Is there a way to have IRealtimeDataSubscription.SetupDataSubscription return fields that have not changed along with those that have?
We need the PROV_SYMB field in order to match up the data from Eikon with the data from our system, but the subscription only returns the latest price when it updates, not the other fields we have requested.
Best Answer
After you create a subscription or add a RIC to a subscription, the first update you receive for added RIC is the record image, which contains all fields you requested. This update can be identified by IsImage property of IRealtimeUpdateDictionary interface. Subsequent updates for the same RIC will only contain updated fields.