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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
C#
public bool RecoverSecurityDefinitionsOnGap { get; set; }

Property Value

Type: Boolean
Remarks
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