epam / java-cme-mdp3-handler

Java Market Data Handler for CME Market Data (MDP 3.0)
GNU Lesser General Public License v3.0
75 stars 31 forks source link

TransactTime missing for incremental messages #47

Closed swarwick closed 5 years ago

swarwick commented 6 years ago

The TransactTime field "60" is not being processed and sent with each incremental update callback. This field cannot be pulled from the data currently given to the incremental callback because its part of the main packet and must be parsed out before the call.

swarwick commented 5 years ago

Pull request #51 resolved this issue, you can now use the full message in the incremental callback and get this field.