The onUpdateMsg() should be called when the consumer received an update message, e.g. when there is a new quote or new trade.
However, please make sure that you haven't set the interestAfterRefresh to false.
UInt64 handle = consumer.registerClient( ReqMsg().serviceName( "API_ELEKTRON_EPD_RSSL" ).payload( ElementList().addArray( ENAME_BATCH_ITEM_LIST, OmmArray().addAscii( "JPY=" ).addAscii( "EUR=" ).complete() ).complete() ).interestAfterRefresh( true ) , client );
The developer does not call onUpdateMsg() , the API will call it as and when any new updates arrive from the server.
This is assuming that interestAfterRefresh() has not been set to false in your code - the default is true and it means that you interested in receiving updates after the Refresh (the first message with full field list) has been received.