The Lab

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  • Batching : MF abstraction layer implementing a batched model of market data dissemination has been deprecated in favour of utilising a flag in the MarketDataIncrementalRefresh message indicating whether the update represents the last in the time-slice, or not.
  • No longer used for dissemination of Bank Quotes (as is the case in Classic) - so mkt data components are now deprecated.

Price/Quantity Representation

  • All prices and quantities are passed to the client to the precision provided by the Venue.

Instrument Identification

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