MarketDataMarketRFQ Event
Event raised when an RFQ message is received.
Namespace: T4.APIAssembly: T4API.47 (in T4API.47.dll) Version: 4.7.0.0 (4.7.68.4)
public event MarketDataMarketRFQEventHandler MarketRFQ
Public Event MarketRFQ As MarketDataMarketRFQEventHandler
Value
MarketDataMarketRFQEventHandler
To receive RFQ events you must do the following:
1. Request the market definitions for the markets you are interested in via CreateMarketFilter or by referencing the Markets property of a Contract object so that the markets are loaded.
2. Subscribe to at least 1 market in that exchange group, e.g. subscribing to a single CBOT soybean option market will get you RFQ's for all CBOT Commodity option markets.
You do NOT need to subscribe to all markets that you are interested in RFQ's for.