public void RequestMarketData(string symbol, int symbolId,
Protocol.RequestAction action = Protocol.RequestAction.Subscribe)
{
var request = new Messages.MarketDataRequest(symbolId, symbol, action);
SendData(request);
}
/// <summary>
/// Market Data Request Message
/// </summary>
/// <param name="symbolId"></param>
/// <param name="symbol"></param>
/// <param name="action"></param>
/// <param name="exchange"></param>
public MarketDataRequest(
int symbolId,
string symbol,
Protocol.RequestAction action = Protocol.RequestAction.Subscribe,
string exchange = "")
{
// Header
Type = Protocol.MessageType.MarketDataRequest;
// Payload
RequestAction = action;
SymbolID = symbolId;
Symbol = symbol;
Exchange = exchange;
}
