Page History

These messages are received by the "on(...)" methods of a handler implementing the MFTradingHandler MFMarketDataHandler interface. 

LogonResponse

Called upon a successful logon.

...

Called to signal that a EBS batch is complete.
Table 4.1. – Market data message types









MFMarketDataSession MFMarketData

onStart()
logon()



onConnect()

onLogonResponse()
securityDefintionRequest()



onSecurityDefinition()
marketDataRequest()
onSecurityStatus()

onMarketDataIncrementalRefresh()

onMDEntry()




Figure 4.1. – Showing the flow to demonstrate subscribing to market data. After sending a MarketDataRequest, the client will receive a SecurityStatus message, which will indicate the status of the subscription, as well as the trade and value date of the instrument. Then the client will receive a "snapshot", which will be the first MarketDataIncrementalRefresh group (which will have "numMDEntries" MDEntry messages following it, which are part of the same update), where the first entry will be an entry of type EmptyBook.