OnixS C++ ICE Binary Order Entry Handler 1.0.0
API Documentation
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Getting Started

Inner Contents

 Error Reporting
 Licensing
 SBE Message
 Session

Detailed Description

All Handler classes are located in the OnixS::ICE::BOE namespace.

Important
Two distinct network sessions must be created and managed: 1) a short-lived session to the BUS to obtain connectivity details, and 2) a trading session to the BGW using those details.
Typical workflow
  • Create BUS session settings (e.g., OnixS::ICE::BOE::SessionSettings for BUS) and a BUS Session;
  • Connect to the BUS and send IPRequest for each Gateway ID;
  • Receive IPReport with the IP, port, and per-session token (valid for the current trading session) for each Gateway ID;
  • Create BGW session settings (separate from BUS) and a BGW Session;
  • Connect to the BGW using the received IP, port, and session token, and log on with the corresponding Gateway ID;
  • Send and receive application-level SBE messages over the BGW session (optionally keep the BUS session for static-data requests);
  • Disconnect the BGW session (and BUS session if still open).
See also
Getting Started Sample