Setting subscription callbacks
During execution of a CMF application, MDA can execute subscription callbacks that you define at the following points:
When your application successfully subscribes to market data.
When your application receives data updates.
When your application successfully unsubscribes from market data.
If there is an error when subscribing, receiving data, or unsubscribing.
There are two ways to specify subscription callbacks:
Add callbacks to a subscriber object. You can add one or more callbacks to be invoked upon successful subscription, delivery of market data, and/or successful unsubscription. See
Adding callbacks to subscriber objects.
In addition, you can add an error callback to a subscription. See
Overriding default error handling for subscriptions.