Imported from previous forum
I want to use the Security Definition Request message (type = c) for obtaining a list of tradable securities in an equity market.
Initially I thought to use the repeating group provided in Security Definition message (type = d) to include the list of all security details for a market in one single message. However it seems this repeating group is meant to be used for the underlying security details for an option.
My questions is what is the correct way of returning a list of tradable stocks? If the repeating group is not used then do I need to return one security per Security Defintion message? if that’s the case, how can we tell when all the information has been received?