The Lab

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Code Block
virtual void on(const mfmarketdata::LogonResponse& l,
                MFMarketDataSession& session) {
      std::cout << "Got LogonResponse. Requesting Historic data: "
          << session.getVenueName() << std::endl;

      session.marketDataRequestHistoric(
        mfmarketdata::SubscriptionRequestType::SnapshotAndUpdates,
        37, // venue ID
        1, // securityID - USDJPY in this example 
        0,  // start time in nanos
        1950047603808000000 // end time in nanos
        );
}

Once the request parameters have been entered, the request can be run to begin the stream of historic tick data.