Re: [Quickfix-developers] MarketDataSnapshotFullRefresh Vs MarketDataIncrementalRefresh

[DeepakA <ang...@gm...>]

I connect with 2 exchanges, one of them sends a MarketDataIncrementalRequest
while the other
sends a MarketDataSnapshot (irrespective of what I set for tag 265 in 
MarketDataRequest)

However in in my application I keep a price book in memory, which stores the
bids/offers/volume information. MarketDataIncrementalRequest specifies
(within the MarketEntery) if the price is new OR Dlete OR Update, this way I
can refresh the Pricebook.

However MarketDataSnapshot doesn't set these details so I am concerned that
the pricebook in memory will explode at some stage. I can avoid repetation
of bid/offer prices in the price book but still the size of pricebook will
grow.

Is there any way to figure out if the bid/offer prices in MarketDataSnapshot
is new/Delete/Update?


DeepakA wrote:
> 
> Hi All,
> 
> My client application establishes a session with the Fix server and sends
> a MarketDataRequest
> and receives a MarketDataIncrementalRefresh as a response.
> 
> It looks like I always/only receive MarketDataIncrementalRefresh
> during/after initial logon.
> Even if the connection drops and re-connects I still receive a
> MarketDataIncrementalRefresh.
> 
> I would like to know under which cirumstances would I receive a
> MarketDataSnapshotFullRefresh.
> 

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