Price banding Market Data

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Imported from previous forum

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We plan to implement price banding in our streaming MarketData, meaning that we will have different spread depending on amount. The way we currently think we’ll implement it is to send several marketData entries in a marketData Msg, each entry describing the bid or offer of its band.

I simply wonder if anybody has any experiences in this area?

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[ original email was from Rutie Zhou - rzhou@bear.com ]
> We plan to implement price banding in our streaming MarketData, meaning

that we will have different spread depending on amount. The way we
currently think we’ll implement it is to send several marketData entries
in a marketData Msg, each entry describing the bid or offer of its band.

I simply wonder if anybody has any experiences in this area?

Do you support the case when a client is only interested in certain band, if yes, how do you specify in the marketdata request the band the client is interested in?