I'm going to start to develop a WPF real time C# application for trading in stock exchange. I'm going to develop this application according to MVVM pattern. So in Model part of the MVVM application I should create data structures that View Model part should process, fill with data and so on.
One of the main parts of the stock exchange trading application is receiving of trading data from the stock exchange via special gate software library.
So I'd like to know where I should allocate this trading data receiving in my application: in the Model part where the receiving operation will fill the Model data structures and the View Model will take these filled data structures to process them? Or I should allocate this trading data receiving in the View Model part of the application where the View Model itself will fill processed data structures initially gotten empty from model?
Which way is more canonical from the viewpoint of the MVVM pattern?