Class MarketDataStreamEndedException
- Namespace
- ATAS.DataFeedsCore.Exceptions
- Assembly
- ATAS.DataFeedsCore.dll
A connector that streamed a security's market data can no longer stream it while its connection stays up: the source refused or dropped that one contract (an unknown symbol, a contract limit, a subscription the feed ended). Raised with SubscribeMarketDataResult for that security, it tells the platform's trading core that the connector is no longer a market data source of the security's instruments, so another connector that streams them takes over - the core's failover of a connector that went away, for one contract - and the platform tells the user (PLAT-5182: the SBE connector of the ATAS servers raises it for a security the server refuses). A failed subscription of any other kind keeps its meaning (the core ignores it).
Not in ATAS 8.0.15 yet: available from the next version.
public sealed class MarketDataStreamEndedException : Exception
- Inheritance
-
objectExceptionMarketDataStreamEndedException
- Extension Methods
Constructors
MarketDataStreamEndedException(string)
Initializes the exception.
public MarketDataStreamEndedException(string message)
Parameters
messagestringWhy the source stopped streaming the security; shown to the user.