OnixS C++ CME MDP Conflated TCP Handler  1.0.1
API Documentation

Sending Messages

To send a message to a counterparty, use the OnixS::CME::ConflatedTCP::Session::send method. The Handler sets all session-level fields automatically (e.g., SeqNum, SendingTimeEpoch).

The session should be fully established before sending application-level messages.

Receiving Messages

To receive messages, override corresponding methods of the OnixS::CME::ConflatedTCP::SessionListener and the OnixS::CME::ConflatedTCP::MarketDataListener class and pass the instance of the descendant class to the OnixS::CME::ConflatedTCP::Session's constructor.