OnixS C++ CME Streamlined Market Data Handler
API documentation
Adjusting Handler Settings

OnixS::CME::Streamlined::MDH::Handler constructor accepts an instance of the OnixS::CME::Streamlined::MDH::HandlerSettings class which defines values for various parameters which affect Handler's behavior. Below sections describe the role of the most important parameters used in usual cases.

Market Data Channel

CME market data is distributed across multiple logical units to reduce network and client system load. These logical units are called as channels. OnixS::CME::Streamlined::MDH::Handler designed to process market data transmitted in bounds of single CME channel. Therefore, it requires channel identifier whose market data will be processed. OnixS::CME::Streamlined::MDH::HandlerSettings class exposes OnixS::CME::Streamlined::MDH::HandlerSettings::channel parameter to instruct the Handler market data of which channel must be processed.

Connectivity Configuration

The Handler requires connectivity configuration, if it must process market data from the live Market Data Platform. Data stored in this configuration is used by the Handler to identify network connectivity attributes for a particular market data channel.

Market data configuration provided by the CME Group and available on their public FTP servers. CME Group updates market data configuration on regular (weekly) basis. Visit the CME Market Data Platform Wiki for more information about configuration updating schedule as well as how to access public FTP servers.

A OnixS::CME::Streamlined::MDH::FeedSettings returned by the OnixS::CME::Streamlined::MDH::HandlerSettings::feeds exposes the OnixS::CME::Streamlined::MDH::FeedSettings::connectivityConfigurationFile member which can be used to set the path to the locally stored copy of such configuration file.

Single market data configuration file contains settings for all market data channels. However, CME Group uses different market data configurations for different environments (like Production and Certification environments). Multiple instances of the OnixS::CME::Streamlined::MDH::Handler class can be initialized to use either single or different market data configurations. In other words, there are no problems to use multiple instances of the Handler to connect to different environments.

Primary Settings Groups

Previously, all parameters affecting Handler behavior were placed at the same level thus making it difficult to navigate and explore. Starting from version 4.0 all parameters are logically divided into groups:

Group and Access Member Description
OnixS::CME::Streamlined::MDH::HandlerSettings::feeds Given section contains all parameters affecting multicast and TCP feeds behavior used by Handler while processing market data.
OnixS::CME::Streamlined::MDH::HandlerSettings::debugLogging Parameters identifying information logged in debug mode.