Handler.RecoverSecurityDefinitionsOnGap Property |
Option to recover the Security Definition messages each time when the message sequence gap is detected.
Namespace:
OnixS.CmeMdHandler
Assembly:
OnixS.CmeMdHandler-net-4.7 (in OnixS.CmeMdHandler-net-4.7.dll) Version: 3.16.1.0 (3.16.1.0)
Syntax public bool RecoverSecurityDefinitionsOnGap { get; set; }
Property Value
Type:
BooleanRemarks
Option to recover the Security Definition messages
each time when the message sequence gap is detected.
During the trading day new instruments can be defined,
and these security definitions are sent over the Incremental
A and B feeds.
Therefore it is possible to miss new intra-day security definition
messages, so it could be required to listen to the instrument feed
again on a message gap.
On the other hand, this could significantly increase the time of
re-syncronization with the market after the detected message gap.
The default value is false.
See Also