The simplest way to get market data

Public reference data delivered by London Stock Exchange contains the technical configuration, e.g. multicast address and port combinations for market data interface, address and port combinations for recovery and reply services and login-password combination to get access to the services.

Example

Following example demonstrates how to use OnixS::EuroTLX::MarketData::Mitch::Handler:

    // Listeners definition, add all the required callbacks
    struct MyListener :
        public TimeListener,   
        public WarningListener,             
        public ErrorListener               
        // etc
    {
        // Inherited from Time Message Listener
        virtual void onTime (const TimeMsg& time, const DataSource& dataSource){};
        
        // Inherited from Warning Listener
        // Is called when the Warning condition is detected
        virtual void onWarning (const std::string& reason){};

        // Inherited from Error Listener
        // Notifications about errors
        virtual void onError (ErrorCode::Enum code, const std::string& description){};

        // etc
    };

    // Create an instance handler's settings. 
    OnixS::EuroTLX::MarketData::Mitch::HandlerSettings handlerSettings;

    // ...
    // adjust Handler's settings as described above

    OnixS::EuroTLX::MarketData::Mitch::Handler handler (settings);
    
    // Listener's instance
    MyListener myListener;
    
    // register callbacks
    handler.registerErrorListener (&myListener);
    handler.registerTimeMessageListener (&myListener);
    handler.registerWarningListener (&myListener);
    
    try
    {
        // start the handler
        handler.start();
    }
    catch (const std::exception& ex)
    {
        clog << "Unable to start the handler: " << ex.what() << endl;
    }
    catch (...)
    {
        clog << "Unable to start the handler" << endl;
    }

    clog << "Please press Enter key to stop the handler..." << endl;

    waitUntilEnterKey ();

    clog << "Stopping..." << endl;

    // stop the handler
    handler.stop (true);

    clog << "The Handler has been stopped." << endl;

Note

The full code can be found in GettingStarted sample project code.