tag 279 (MDUpdateAction) exists for 35=W?

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Imported from previous forum

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Hi all,

Refering to the FIXimate, if we search for tag 279, it is used in component “MDIncGrp”, which is used in the message type “MarketDataIncrementalRefresh” (35=X) only.

If we look at 35=X, the Repeating group 268 NoMDEntries do have the tag 279. If we look at 35=W, the same Repeating group 268 NoMDEntries do nothave the tag 279. Is that FIXimate wrong information or tag 279 is not intended for 35=W?

I’m looking for a market standard way to remove the liquidity when we are streaming the MarketDataFullSnapshotRefresh.

3

Hi all,

Refering to the FIXimate, if we search for tag 279, it is used in component “MDIncGrp”, which is used in the message type “MarketDataIncrementalRefresh” (35=X) only.

If we look at 35=X, the Repeating group 268 NoMDEntries do have the tag 279. If we look at 35=W, the same Repeating group 268 NoMDEntries do nothave the tag 279. Is that FIXimate wrong information or tag 279 is not intended for 35=W?

I’m looking for a market standard way to remove the liquidity when we are streaming the MarketDataFullSnapshotRefresh.

Refering to Vol 3 Errata page 64, the message type 35=W (MarketDataFullSnapshotRefresh)do not have the tag 279. So what is the suggested way to have the “deletion”/“cancel” of the MDS which has streamed out?