OnixS Brokertec ITCH Market Data Handler for C++  1.1.0.1
Frequently Asked Questions
Getting Started

Q: I've spotted a warning that occurs on the handler occasionally: 'No multicast data'. How significant is this? It occurs several times a day. Does this mean that particular feed is completely dead? Or could it be a temporary thing or message gap, etc.

A: This warning occurs when inter-packets interval exceeds HandlerSettings::feedInactivityTimeout. It means that there was no data on this feed during the interval. The warning is just to inform the user, all corresponding callbacks (like OrderBookListener::onOrderBookOutOfDate etc.) will be invoked (in case of subscription).

Q: Is it possible to capture packets to a different log file from the normal one (i.e. to create a replayable packet capture file that is separate from the normal log file)?

A: Unfortunately, the required feature is not supported. You may separate packet messages from the normal log file using grep utility:

cat BrokertecItch.log | grep "Packet received" > Brokertec.packets.log