rterp / SumZeroTrading

A Java API for Developing Automated Trading Applications for the Equity, Futures, and Currency Markets
http://rterp.github.io/SumZeroTrading/
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Implement market data snapshot #21

Open 486dx33 opened 8 years ago

486dx33 commented 8 years ago

Ability to get a market data snapshot as described on p. 47 of the "Getting Started with the TWS Java API" guide.

Perhaps adding additional Map of Level1qoute and listeners to QuoteEngine to handle market data snapshots (MDS) to keep MDS listeners separate from subscriptions, so that when tickSnapshotEnd() is called an MDS listener is removed but subscription one is kept.