B.0.3 message field mappings – market data messages

MarketDataIncrementalRefresh (SBE) MktDataMessage (classic MFAPI)
isSnapshot=TRUE MDEntry0 MDEntry
. . .
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 (classic MFAPI)
isSnapshot=FALSE
MDEntry0
. . .
MDEntryN
Table B.9. – market data – incremental