epam / java-cme-mdp3-handler

Java Market Data Handler for CME Market Data (MDP 3.0)
GNU Lesser General Public License v3.0
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Add incremental complete callback #48

Closed swarwick closed 5 years ago

swarwick commented 6 years ago

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.

swarwick commented 5 years ago

Pull request #51 resolved this issue