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How can I see the timings of the closing run process and how does that impact the pricing fids?
My demo is using RFA 7.3 & 7.5 with RSSL connection. I would like to detect whether a message update event is a closing run event. In OMMItemEvent class, I can't find any useful function to identify it. Could you tell me how to detect a closing run event?
My application processes MsgType.REFRESH_RESP, MsgType.UPDATE_RESP(RespTypeNum=TRADE, QUOTE, UNSPECIFICED) for trade, quote and security status. When i run the program overnight, the program receives the following message, the timestamp is Eastern time, so it is 3:55:00AM GMT time, this message is extracted for symbol…
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