what is “NoMDEntries”?

Question

In FAST incremental update message I have found "NoMDEntries" field. The description for it is "Number of entries in Market Data message."

What is it? How do I supposed to use this field?

Answer 1

This is what I get on the Fiximate website. It is the number of groups(MDFullGrp/MDIncGrp) present in the message and you should iterate that many times to read the groups present in the message, to capture the full market data contained in the FIX message.

268 -> NoMDEntries -> NumInGroup -> Number of entries in Market Data message.

Answer 2

It indicates how many Market Data Entries are contained in the sequence. You should use this field to access sub entries or to move to fields further down in the message.

For e.g: If NoMDEntries=2, that means it is followed by 2 MDEntry sub messages in MDEntries array).

If you are packing data into a message, you should create the 2 MDEntry messages and attach them to the relevant array element (e.g: MDEntries array field) and then set the NoMDEntries to 2.

If you are reading the data from a message, when you reach NoMDEntries field, get the count (it's 2 in this example), so you know how many sub messages you should look in the MDEntries array field. Decode the No of sub messages accordingly.