Imported from previous forum
Hi
Why is this statement in the spec (4.2 and 4.4)
“• Messages containing bids and/or offers cannot contain trades, index value, opening, closing, settlement, high, low, and/or VWAP prices.”
If I am sending a snapshot why cant I also send high low, opening and closing…??? (in one message)
Thanks
no-one to answer this. as it doesn’t make sense to me yet…
"If I am sending a snapshot why cant I also send high low, opening and closing…??? (in one message)
tia
"
Hi
Why is this statement in the spec (4.2 and 4.4)
“• Messages containing bids and/or offers cannot contain trades, index
value, opening, closing, settlement, high, low, and/or VWAP prices.”If I am sending a snapshot why cant I also send high low, opening and
closing…??? (in one message)Thanks
[ original email was from Matt Simpson - msimpson@cme.com ]
I believe the original intent was to ensure that a snapshot of the book could be conveyed without inclusion of any other market data artifacts. After all, the message name is Snapshot Full Refresh. Trades, high/lows, settles, etc could also be sent but in a separate instance of the message. I’m willing to consider removing this restriction if there is a solid use case for it. The message would remain distinct from the Incremental Refresh message since it must either send the entire book or no book instructions at all.
no-one to answer this. as it doesn’t make sense to me yet…
"If I am sending a snapshot why cant I also send high low, opening and
closing…??? (in one message)tia "
Hi
Why is this statement in the spec (4.2 and 4.4)
“• Messages containing bids and/or offers cannot contain trades, index
value, opening, closing, settlement, high, low, and/or VWAP prices.”If I am sending a snapshot why cant I also send high low, opening and
closing…??? (in one message)Thanks