Programming Guide

Introduction

OnixS eSpeed Multicast Market Data Handler is a C++ library that provides an access to the NASDAQ OMX eSpeed service.

Below are the key features of the NASDAQ OMX eSpeed Market Data Handler for C++:

• Easy-to-use API.
• Automatic detection and recovery from failure scenarios.
• Multithreaded architecture.
• Low latency, high throughput.
• Flexible logging.

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 diagnose and solve typical issues that could appear during the initial connectivity attempts.

Note

It's highly recommended to read the "Market Data Publisher Message Format Specification" document before reading this Guide to get familiar with core aspects of NASDAQ OMX eSpeed service. 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.

Resources

• NASDAQ OMX eSpeed