Offline replay is the recommended first workflow. It uses market data included with the SDK and does not require CME entitlement or live multicast connectivity. A valid SDK license and the bundled connectivity configuration are still required.
Both archives put the samples under samples. They include Common, Data, and Settings; keep these directories together because the sample defaults use relative paths.
On Linux, extract the archive to a writable directory and build from its samples directory:
On Windows, build samples/Samples-v<toolset>-<architecture>.sln from the archive. Its toolset and architecture are already matched to the libraries shipped in that archive.
Place the SDK license where the samples' ../../license default resolves from the Replay directory. The bundled connectivity file is ../Settings/config.xml, and the bundled channel-310 data is under ../Data. See the Replay Sample for all arguments and defaults.
From the Replay directory, run:
On Windows, run the executable from the Replay directory so the relative defaults resolve. For example, a v143 x64 Release build is started with:
The run is successful when it exits without an exception, its log contains no ERROR or WARNING, and the output contains ConsolidatedBook, MBOBook, and MarketEvents activity.
The Replay Sample also explains how to replay explicit handler logs, PCAP captures, and CME DataMine files.
