In a response to a streaming MarketPrice request (i.e Intractions set to InterestAfterRefresh true) what is the expected behavour in the following scenario,
An instrument has only 1 bid (100.5) and offer (100.7). These prices are sent via EMA to consumer. Then the offer 100.7 is removed, and no further offers exist. How is this change to the offer communicated? as a Null value?
Assume this behavior is uniform during Market Open if no Bid/Offer is available for the said instrument.