Class: Fix::Protocol::Messages::MarketDataRequest

Inherits:

Fix::Protocol::Message

• Object
• Fix::Protocol::MessagePart
• Fix::Protocol::Message
• Fix::Protocol::Messages::MarketDataRequest

Defined in:

lib/fix/protocol/messages/market_data_request.rb

Overview

A FIX market data request message

Constant Summary

SUBSCRIPTION_TYPES =

The subscription type, see: www.onixs.biz/fix-dictionary/4.4/tagNum_263.html

{
  snapshot:     1,
  updates:      2,
  unsubscribe:  3
}

MKT_DPTH_TYPES =

Whether to return the full book or only the best bid/ask

{
  full: 0,
  top:  1
}

UPDATE_TYPES =

Whether to send a full market depth on each update, we’ll probably only support the incremental type

{
  full:         0,
  incremental:  1
}

Instance Attribute Summary

Attributes inherited from Fix::Protocol::MessagePart

#name, #parse_failure

Method Summary

Methods inherited from Fix::Protocol::Message

#dump, #initialize, #valid?

Methods inherited from Fix::Protocol::MessagePart

collection, #dump, #errors, field, inherited, #initialize, #initialize_node, #node_for_name, #nodes, parse, #parse, part, structure

Constructor Details

This class inherits a constructor from Fix::Protocol::Message