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Subscription
Subscription

For real-time data retrieval without filtering use the Subscribe() or Subscribe(DateTime) method.

For real-time data retrieval with filtering use the Subscribe(TradeCaptureReportRequest) method.

To continue reports retrieval Handler automatically sends requests for all active subscriptions every 3 seconds. This interval can be changed using the Session(Uri, String, String, String, Int32) constructor parameter.

Example
C#
using OnixS.CmeStpHandler;

void Main()
{
  // Create session.
  Session session = new Session(new Uri("UrlValue"), "SenderCompIdValue", "SenderSubIdValue", "Password");

  session.TradeCaptureReportReceived += new EventHandler<TradeCaptureReportEventArgs>(session_TradeCaptureReportReceived);

  session.TradeCaptureReportRequestAcknowledgementReceived += new EventHandler<TradeCaptureReportRequestAcknowledgementEventArgs>(session_TradeCaptureReportRequestAcknowledgementReceived);

  // Subscribe for all data.
  string subscriptionId = session.Subscribe();

  // Process received reports (if any) ..

  // Unsubscribe.
  session.Unsubscribe(subscriptionId);

  // Subscribe with filters.

  TradeCaptureReportRequest request = new TradeCaptureReportRequest();

  request.Instruments.Add(new RequestInstrument() { SecurityExchange = SecurityExchange.Nymex });
  request.TradeCaptureDate.LastUpdateTime = DateTime.Now.AddHours(-1);

  // Subscribe for all NYMEX trades for last hour.
  subscriptionId = session.Subscribe(request);

  // Process received reports (if any) ..

  // Unsubscribe.
  session.Unsubscribe(subscriptionId);

}

void session_TradeCaptureReportReceived(object sender, TradeCaptureReportEventArgs e)
{
    Console.WriteLine("Trade Capture Report Received.");
}

void session_TradeCaptureReportRequestAcknowledgementReceived(object sender, TradeCaptureReportRequestAcknowledgementEventArgs e)
{
    switch (e.TradeCaptureReportRequestAcknowledgement.TradeRequestStatus)
    {
        case TradeRequestStatus.Accepted:
            Console.WriteLine("Trade Capture Report Request accepted: " + report.TradeRequestResult.ToString());
            break;

        case TradeRequestStatus.Completed:
            Console.WriteLine("Trade Capture Report Request completed: " + report.TradeRequestResult.ToString());
            break;

        case TradeRequestStatus.Rejected:
            Console.WriteLine("Trade Capture Report Request rejected: " + report.TradeRequestResult.ToString() + ", " + report.Text);
            break;
    }
}