Contents

Browse the table of contents to find necessary information.

[detail level 12]

System Requirements
▼Getting Started	An overview of Handler's API
Adjusting Handler's settings	Handler's configuration
Setting up Feed Engine	Data receiving
Event listeners	Explains how Handler notifies users on various aspects of market data processing
Errors and warnings	Error reporting
Trade summary and order details	Details on trade summary and order details functionality
Selecting securities of interest	How to make Handler raise security-related events for particular securities only
TCP Recovery	Explains the TCP Recovery service
Logging services	Describes logging services
▼Order Books	Order book related information
Book update notification strategies	Provides information on how and when the handler exposes order books to the users and which parameters are available affecting Handler's behavior
Tracking best bids and offers only	How to track changes in best bid/offer only
Constructing and copying order books	Explains how to construct order book instances and copy content across books
Custom order book building	Building order books using atomic book updates without using Handler's built-in services
▼Advanced Programming	Provides information about more complex topics
Market by Order	Details of Market By Order (MBO) functionality
Replaying market data	Explains how previously recorded market data can be used for further testing or analysis
Instrument Recovery options	Describes Instrument Recovery strategies
Tuning network packet gap detection	Explains the package gap detection parameters
Natural Refresh	Describes the Natural Refresh approach to maintaining order books
Market data processing session	Market data processing options
Network packets and messages	How to access network packets and individual messages
Handler's Events	Events raised by the handler while processing market data
Processing market data in a FIX-like manner	FIX-like (tag=value) messaging
Solarflare Feed Engine	Ultra-low latency ef_vi-based Feed Engine
Hardware timestamps	Explains how to enable hardware timestamps for incoming multicast packets
User-defined Watch service	Custom implementation of the timestamp provider
Listening to feed events	Network feed events
Decimal type	Working with decimal numbers
Low latency best practices	How to configure the handler to achieve the lowest processing latency
Connectivity troubleshooting	Solutions for common connectivity issues
FAQ	Frequently Asked Questions
Glossary
External resources
Support
▼Samples	The samples
Getting Started Sample	The simplest way to get market data
Advanced Sample	The advanced techniques of using the Handler
Benchmark Sample	Benchmark the Handler
FixMessaging Sample	FIX-like messaging
Replay Sample	Using replay functional of the Handler