Instrument Deletion and SecurityListRequest

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1

Imported from previous forum

2

Hi All,

In the SecurityListRequest message (‘x’) you can request updates by setting the value of the SubscriptionRequestType (263) to 1. Now if instruments are added during the session that match the client’s request we can send along a SecurityList message (‘y’) with the new instrument. But what do I send if an instrument is deleted from the market during a session?

3

The update message is SecurityListUpdateReport (“BK”) which has a field SecurityUpdateAction (980) with values Add/Modify/Delete. This can be used for incremental updates including deletions.

Hi All,

In the SecurityListRequest message (‘x’) you can request updates by
setting the value of the SubscriptionRequestType (263) to 1. Now if
instruments are added during the session that match the client’s
request we can send along a SecurityList message (‘y’) with the new
instrument. But what do I send if an instrument is deleted from the
market during a session?