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