How to identify RDM Upate Events from header?

jalaj.mehta
jalaj.mehta Newcomer
in Elektron

Is there a way to identify different Exchange events from the Message Header for example if its Quote, Trade, Status Update or Book Upate?

What are the different types of update events in RDM for example in Level 1 subscription I can see

RDM_UPD_EVENT_TYPE_QUOTE

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @jalaj.mehta

    Please refer to the RDMUsageGuide document which can be found in the EMA Docs folder.

    e.g. for a MarketPrice Update Message, you will note the following values for UpdateTypeNum:

    image

    The possible values varies by Domain Type and are listed in the above mentioned document.

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