Programming Guide

Welcome to the OnixS ultra-low latency C++ CME iLink 3 Binary Order Entry Handler.

Contents

• Introduction
• System Requirements
• Getting Started
  • Error Reporting
  • Licensing
  • SBE Message
    • Message Fields
    • Repeating Groups
    • Schema Versioning
  • iLink 3 Session
    • Universally Unique Identifier (UUID)
    • Establishing Connection
    • Exchanging Messages
    • Message Sequence Numbers
• Configuring the Handler
  • Configuration File Examples (XML, JSON, and INI-based)
• Logging
• Session Storage
  • File-Based Session Storage
  • Memory-based Session Storage
  • Asynchronous File-Based Session Storage
  • Pluggable Session Storage
• Advanced Programming
  • Threading Models
  • Thread Safety
  • Session Initialization and Binding
  • Session States
  • Listening to Session Events
  • Handling NotApplied Messages
  • Handling Business Reject Messages
  • Automated Downloading of GTC and GTD Orders
  • Reconnection
  • Fault Tolerance
  • Understanding Send Latency
  • Scheduling Sessions for Automatic Connection
    • Session Schedule
    • Session Connection Settings
    • Predefined Schedules and Connection Settings
  • Linux Signals
  • Solarflare-specific Features
  • Tag-based Messaging
  • Gateway Emulator
  • Message Throttling
  • Reduce the Probability of Message Fragmentation Across Multiple TCP Packets
  • ExternalThread Mode
  • Taking timestamps of the received data
• Audit Trail Generator
• Best Practices
  • Low Latency Best Practices
• Frequently Asked Questions
• Glossary
• Support
• Samples