class Fix::Protocol::Messages::MarketDataRequest
A FIX market data request message
Constants
- MKT_DPTH_TYPES
Whether to return the full book or only the best bid/ask
- SUBSCRIPTION_TYPES
The subscription type, see: www.onixs.biz/fix-dictionary/4.4/tagNum_263.html
- UPDATE_TYPES
Whether to send a full market depth on each update, we’ll probably only support the incremental type
Public Instance Methods
errors()
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Check that the collections aren’t empty
Calls superclass method
Fix::Protocol::Message#errors
# 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