eSpeed Multicast Market Data Handler for C++

What is log replay?

Log replay future provides ability to save time and money when to pay for connection to the Production Environment and this takes a lot of money. Instead this Handler can record all events occurring on the Exchange and in the future be able to play them repeatedly. All you need to do - save log files.

Log replay options

Before using a Handler to play the log files, it is necessary to prepare the appropriate settings. The instance of OnixS::ICE::iMpact::LogReplaySettings created by passing only one parameter to constructor - path to log file. The special version of Handler method OnixS::eSpeed::MarketData::Handler::start takes this settings and handler reads all data from the log file and processes these data as data received from the network.

Log replay events

During log replay the Handler may cause errors. If this happens Handler calls the special callback OnixS::eSpeed::MarketData::LogReplayListener::onReplayError. When replay log is finished the Handler calls the OnixS::eSpeed::MarketData::LogReplayListener::onReplayFinished.