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 BaseConnector<TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager>.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). More...
Public Member Functions | |
| MarketDataStreamEndedException (string message) | |
| Initializes the exception. | |
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 BaseConnector<TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager>.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).
| ATAS.DataFeedsCore.Exceptions.MarketDataStreamEndedException.MarketDataStreamEndedException | ( | string | message | ) |
Initializes the exception.
| message | Why the source stopped streaming the security; shown to the user. |
1.9.7 
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