Getting Started

Modules
	Adjusting Handler's Settings
	Listening to Market Data
	Manipulating Books
	Filtering Securities
	Error Handling

Detailed Description

All Handler classes are encapsulated into the OnixS::CME::MarketData namespace. Header files are collected in the master "OnixS/CME/MarketData.h" header file.

The typical way of using the Handler is as follows:

• Create an instance of OnixS::CME::MarketData::HandlerSettings class and adjust Handler's settings like connectivity configuration and coding templates.
• Create an instance of OnixS::CME::MarketData::Handler class using previously initialized instance of OnixS::CME::MarketData::HandlerSettings.
• Register listeners for miscellaneous events like security definition reception or order book update.
• Register listener for errors and warnings to be notified about failures occurred while the Handler processes market data.
• Start market data processing by invoking OnixS::CME::MarketData::Handler::start member.
• Process data of the events for which listeners were previously registered.
• Stop market data processing using the OnixS::CME::MarketData::Handler::stop member.

Note

For more and up-to-date information on getting started aspects, see GettingStarted sample from the samples collection available in distributive package.