I have a subscription to a set of RICs (e.g. VOD.L) open which processes deltas and populates a cache
Another operation we want to support is the ability to do an AdHoc market data request for a RIC to get a snapshot in time.
If I request VOD.L for an AdHoc snapshot, while our cache service is running (processing changes to existing subscriptions (inc. VOD.L)), no event is received, but if I do an AdHoc request for a RIC we are not currently subscribing to then it will produce a result.
Is it not possible then to request for a RIC while already subscribing to it?