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

Inherits:
Fix::Protocol::Message show all
Defined in:
lib/fix/protocol/messages/market_data_request.rb

Overview

A FIX market data request message

Constant Summary collapse

SUBSCRIPTION_TYPES =

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

{
  snapshot:     0,
  updates:      1,
  unsubscribe:  2
}
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

#delegations, #name, #parse_failure

Instance Method Summary collapse

Methods inherited from Fix::Protocol::Message

#dump, #initialize, #valid?

Methods inherited from Fix::Protocol::MessagePart

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

Constructor Details

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

Instance Method Details

#errors ⇒ Object

Check that the collections aren’t empty



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# File 'lib/fix/protocol/messages/market_data_request.rb', line 51

def errors
  errs = []

  errs << "MdEntryTypes can not be empty" if md_entry_types.empty?
  errs << "Instruments can not be empty"  if instruments.empty?

  [super, errs].flatten
end