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