OnixS C++ CME MDP Premium Market Data Handler  5.8.3
API Documentation
Advanced Programming

Inner Contents

 Market by Order
 
 Replaying market data
 
 Instrument Recovery options
 
 Tuning network packet gap detection
 
 Natural Refresh
 
 Market data processing session
 
 Network packets and messages
 
 Handler's Events
 
 Processing market data in a FIX-like manner
 
 Solarflare Feed Engine
 
 Hardware timestamps
 
 User-defined Watch service
 
 Listening to feed events
 
 Decimal type
 
 Low latency best practices
 

Detailed Description

This section provides information about more complex topics.