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Comment: Published by Scroll Versions from this space and version 1.3.5

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EndMarker Messages

For CLOB Priucing Pricing sessions, EndMarkers are sent to the Client in two contexts:

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SecurityStatus EndMarkers

An On session establishment, an EndMarker message is sent by Whisperer to mark the end of the initial set of SecurityStatus messages sent after the venue session is established. It . This serves as an indication to the Client that the status full list of all available instruments, and their status has been published.

Note
titleAlways Published at Start of Session

The EndMarker message is always published on session establishment for CLOB MarketData feeds. Where venues do not provide any  initial SecurityStatus info, we will publish the EndMarker immediately.

The EndMarker message may thus be used by the Client as a reliable "ready" signal to initiate market data subscriptions.


Note
titleNot Published Intra-Day
EndMarker messages are not utilised for intra-day SecurityStatus updates, (e.g. for ValueDateRoll),  clients are expected to respond to these as soon as they are published.

MarketDataIncrementalRefresh EndMarkers

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