- Introduction
- Concepts and Design
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SESSION LAYER
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CONTENT LAYER
- Intro
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Fundamental and Reference
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Historical Pricing
- Intro
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Events
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Summaries
- Event Types
- Adjustments
- Market Sessions
- Quality of Service (QoS)
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News
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Pricing
- Intro
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Pricing Definition
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Pricing Stream
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Chains
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Chain Definition
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Chain Stream
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Search
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SymbolConversion
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IPA
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FinancialContracts
- About FinancialContracts
- FinancialContracts.Definition
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Bonds
- Intro
- Definition
- Adjustment
- Ammortization
- Benchmark Yield
- Business Day Methods
- Compounding Methods
- Date Rolling
- Day Count Methods
- Direction
- Fallback Logic
- Index Frequency
- Interest Type
- Price Side
- Projected Index Calculation Method
- Redemption Date Type
- Rounding Type
- Rounding
- Stub Rules
- Yield Type
- Output
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CapFloor
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FxCross
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Option
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Swaption
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Surfaces
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DELIVERY LAYER
- Intro
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Endpoint Request
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OMM streams
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RDP streams
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Queue
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RDP Websocket
OnUpdate
Optional callback invoked when an update has been applied to the chain.
Updates typically occur when the order of link positions within the chain change due to market activity.
In some cases, new elements can be added or removed from the chain. Refer to OnAdd() and OnRemove() for more details.
Syntax
IChainStream OnUpdate(Action<int, string, string, IChainStream> updateCb)
Usage
The following example demonstrates how to display the messages received when a constituent is updated in the stream.
var chainStream = Chain.Definition(".AV.O")
.GetStream()
.OnUpdate((index, oldv, newv, stream) => {});