MarketDataIncrementalRefresh Message

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Imported from previous forum

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[ original email was from Darshan Khedekar - darshan.khedekar.ext@deutsche-boerse.com ]
Hi

In the MDUpdateAction tag=279 in MarketDataINcrementalRefresh message,
is my following understanding of the field values correct?
0 - New - A new price level added for the level
1 - Change - changes to the level
2 - Delete - Delete the level
3 - Delete Thru - Delete all levels (from level 1) till this level
4 - Delete From - Delete all levels from this level (till level max)

Where can I find explanations to the field values?
As I mentioned in my previous posts, interpreting the values is a bit challenging for some of the fields.

Thanks and Regards
Darshan Khedekar

3

[ original email was from Rikard Hedberg - rikard.hedberg@omxgroup.com ]
The Book Management Recommended Practices document from the Market Data Optimization working group explains those fields as well other aspects of market data. It is a highly recommended read. I’m not sure if the document is public or only avaialble to FPL members. Here is the link anyway:
http://www.fixprotocol.org/documents/1462/MDOWG_Book_Mgt_Finaldraft.doc

Regards

Rikard

Hi

In the MDUpdateAction tag=279 in MarketDataINcrementalRefresh message,
is my following understanding of the field values correct? - New - A new
price level added for the level 1 - Change - changes to the level 2 -
Delete - Delete the level 3 - Delete Thru - Delete all levels (from
level 1) till this level 4 - Delete From - Delete all levels from this
level (till level max)

Where can I find explanations to the field values? As I mentioned in my
previous posts, interpreting the values is a bit challenging for some of
the fields.

Thanks and Regards Darshan Khedekar