How to obtain currency pair spot quotation flow data
We need to continuously obtain currency pair spot quote flow data from the foreign exchange market.In the example of ex370_SP_Batch, by calling the consumer. registClient method, we can only subscribe to data once in the OnFreshMsg() method. Which method should we use and how to set the parameters can continuously obtain real-time data (similar to Kafka consumption). Thank you
Answers
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Thank you for reaching out to us.
This ex370_MP_Batch demonstrates how to open multiple item streams via a single batch request message.
After running, the application will receive a full image (containing all fields) via the onRefreshMsg method and update messages (containing updated fields) via the onUpdateMsg method.
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We only need some currency pairs , and the item What we need are BID(fid=22),ASK(25),Mid_price(134),Value_DT1(875),Value_TS1(1010),Does this onUpdateMsg method only obtain information that we are concerned about, or does it push updates even if there are changes in other data,Thanks again.
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You can use the view request to specify the interesting fields (ex360_MP_View). Then, the applicatoin will receive update events when there are activities or updates of those fields.
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