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DR Market Data Report

This message is used to provide delimiting references, e.g. start and end markers in a continuous broadcast, and details about the number of market data messages sent in a given distribution cycle.

This message can be used when distributing reference data and market data on an ongoing basis to convey start and end points for synchronization. The report contains multiple message counters which are provided at the beginning or end of a cycle.

Structure

TagNameTypeRequiredDescription
Component
Required
Component
963IntUnique identifier for MarketDataReport(35=DR)
2535Int Enum
Required
2536Int
Required
60UTCTimestamp
911Int
2537Int
2538Int
2539Int
2540Int
2541Int
Component
Required