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);
}
