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.
Not a purely programmatic way of doing this. On the ETA side you are approaching this right. However, if the list of NASDAQ is not published by the provider, a subscriber app can not subscribe for it.
How to publish such a list?
On Elektron Edge device, which is probably your source of data, you can define a Broadcast Data Stream containing NASDAQ list.
Broadcast data stream is a simulated broadcast datafeed between the server and client application, that is defined based on criteria, for example, every instrument belonging to NASDAQ (or a static list of instruments united by some other commonality).
Once the BDS exists on EE, a subscriber can subscribe to it, as symbol list model type, via RIC name that has been given to it when it was defined.