OnixS C++ CME Market Data Handler  5.3.0
API documentation
Browse the table of contents to find necessary information.
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 Feature SummarySummaries major features and improvements of the given release
 System RequirementsProvides operating system and software requirements for given SDK
 Migration GuideCovers aspects on migrating from previous releases
 Getting StartedGuides through the most significant parts of the Handler's architecture
 Adjusting Handler SettingsDescribes primary aspects of configuring the Handler
 Setting Up Feed EngineUncovers aspects of relation between the Feed Engine and the Handler
 Handling Issues Like Errors and WarningsDescribes how to handle issues which may occur while processing market data
 Market Data Processing SessionUncovers parameters affecting behavior of the Handler while processing market data transmitted by the MDP
 Listening to Market DataExplains concept of listeners and how Handler notifies users on various aspects of market data processing and delivers data to the user space
 Manipulating BooksDescribes order book machinery
 Book Update Notification StrategiesProvides information on how and when the Handler exposes order books to the users and which parameters are available affecting Handler's behavior
 Maintaining Books by Natural RefreshUncovers the way the SDK implements the book natural refresh
 Building and Maintaining Books by YourselfProvides information on how users can build order books using atomic book updates from market data transmitted by CME without using Handler's built-in facilities
 Tracking Best Bids and Offers OnlyUncovers how to track changes in best bid/offer only
 Constructing And Copying BooksExplains how to construct instances of order books and to copy content across books
 Trade Order DetailsDetails on trade summary functionality
 Selecting Securities of InterestProvides information on how to make Handler raise security-related events for particular securities only
 Using TCP Recovery FacilityExplains TCP Recovery facility
 Logging ServicesDescribes Logger concept and logging services
 Replaying Logs, PCAPs CME DataMine/Historical DataExplains how previously recorded logs can be used as source of market data for further testing or analysis. Also, uncovers which other data sources can be used for replay
 Advanced ProgrammingProvides information about more advanced development techniques supported by given SDK
 Understanding Handler EventsUncovers the Handler processing machinery regarding events raised by the Handler while processing market data
 Instrument Recovery OptionsThe Need for Instrument Recovery Options
 Processing Market Data Packets And MessagesExplains how the Handler processes market data and exposes the results to the user space
 Processing Market Data In FIX-like MannerGeneral Description
 The Feed Engine ConceptUncovers Feed Engine concept and its internals
 The Feed Engine Based On Solarflare ef_vi SDKUncovers how to use the Feed Engine based on Solarflare ef_vi SDK
 Hardware Timestamping of Incoming PacketsExplains how to enable hardware timestamps for incoming multicast packets
 Market by Order Functionality SupportDetails of Market By Order (MBO) functionality support
 User Defined Watch ServiceExplains Watch concept and its usage across different corners of SDK
 Listening for Activity on the FeedsExplains events fired by Handler to reflect multicast and TCP feed events
 Affecting Packet Gap DetectionExplains details of how the Handler resists issues in data transmission on incremental feeds and which parameters affect Handler's behavior in the case
 Decimal Type for Manipulating PricesImportant aspects of working with decimal numbers like prices
 Low Latency Best PracticesUncovers how to configure the Handler to achieve maximal performance characteristics and lowest processing latency
 Benchmarking ResultsLatest achievements in market data processing performance
 Benchmarking with Network/Kernel LayerLatest achievements in market data processing performance taking into consideration network/kernel layer
 Connectivity TroubleshootingOffers solutions for the most common connectivity issues
 Frequently Asked QuestionsFrequently Asked Questions
 External ResourcesCollection of links to helpful external resources
 SupportInformation on support and related resources