I am subscribing all the securities of EMEA, approximately 62K. I only process following 3 types of UpdateMessage
public static final int INSTRUMENT_UPDATE_QUOTE = 1;
public static final int INSTRUMENT_UPDATE_TRADE = 2;
public static final int INSTRUMENT_UPDATE_CORRECTION = 7;
Currently I am missing some trades "es.
Do you see, I need to process additional message type? Please comment.