When we realize a real-time data retrieval, we are instantiating interface IService and ITickRetrival. There are several memeber functions would be invoked by RE. For example, RE may call Initialize first, than, when we start watching some symbols, connect and startwatching may be invoked.
However, I don't know the exact invoking order, and what event would trigger the invoking on a function. I wish you can explain this in detail.