public override void onMessage(QuickFix42.MarketDataSnapshotFullRefresh marketDataSnapshotFullRefresh, SessionID sessionID) { //AddText("marketDataSnapshotFullRefresh " + marketDataSnapshotFullRefresh + Environment.NewLine); string exchange = marketDataSnapshotFullRefresh.getSecurityExchange().ToString(); string symbol = marketDataSnapshotFullRefresh.getSymbol().ToString(); SpreadMatrixData smd = SpreadMatrixCollection.Get(exchange, symbol); if (smd == null) return; SpreadMatrixCollection.ProcessMessage(exchange, symbol, marketDataSnapshotFullRefresh); SecurityEntry entry = smd.Get(marketDataSnapshotFullRefresh.getSecurityID().getValue()); //testing order //if (entry != null) // ProccessOrder(entry); }