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.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
Component | ||||
Component | ||||
963 | Int | Unique identifier for MarketDataReport(35=DR) | ||
2535 | Int Enum | |||
2536 | Int | |||
60 | UTCTimestamp | |||
911 | Int | |||
2537 | Int | |||
2538 | Int | |||
2539 | Int | |||
2540 | Int | |||
2541 | Int | |||
Component |