My questions concern a few things about symbol list requests, the ITEM_LIST field of source directory messages and generally segmenting RICs by exchange.
What is the recommended way for me to programmatically, from my C or C++ application, to subscribe to, say, "all RICs on Nasdaq"? I have tried sending a symbol list request for "0#ITEMS", however I received a "record could not be found" response. In addition, what does "0#ITEMS" represent (found in the symbol list sample in the RDM Usage Guide) and how can I find other "symbol list" names?
I fail to find anything specific when searching.