OnixS C++ eSpeed ITCH Market Data Handler  1.7.3
API documentation
Frequently Asked Questions

What is the recommended udpSocketBufferSize?

A: It can depends on the environment, our test shows that 8Mb is enough. So the best way is to do a few tests with different values, then to choose.

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Is there any notification given to application when packet gap is detected by Onix?

A: When gap is detected MessageListener::onGap will be fired to notify that market data is not valid.

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