InstrumentListenerOnIncrement Method

bool OnIncrement(
	string securityDesc,
	ulong securityID,
	IFixFields[] Msgs,
	int incrementsCount
)

function OnIncrement(
	securityDesc : String, 
	securityID : ulong, 
	Msgs : IFixFields[], 
	incrementsCount : int
) : boolean

Parameters

securityDesc  String

Security Description of the instrument to apply increment on

securityID  UInt64

Security ID of the Security Description

Msgs  IFixFields

Increment container with group entry inside Market Data - Incremental Refresh message assigned to instrument.

incrementsCount  Int32

Increments count into Msgs

Return Value

Reference