The incremental messages are broken down internally to allow for filtering based on the securityId but there is currently no callback to inform any listeners that the MsgSeqNum has been completely processed. This would be useful if you want to aggregate or end a routine based on MsgSeqNum.
The incremental messages are broken down internally to allow for filtering based on the securityId but there is currently no callback to inform any listeners that the MsgSeqNum has been completely processed. This would be useful if you want to aggregate or end a routine based on MsgSeqNum.