Hi,
I am trying to understand what is the most efficient way to do snapshots using RFA.NET
I am looking at the example Examples\OrderBookAndMarketPriceBag\OrderBookAndMarketPriceBag. In the MarketPriceWrapper class, there is a method to call Snapshot but it seems to be asynchronous.
1. Can we have an example of how to call snapshot in a synchronous way?
2. Is there a way to know that a snapshot is completed?
3. Is there any timeout we can put so if it takes too long, then we cancel the snapshot request?
4. If snapshot is incomplete, is there a way to know what data is missing?
Thanks!