Contents

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[detail level 1234]

Feature Summary	Summaries major features and improvements of the given release
System Requirements	Provides operating system and software requirements for given SDK
Migration Guide	Covers aspects on migrating from previous releases
▼Getting Started	Guides through the most significant parts of the Handler's architecture
Adjusting Handler Settings	Describes primary aspects of configuring the Handler
Setting Up Feed Engine	Uncovers aspects of relation between the Feed Engine and the Handler
Handling Issues Like Errors and Warnings	Describes how to handle issues which may occur while processing market data
Market Data Processing Session	Uncovers parameters affecting behavior of the Handler while processing market data transmitted by the MDP
Listening to Market Data	Explains concept of listeners and how Handler notifies users on various aspects of market data processing and delivers data to the user space
▼Manipulating Books	Describes order book machinery
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
Maintaining Books by Natural Refresh	Uncovers the way the SDK implements the book natural refresh
Building and Maintaining Books by Yourself	Provides information on how users can build order books using atomic book updates from market data transmitted by CME without using Handler's built-in facilities
Tracking Best Bids and Offers Only	Uncovers how to track changes in best bid/offer only
Constructing And Copying Books	Explains how to construct instances of order books and to copy content across books
Trade Order Details	Details on trade summary functionality
Selecting Securities of Interest	Provides information on how to make Handler raise security-related events for particular securities only
Using TCP Recovery Facility	Explains TCP Recovery facility
Logging Services	Describes Logger concept and logging services
Replaying Logs, PCAPs CME DataMine/Historical Data	Explains how previously recorded logs can be used as source of market data for further testing or analysis. Also, uncovers which other data sources can be used for replay
▼Advanced Programming	Provides information about more advanced development techniques supported by given SDK
Understanding Handler Events	Uncovers the Handler processing machinery regarding events raised by the Handler while processing market data
Instrument Recovery Options	The Need for Instrument Recovery Options
Processing Market Data Packets And Messages	Explains how the Handler processes market data and exposes the results to the user space
Processing Market Data In FIX-like Manner	General Description
The Feed Engine Concept	Uncovers Feed Engine concept and its internals
The Feed Engine Based On Solarflare ef_vi SDK	Uncovers how to use the Feed Engine based on Solarflare ef_vi SDK
Hardware Timestamping of Incoming Packets	Explains how to enable hardware timestamps for incoming multicast packets
User Defined Watch Service	Explains Watch concept and its usage across different corners of SDK
Listening for Activity on the Feeds	Explains events fired by Handler to reflect multicast and TCP feed events
Affecting Packet Gap Detection	Explains details of how the Handler resists issues in data transmission on incremental feeds and which parameters affect Handler's behavior in the case
Decimal Type for Manipulating Prices	Important aspects of working with decimal numbers like prices
▼Low Latency Best Practices	Uncovers how to configure the Handler to achieve maximal performance characteristics and lowest processing latency
▼Benchmarking Results	Latest achievements in market data processing performance
Benchmarking with Network/Kernel Layer	Latest achievements in market data processing performance taking into consideration network/kernel layer
Connectivity Troubleshooting	Offers solutions for the most common connectivity issues
Frequently Asked Questions	Frequently Asked Questions
External Resources	Collection of links to helpful external resources
Support	Information on support and related resources