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re: §8 Managing ‘Late Joiners’
How frequently is the entire security ID set published on the Instrument Definition Feed? The SBE doc only lists the initial publish Sunday noon GMT in §6.8.
i.e. if one has to restart mid-week, how long is it required to wait?
As of now, we have configured to disseminate security definition every 10 seconds.
We have field "SecurityUpdate Action" to indicate the action for the given security. the values are as follows:
A = Add represents newly added instrument
D = Delete represents deletions of a Security Definition for an instrument
M = Modify represents modifications to a Security Definition for an instrument
N = No changes in respect to the previous security definition of the instrument
