What message should I process for Trade, Quote & Correction?

mizanur.kazi
mizanur.kazi
in EMA

I am subscribing all the securities of EMEA, approximately 62K. I only process following 3 types of UpdateMessage

/**

* Quote

*/

public static final int INSTRUMENT_UPDATE_QUOTE = 1;

/**

* Trade

*/

public static final int INSTRUMENT_UPDATE_TRADE = 2;

/**

* Correction

*/

public static final int INSTRUMENT_UPDATE_CORRECTION = 7;


Currently I am missing some trades &quotes.

Do you see, I need to process additional message type? Please comment.



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Best Answer

  • pimchaya.wongrukun01
    pimchaya.wongrukun01
    Answer ✓

    Hello @mizanur.kazi

    According to RDM Usage Guide of ETA Java(underlying API used by EMA), at Appendix A UpdateEventTypes, you can find the meaning of all update event types as shown below:

    image

    I am not the data specialist. Anyway from the description, UpdateEventTypes.QUOTES_TRADE(9) contains both trade and quote information. Hence, you may process this type as well. This event type is INSTRUMENT_UPDATE_QUOTES_TRADE(9) in EMA Java. From the table, you may add to process other event types according to your requirements.

    Hope this help.

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