As per the Reuters Domain Models (RMD) usage guide C++ edition, it describes the MarketPrice Domain and indicates that this domain can be used to consume Level I market information such as trades, indicative quotes, and top-of-book quotes.
Further, the UpdateTypeNum field in the MarketPrice Update Message, can indicate values such as,
- INSTRUMENT_UPDATE_UNSPECIFIED=0
- INSTRUMENT_UPDATE_QUOTE=1
- INSTRUMENT_UPDATE_TRADE=2
- INSTRUMENT_UPDATE_NEWS_ALERT=3
- INSTRUMENT_UPDATE_VOLUME_ALERT=4
- INSTRUMENT_UPDATE_ORDER_INDICATION=5
- INSTRUMENT_UPDATE_CLOSING_RUN=6
- INSTRUMENT_UPDATE_CORRECTION=7
- INSTRUMENT_UPDATE_MARKET_DIGEST=8
- INSTRUMENT_UPDATE_QUOTES_TRADE=9
- INSTRUMENT_UPDATE_MULTIPLE=10
- INSTRUMENT_UPDATE_VERIFY=11
While scenarios that publish UpdateTypeNum values such as Trade (2), Quote (1), Quotes trades (9) are understood considering the information this domain is expected to contain, can insight be provided on scenarios in which the other values indicated above such as News Alert (3), Market Digest (8) and Verify (11) are published and received by a consumer in the UpdateTypeNum field of the MarketPrice Update message?