Detailed Description
Brokertec ITCH Market Data Handler C++ library contains a handler which provides access to data interface.
Handler's classes are placed in the OnixS::Brokertec::MarketData::Itch namespace. Header files are collected in the master "OnixS/Brokertec/MarketData/Itch.h"
header file.
The typical way of using a handler is as follows:
- Create an instance handler's settings.
- Set up IP addresses and port numbers for multicast feeds.
- Set up IP addresses and port numbers of retransmission service.
- Create an instance of handler class using the previously initialized instance of settings.
- Register listeners for errors and warnings to be notified about failures occurred while the Handler processes market data.
- Register listeners for miscellaneous events.
- Start market data processing by invoking the handlers' start() method.
- Process data of the events for which listeners were previously registered.
- Stop market data processing using the handler's stop method.