OnixS C++ CME Market Data Handler  2.56.0.0
Programming Guide

Introduction

C++ CME Market Data Handler is a C++ library that provides an access to the CME Group market data platform (MDP). High-level C++ API allows to quickly build applications to get market data without much involve into raw protocol specifics of the MDP.

Below are the key features of the C++ CME Market Data Handler:

What's New and Important Changes section explains new features and important changes made by development team into Handler's API and behavior since previous major release.

Getting Started section guides through the most significant parts of the Handler's architecture.

Advanced Programming provides information about sophisticated development tasks and techniques available in the Handler.

Note
Additional documentation can be found on the CME Group Client Systems Wiki. It's highly recommended to get general understanding how client systems connect to and process data sent over CME market data platform.