I am streaming different fields for different instruments for example get BID and ASK for a currency but get the CF_LAST for a stock.
I would like to create a stream and specify on the fly the instruments and fields I want to subscribe to.
The default solution is to subscribe to all fields for all instruments but that seems like a brute force solution.
Ideally when I add items ( myStream.AddItems ( <myRIC> ) ) I should be able to specify which field ( BID, ASK or LAST ) that I want to get updated for.
Thanks
M.