Working of the subscription provider
Subscription Request. SubscribeDepth event is sent to the Business Application for requesting data (Quotes).The Application has to respond with MDServerDepth or a MarketDataRequestReject.
Message flow:
Business Application Adapter
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
<------------------- mds.SubscribeDepth
mds.MarketDataRequestReject ----------> MarketDataRequestReject
mds.MDServerDepth ---------->