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MarketDataIncrementalRefresh (SBE)                MktDataMessage (classic MFAPI)
                                                                             isSnapshot=TRUE

MDEntry0                                                             MDEntry
. . .
MDEntryN MDEntryN (lastMDEntryInGroup set to true.)


Table B.8. – market data – snapshot

 

 


In this case, the mapping is not one-to-one between messages. In SBE, a snapshot is represented as a MarketDataIncrementalRefresh followed by multiple MDEntry messages, the final one having the flag lastMDEntryInGroup set to true.

 

MarketDataIncrementalRefresh (SBE) MktDataMessage                    MktDataMessage (classic MFAPI)
                                                                                isSnapshot=FALSE

MDEntry0
. . .
MDEntryN MDEntryN

Table B.9. – market data – incremental