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() click to toggle source

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