OnixS C++ CME Market Data Handler  2.56.0.0
Threading Policies

Following section depicts how Handler manages threads while processes market data.

Live Execution

Handler processes market data coming from multicast feeds asynchronously. Handler uses internal pool of threads which size depends on multiple factors. All threads are spawned as soon as market data processing is started and are being executed until market data processing is accomplished. Handler spawns no additional threads while it's running.

Currently, number of threads in pool allocated by each Handler instance depends on selected packets pulling strategy. Following table shows number of threads used by the Handler for each packet pulling strategy:

Packet Pulling Strategy Thread Pool Size
OnixS::CME::MarketData::PacketsPullingStrategies::Direct 1
OnixS::CME::MarketData::PacketsPullingStrategies::Buffered 2

Replaying Logs

When log files are being replayed, Handler uses single thread to achieve asynchronous processing of recorded market data.