I need access to each sample of audio from an input feed. In openFramworks I get a callback like this.

audioIn(float * input, int bufferSize, int nChannels){
//Do Dsp Math in here
{

I dont see an example in Max where DSP math is done.

Also how does the computation spped of Max compare with openframeworks.

Some basics:
- Max is the main framework and is (largely for historical reasons) focused on event-handling and MIDI and general GPL stuff.
- MSP is the DSP extension, ranging from math primitives to ready-made filters and FFT and stuff.
- Jitter is the video/graphics extension (actually, a general purpose matrix manipulation environment)

and:
- You really need to understand at least the basics of Max before you dive into MSP (or Jitter), or there will be tons of stuff that won’t make sense.

You can write C externals if you want to deal with such DSP callback.
With max 6 you can use new “Gen” feature.