OnixS Euronext XDP Market Data Handler for C++ is a library that provides an access to the Euronext Group market data using FIX/FAST protocol. High-level C++ API allows to quickly build applications to get market data without much involve into raw protocol specifics.
Below are the key features of the Euronext XDP Market Data Feed Handler:
- Easy-to-use API.
- Multithreaded architecture.
- Low latency, high throughput.
- Synchronizing client systems to the latest market state.
- Security definition and status delivery to the client system.
- Security definitions caching for faster start-up and recovery.
- Incremental order book management.
- Real-time Trade and News notifications.
- Recovery from network-related issues using "Retransmission service" and "Refresh Service" facilities.
- Arbitration between primary (A) and secondary (B) feeds.
- Per-product filtering.
- Ability to handle multihomed hosts.
- Flexible logging.
Getting Started section will guide through the most significant parts of the Handler's architecture.
Advanced Programming provides information about sophisticated development tasks and techniques available in the Handler.
- It's highly recommended to read the latest "XDP Client Specification" on the "Developer Diary - Universal Trading Platform Technical Documents" page before reading this Guide to get familiar with core aspects of Euronext Group Market Data System. It's also highly recommended to review the source code of the sample project which comes as part of library's distributive package alongside reading this Guide.