OnixS C++ CME iLink 3 Binary Order Entry Handler  1.15.0
API Documentation
Handling NotApplied Messages

When CME detects a message sequence number gap from the customer and sends the NotApplied message, the Handler calls the OnixS::CME::iLink3::SessionListener::onNotApplied method. If this methods returns

If the OnixS::CME::iLink3::SessionListener::onNotApplied method is not overridden in the derived class, then it returns OnixS::CME::iLink3::NotAppliedAction::Default.
See also
The NotApplied CME article.

Code Example

using namespace OnixS::CME::iLink3;
class NotAppliedListener : public SessionListener
std::cout << msg.msgCount() << " messages were lost by the exchange, started from the sequence number " << msg.fromSeqNo() << std::endl;
const bool SendGapFill = true;