OnixS C++ CME Market Data Handler  5.3.0
API documentation
Advanced Programming

Inner Contents

 Understanding Handler Events
 
 Instrument Recovery Options
 
 Processing Market Data Packets And Messages
 
 Processing Market Data In FIX-like Manner
 
 The Feed Engine Concept
 
 The Feed Engine Based On Solarflare ef_vi SDK
 
 Hardware Timestamping of Incoming Packets
 
 Market by Order Functionality Support
 
 User Defined Watch Service
 
 Listening for Activity on the Feeds
 
 Affecting Packet Gap Detection
 
 Decimal Type for Manipulating Prices
 
 Low Latency Best Practices
 

Detailed Description

This section provides information about more advanced development techniques supported by given SDK.