Table of Contents

Interface ISupportMarketDataRejects

Namespace
ATAS.DataFeedsCore
Assembly
ATAS.DataFeedsCore.dll

A connector whose server can refuse the market data of one security while the connection stays up: the ATAS servers (SBE) refuse a subscription to a security of an exchange the user's group has no rights to (Emulation/Server/Server_SBE.cs, ProcessMarketDataRequest: "Access denied."). Nothing comes for that security until the connector subscribes it again and the server grants it.

Not in ATAS 8.0.15 yet: available from the next version.

public interface ISupportMarketDataRejects
Extension Methods

Remarks

A refusal is not a connector Error: the connection is healthy and every other security keeps streaming, so it is reported per security, for a consumer that shows a security's market data to say why none comes.

Events

MarketDataRejected

The server refused the market data subscription of the security; the text is the server's reason.

event ConnectorEventHandler<Security, string>? MarketDataRejected

Event Type

ConnectorEventHandler<Security, string>