Detailed Description
CBOE Streaming Market Data Handler is a C++ handler which provides access to data interface.
Handler's classes are placed in the OnixS::CBOE::MarketData::CSM namespace. Header files are collected in the master "OnixS/CBOE/CSM.h"
header file.
The typical way of using a handler is as follows:
- Create an instance handler's settings.
- Create an instance of a handler's class, using previously initialized instance of settings.
- Register listener for errors and warnings to be notified about failures, occurred while the Handler processes market data.
- Register listeners for miscellaneous events.
- Start market data processing by invoking the handlers' start method.
- Process data of the events for which listeners were previously registered.
- Stop market data processing using the handler's stop method.