I asked this question on another topic I had started but seems to have gotten lost there.
What is the absolute earliest I can get the raw MarketDataSnapshotFullRefresh in the FIX8 pipleline? What I mean is, I want to access just the FIX string without the headers etc, just the RAW fix message. Then I want to tell FIX8 to stop processing that message and continue getting more messages.
Right now, I am doing it in
bool my_router_client::operator() (const FIX8::MY::MarketDataSnapshotFullRefresh *msg) const
but this seems far later than the earliest possible?