Client systems can use the Instrument Replay feed on each channel to determine if any new instruments have been defined through the Security Definition (tag 35-MsgType=d) message. The Instrument Replay feed constantly replays the current week's Security Definition (tag-MsgType=d) messages, and will reflect any additions, modifications, or deletes to available instruments. For instrument additions, modifications, or deletes during the week, the Security Definition (tag 35-MsgType=d) message will be denoted via tag 980-SecurityUpdateAction on the instrument recovery feed. Client systems should begin recovering messages when MsgSeqNum = 1. Tag 911-TotNumReports indicates the total number of messages to process for a complete set of Security Definitions. CME Group does not guarantee the order of the messages being sent.
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It is possible to have multiple messages per packet in the Instrument Recovery feed. |
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