A: It can depend on the environment, our test shows that 8Mb is enough. So the best way is to do a few tests with different values, then choose.
A: When gap is detected OnixS::B3::MarketData::UMDF::MessageListener::onIncrementalChannelGap will be fired to notify that market data is not valid.
A: One instance of the Handler processes market data for a single channel only. Users must create multiple instances of the Handler to process data from multiple channels.