Discussion Board
Subject: Repetition of Body Entries

Add Reply   
Author Messages
Raphael
Posts:2

03/26/2008 5:13 PM Quote Reply Alert 
I have a question concerning the repetition of the body of book messages. This pertains to ArcaBook multicast, in case that wasn't clear.

Consider the case where the message header indicates that a message is a generic book message (MsgType = 99), and value of NumBodyEntries is a number greater than '1', indicating that there are multiple bodies. Is it possible for the attached bodies to be of different book message types.

For example, is the following possible:
Header | AddOrder | AddOrder | ModifyOrder | DeleteOrder
Header | ModifyOrder | ImbalanceOrder | AddOrder

Or is it safe to assume that any attached bodies will all be of the same book message type.
Example:
Header | AddOrder | AddOrder | AddOrder
Header | ImbalanceOrder | ImbalanceOrder
Header | DeleteOrder | DeleteOrder | DeleteOrder

Thanks,
Raph
Jowett (guest)

06/03/2008 10:22 AM Quote Reply Alert 
I have the same question. Also, in this case, what is the value of field 'MsgSize' because it does not tell us in the Description.
Add Reply
Forums > Information Products - Datafeeds > ARCABook > Repetition of Body Entries

Quick Reply
Username:  
Subject:  
Body: