protected virtual IList <MarketDataVM> SubMDSuccessAction(PBMarketDataList marketList) { var ret = new List <MarketDataVM>(); foreach (var md in marketList.MarketData) { MarketDataVM mktVM = FindMarketData(md.Contract); if (mktVM != null) { if (mktVM.OpenValue == 0) { UpdateMarketDataVM(mktVM, md); } if (string.IsNullOrEmpty(mktVM.Exchange)) { mktVM.Exchange = md.Exchange; } ret.Add(mktVM); } } return(ret); }
private void SubMDSuccessAction(PBMarketDataList obj) { }