private void OnMessage(QuickFix.FIX42.MarketDataRequest m, SessionID s) { QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup(); m.GetGroup(1, symbolGroup); string symbolName = symbolGroup.Get(new Symbol()).getValue(); string mdRequestId = m.MDReqID.ToString(); if (!m_ProductSubscription.ContainsKey(symbolName)) { bool fullSpeed = symbolName.StartsWith("B"); Console.WriteLine("Subscribe : " + symbolName + ". Full Speed: " + fullSpeed); QuotePublisher publisher = new QuotePublisher(symbolName, mdRequestId, fullSpeed, s); m_ProductSubscription.Add(symbolName, publisher); } }