Store incoming messages to File(s)

[laisee]

Entity List

• DisplayOrderAdd
• DisplayOrderDelete
• DisplayOrderExecute
• FundingRate
• MultiDisplayOrderAdd
• MultiDisplayOrderDelete
• MultiDisplayOrderExecute
• OrderBookSnapshot (Single Leg)
• PriceBookSnapshot (Single Leg)
• OrderBookSnapshot (Multi Leg)
• PriceBookSnapshot (Multi Leg)
• ReferencePrice
• SubscriptionsInProgress
• SubscriptionStatus
• RiskSnapshot
• SettlementPrice
• Trade
• TradingRule
• TradingState
• TopOfBook
• TradeableEntity