Good Afternoon. I have been prototyping some things in C# .net using WebSockets. I am able to connect, login, request data and process the messages as they are streamed for 500 equities, 5 fields. This satisfies my first use case. My second use case is to try to simulate request/response model where I do not really care about 'update' type response messages, rather, only the initial data values returned in the 'refresh' type messages. Is there a difinitive way to determine that the initial response messages have completed? In this scenario I want to do the request, get the data, close the stream and return the data as quickly as possible. Hope you can help me.
Adam Strakna - T. Rowe Price, Baltimore, MD