OnixS C++ B3 Binary UMDF Market Data Handler  1.4.2
API documentation
Introduction

OnixS B3 Binary UMDF Market Data Handler is a C++ library that provides an access to B3 Unified Market Data Feed (UMDF).

Below are the key features of the library:

  • Easy-to-use API.
  • Low latency, high throughput.
  • Flexible logging.
  • Arbitration between primary (A) and secondary (B) feeds.
  • Per market segment and per-security filtering.
  • Backtesting facility.

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 including Low Latency Best Practices on achieving the best latency of market data processing.

FAQ contains commonly asked questions and answers.

External resources lists online resources on the product and other related areas like troubleshooting lost multicast packets.

Support describes the best ways to get assistance on the product.

For a complete list of available topics, see Table of Contents.