Data Aggregation and Missing Data

Due to differences between FIX and RDS message formats, it may be necessary to perform additional steps before invoking the Publisher API to send data.

1. Iterate over the available message and fill in a data structure representing the required data.
2. If, after processing, the FIX message does not contain sufficient data, log an error.
3. If the message contains enough data, call the Publisher API to begin processing the correct RDS message, set the field data, and then send the message.
   Note:

   Perform these steps on a per-instrument basis for FIX messages that support multiple instruments. For FIX messages that support multiple destination RDS messages for a single instrument, it may be necessary to aggregate data for multiple RDS messages concurrently, since the FIX data for the different RDS messages may be interleaved.