OnixS C++ CME iLink 3 Binary Order Entry Handler  1.12.0
API Documentation
Frequently Asked Questions

Q: How can I tell what is the latency from the last byte on the wire to the moment when I get an inbound message callback?

A: We suggest the following approach:

  1. When OnixS::CME::iLink3::SessionListener::onReceivedBytes is called, the T1 timestamp is recorded, and the counter is incremented.
  2. If OnixS::CME::iLink3::SessionListener::onReceivedBytes is called again the counter is incremented again.
  3. When the inbound message callback is called, the T2 timestamp is recorded, and the counter is analyzed:

    • If 1, then the inbound latency is equal to T2-T1.
    • If it is greater than 1, it means that there was TCP fragmentation, so the latency cannot be calculated properly.
    • If 0, it means that more than one SBE message was received in one IP package, and the latency cannot be calculated properly.

    In any case, the counter should be set back to 0.