In FAST incremental update message I have found “NoMDEntries” field. The description for it is “Number of entries in Market Data message.”
What is it? How do I supposed to use this field?
Sign Up to our social questions and Answers Engine to ask questions, answer people’s questions, and connect with other people.
Login to our social questions & Answers Engine to ask questions answer people’s questions & connect with other people.
Lost your password? Please enter your email address. You will receive a link and will create a new password via email.
Please briefly explain why you feel this question should be reported.
Please briefly explain why you feel this answer should be reported.
Please briefly explain why you feel this user should be reported.
This is what I get on the Fiximate website. It is the number of groups(MDFullGrp/MDIncGrp) present in the message and you should iterate that many times to read the groups present in the message, to capture the full market data contained in the FIX message.