public void OnMessage(MarketDataIncrementalRefresh message, SessionID session)
{
var noMdEntries = message.NoMDEntries;
var listOfMdEntries = noMdEntries.getValue();
//message.GetGroup(1, noMdEntries);
var group = new MarketDataIncrementalRefresh.NoMDEntriesGroup();
Group gr = message.GetGroup(1, group);
string sym = message.MDReqID.getValue();
var price = new MarketPrice();
for (int i = 1; i <= listOfMdEntries; i++)
{
group = (MarketDataIncrementalRefresh.NoMDEntriesGroup)message.GetGroup(i, group);
price.Symbol = group.Symbol.getValue();
MDEntryType mdentrytype = group.MDEntryType;
if (mdentrytype.getValue() == '0') //bid
{
decimal px = group.MDEntryPx.getValue();
price.Bid = px;
}
else if (mdentrytype.getValue() == '1') //offer
{
decimal px = group.MDEntryPx.getValue();
price.Offer = px;
}
price.TimeStamp = group.MDEntryTime.ToString();
}
if (OnMarketDataIncrementalRefresh != null)
{
OnMarketDataIncrementalRefresh(price);
}
}
private void Client_OnMarketDataSnapshotFullRefresh(MarketPrice obj)
{
AddItem(obj.ToString());
}
private void Client_OnMarketDataIncrementalRefresh(MarketPrice obj)
{
AddItem(obj.ToString());
}