OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
Users' manual and API documentation
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Introduction

OnixS C++ ICE iMpact Multicast Price Feed Handler is a C++ library that provides access to the market data using iMpact Multicast Price Feed protocol. High-level API allows to quickly build applications using C++ language to get market data without deep involvement into protocol specifics.

Below are the key features of the ICE iMpact Multicast Price Feed Handler:

  • High-level and easy-to-use API;
  • Maintaining books and states for subscribed markets;
  • Automatic detection and recovery from failure scenarios;
  • Multithreaded architecture;
  • Low latency, high throughput.
Note
It's highly recommended to read the "ICE iMpact Multicast Feed Message Specification" document before reading this Guide to get familiar with core aspects of ICE Multicast Price Feed service. It's also highly recommended to review the source code of the sample project which comes as part of the library's distributive package alongside reading this Guide.
Note
ICE iMpact Multicast Price Feed Handler supports ICE iMpact Multicast Feed Message Specification version 1.1.50 (10 July 2024).

What's New? uncovers aspects of painless migration from the previous release.

General provides information about packages, versioning, etc.

Getting Started guides you through the most significant parts of the Handler's architecture.

Advanced Programming covers sophisticated development tasks and techniques available in the Handler, including Low Latency Best Practices for achieving the best latency in market data processing.

FAQ contains commonly asked questions and answers.

External resources lists online references on the product, ICE iMpact market data platform and other related topics like troubleshooting lost multicast packets.

Support describes the best way to get assistance for the product.