to remove an entry?
Hi, We are using Elektron Message API C++ edition to receive level 1 and level 2 market data. In case of level 2 or order book retrieval, the call back messages contain a Map with which defines an action (Add, Update or Delete) for each map entry for an order book level. In case of Delete action there is no FieldList…
Publishing items using the data structure containerType="MAP" what is the maximum allowable size for a mapEntry key value?
Hi, Both the RFAJ v7.5 and UPAJ v8.0 Developer Guides document that an ADD Action on an OMMMapEntry (OMMMapEntry.Action.ADD in RFA terms) is used to add or replace an entry. We are using this Action to affect a Map Entry replace however, it seems as though the ADS (v2.5.0.L1 in our case) is instead ignoring the update and…
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