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Where can I find details on the EMA instrument update message types?

Most of the instrument update message types are self-explanatory but I am unclear what some of them mean:

  1. EmaRdm.INSTRUMENT_UPDATE_UNSPECIFIED:
  2. EmaRdm.INSTRUMENT_UPDATE_MARKET_DIGEST:
  3. EmaRdm.INSTRUMENT_UPDATE_MULTIPLE:
  4. EmaRdm.INSTRUMENT_UPDATE_NEWS_ALERT:
  5. EmaRdm.INSTRUMENT_UPDATE_ORDER_INDICATION:
  6. EmaRdm.INSTRUMENT_UPDATE_VERIFY:
  7. EmaRdm.INSTRUMENT_UPDATE_VOLUME_ALERT:
elektronrefinitiv-realtimeelektron-sdkrrtema-apielektron-message-apijavaupdate-message
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Hi @CAM,

You can find some descriptions of the enumerations within EMA Reference Manuals.


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@nick.zincone.1

I looked at the EMA Reference Manual, but the descriptions don't offer much detail, some of them are just the name of the enum. I am specifically looking to understand under what market circumstances these updates are sent and what kind of content they contain.

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Upvotes
13k 61 39 63

Hi @CAM,

I've reached out to the development and documentation teams and they have opened a new case to address the lack of details related to the update type enumerations. Thanks for raising this issue.

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Hello @CAM

While we are waiting for an official document update, please see some update response types information that I have found below. Please note that the update response types are based on each exchange and each feed. It can be different type based on each data feed and exchange.You may receive only a few types from the exchanges and feed you are subscribing.

  • UNSPECIFIED: This is a default value if the Data feed does not set the Update Response Type Number to the data
  • MARKET_DIGEST: This update type means an incoming update is a market summary or market digest messages from the exchange
  • VERIFY: This update type is sent at any time of day to allow the publishing and subscribing applications to verify that records are synchronized. It contains only a subset of the fields, in which case it should be treated as an update
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