|
Proxying PEC MarketDataRequests
I have a question regarding the relationship between an IUserSession, TradingSessionStatus and MarketDataRequests.
I am writing a server that accepts multiple client connections and proxies client MarketDataRequest's through a single IUserSession.
The workflow so far is: Client connects, create IUserMessageListener, call IUserSession.setMessageListener(newListenerClient) , create TradingSessionStatusRequest, session.send(tssr), on IUserMessageListener.update register new TradingSessionStatus and create new MarketDataRequest (can this same clientTSS be used for future MDR's from that client?), session.send, wait for IUserMessageListener.update, write message to client connection.
I am confused about if I should be issuing multiple TradingSessionStatusRequests, one for each client, expecting to get back separate TradingSessionStatus's which would then be used to issue individual MarketDataRequest's?
It seems like each call to setMessageListener should result eventually result in a new TradingSessionStatus returned to the listener? Or do I have to send out a TSSR after setMessageListener so that listener will receive an update callback?
Any help is much appreciated. Thanks.
Last edited by meyeraj; 06-11-2009 at 04:18 PM..
|