Instrument Blocks

Instrument blocks provide information about entities in the FIX messages.

Each of the supported FIX message types contain at least one instrument block that provides information on the entity for which data is present in the message. Some messages can contain information on multiple instruments. In general, the Symbol or Security ID fields of the instrument block map onto the stock symbol of the corresponding RAP table, and this is used to automatically look up instrument IDs in the instrument table. The lookup is completed via the RDS template mechanism.

Note:

A default value for lookup table failures must be specified by the site in the template.


Created October 8, 2009. Send feedback on this help topic to Sybase Technical Publications: pubs@sybase.com