Stopping the market data stream

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Imported from previous forum

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Hello to the Forum,

this is the first time I post on a fixprotocol.org here so please let me know if I am off topic.

I need to inform my user, when they are subscribed to marked data, that the security definition has changed. I think the easiest way to do this is stopping the market data stream.

Is there standard support for stopping the market data stream?

Is the Security Definition Update Support (35=BP) useful in this sense?

Please, let me know.

Regards,
Claves

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We had this same issue at BVMF. The thought was adding a status to the MarketDataSnapshotFullRefresh message to indicate the end of a subscription. Let me post the solution. We plan a gap analysis for this capability.

Hello to the Forum,

this is the first time I post on a fixprotocol.org here so please let me know if I am off topic.

I need to inform my user, when they are subscribed to marked data, that the security definition has changed. I think the easiest way to do this is stopping the market data stream.

Is there standard support for stopping the market data stream?

Is the Security Definition Update Support (35=BP) useful in this sense?

Please, let me know.

Regards,
Claves

4

We had this same issue at BVMF. The thought was adding a status to the MarketDataSnapshotFullRefresh message to indicate the end of a subscription. Let me post the solution. We plan a gap analysis for this capability.

Thank you Jim,

probably we will use a MarketDataIncrementalRefresh along the line of what you stated.

Regards,
Claves