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17-May-2018 23:58

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To request Level 2 Data we need to change the domain to the relevant Reuters Domain Model representing the type of Level 2 data you are interested i.e.

MARKET_BY_PRICE or MARKET_BY_ORDER So, here we are requesting the Market By Price data for Vodafone from the ELEKTRON_DD service (using the Elektron Message API).

This is because there are exceptions which need to be considered.

These are outside the scope of this article and can be explored further by contacting our Data Helpdesk (see link at end of article).

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Therefore, you will first receive a Map Entry with *Delete* action and Key of the entry to delete.Note, however, that it is theoretically possible to receive an Update Msg interspersed with the multi-part Refresh Msgs above.