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The MarketDataIncrementalRefresh may have various MDEntryType , based on the message received from the venue:
| EmptyBook | Bid | Offer | BestBid | BestOffer | Trade | TradePaid | TradeGiven | |
|---|---|---|---|---|---|---|---|---|
| SnapshotFullRefreshTCPLongQty68 | X | X | X | X | X | |||
| MDIncrementalRefreshBookLongQty64 | X | X | X | X | ||||
| MDIncrementalRefreshTradeSummaryLongQty65 | X | X | X |
Passthru Fields:
| Expand | |||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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