For example if I subscribe to <VOD.L>, <HSBAl.BS>, <C>, etc. What updatetypes will I be getting?
I am aware that QUOTE, TRADE, QUOTES_TRADE, CORRECTION can appear. What about the others update types ?
INSTRUMENT_UPDATE_UNSPECIFIED = 0; /*!< Not specified */
INSTRUMENT_UPDATE_QUOTE = 1; /*!< Quote */
INSTRUMENT_UPDATE_TRADE = 2; /*!< Trade */
INSTRUMENT_UPDATE_NEWS_ALERT = 3; /*!< News Alert */
INSTRUMENT_UPDATE_VOLUME_ALERT = 4; /*!< Volume Alert */
INSTRUMENT_UPDATE_ORDER_INDICATION = 5; /*!< Order Indication */
INSTRUMENT_UPDATE_CLOSING_RUN = 6; /*!< Closing Run */
INSTRUMENT_UPDATE_CORRECTION = 7; /*!< Correction */
INSTRUMENT_UPDATE_MARKET_DIGEST = 8; /*!< Official information from the
INSTRUMENT_UPDATE_QUOTES_TRADE = 9; /*!< One or more conflated quotes
INSTRUMENT_UPDATE_MULTIPLE = 10; /*!< Update with other filtering and conflation applied */
INSTRUMENT_UPDATE_VERIFY = 11; /*!< Fields may have changed
The Update Event Type is 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.
You can find more detail about the Update Event Type description in Appendix A of ETA RDM Usage Guide document. The ETA C++ RDM Usage Guide contains the following detail.
If you are looking for the Java SDK, please refer to an answer in this post.