OnixS CurveGlobal HSVF Market Data Handler is a C++ library that provides access to the CurveGlobal HSVF market data feed.
The High Speed Vendor Feed (HSVF) is comprised of trades, quotes, market depth, strategies, bulletins, summaries, and other statistics. This HSVF market data specification defines the communications interface and message formats for the high-speed transmission which broadcasts real-time trading and statistical information from the exchange derivatives platform.
Below are the key features of the CurveGlobal HSVF Market Data Handler for C++:
Getting Started section will guide through the most significant parts of the Handler's architecture. Advanced Programming provides information about sophisticated development tasks and techniques available in the Handler. Connectivity Troubleshooting provides information about diagnosing and solve typical issues that could appear during the initial connectivity attempts.
It's also highly recommended to review the source code of the sample project which comes as part of library's distributive package alongside reading this guide.