OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.5.1
API documentation
Introduction

Onix Solutions 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.
ICE iMpact Multicast Price Feed Handler supports ICE iMpact Multicast Feed Message Specification version 1.1.43.

Migration Guidelines uncovers aspects of painless migration from previous releases.

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

Advanced Programming provides information about sophisticated development tasks and techniques available in the Handler including Low Latency Best Practices on achieving the best latency of market data processing.

FAQ contains commonly asked questions and answers.

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

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

For a complete list of available topics, see Table of Contents.