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You could implement your ALL_TRADED item as only listing the stock-specific item names of the traded stocks;
your client could get quote data for those items by second-level subscriptions driven by...

Sorry, perhaps you meant that you would like to avoid calling "Update" twice for each event you receive from the feed (once for the stock-specific item and once for the "ALL_TRADED" items).
May you...

As far as I am concerned, the introduction is not too long; rather, the final question is a bit too short.
If I understand well, you would like to save the management of the "ALL_TRADED" item in...