Getting Started

All Handler classes are located under the OnixS::ICE::iMpact::MarketData namespace. Header files are assembled in the OnixS/ICE/iMpact/MarketData.h header file.

Attention

The Handler needs ICE credentials to log in and download product definitions. Please contact ICE Support to get a username and password for the TCP connection. When you receive it, please update the connectivity configuration file with these values.

The typical way of using the Handler is as follows:

• Optionally create an instance of HandlerSettings class to adjust the Handler's options, such as activating logging;
• Create an instance of Handler class;
• Register a listener for errors to be notified about failures that occurred while processing market data from multicast channels;
• Register listeners for miscellaneous events like product definition reception and/or changes in the market state;
• Create a subscription for interested markets by forming MarketSubscriptions collection;
• Start a subscription by invoking Handler::start member and supplying a previously created collection of subscriptions as a parameter;
• Process changes in books and states of the markets through previously registered listeners;
• Stop subscription using the Handler::stop member.

The following pages will guide you through the most significant parts of the Handler's architecture:

• Setting Up Feed Engine Uncovers the Feed Engine concept and its internals.
• Adjusting Handler Settings Describes primary aspects of configuring the Handler.
• Connectivity Configuration Explains what the connectivity configuration is.
• Logging Services Provides basic information about logging services.
• Warning Handling Provides information about warning handling.
• Error Handling And Recovery Provides information about error handling.
• Understanding Handler States Provides information about the Handler states.
• Product Definitions Provides information about various product definitions.
• Selecting Securities Of Interest Provides information on how to make the Handler raise security-related events for particular securities only.
• Security Definition Recovery Provides information on how the Handler downloads product definitions.
• Product Definitions Cache Provides information on how the Handler stores product definitions cache.
• Event Listeners Explains events fired by the Handler to reflect multicast and TCP feed events.
• Subscribing To Multicast Groups Provides information on creating a subscription and listening to market data.
• Rational Numbers Provides information on rational numbers and how they represent prices in the API.