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The Historic Tick Streamer (HTS) as previously mentioned operates using the same callbacks as the MFMarketDataHandler to manage a session. However, once a session has been established, the subscription method requires entry of the HTS parameters, an example of which is provided below;
| 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.
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