OnixS C++ CME MDP Premium Market Data Handler
5.9.0
Users' manual and API documentation
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Advanced Programming
This section provides information about more complex topics.
Market by Order
Details of Market By Order (MBO) functionality.
Replaying market data
Explains how previously recorded market data can be used for further testing or analysis.
Instrument Recovery options
Describes Instrument Recovery strategies.
Tuning network packet gap detection
Explains the package gap detection parameters.
Natural Refresh
Describes the Natural Refresh approach to maintaining order books.
Market data processing session
Market data processing options.
Network Packets and Messages
How to access network packets and individual messages.
Handler's Events
Events raised by the handler while processing market data.
Processing market data in a FIX-like manner
FIX-like (
tag=value
) messaging.
Solarflare Feed Engine
The ultra-low latency
ef_vi
-based Feed Engine.
Hardware timestamps
Explains how to enable hardware timestamps for incoming multicast packets.
User-defined Watch service
Custom implementation of the timestamp provider.
Listening to feed events
Network feed events.
Decimal Type
Working with decimal numbers.
Low latency best practices
How to configure the handler to achieve the lowest processing latency.
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