Introduction

OnixS IDEM SOLA HSVF Market Data Handler is a C++ library that provides an access to the IDEM SOLA HSVF Market Data feed.

High Speed Vendor Feed also known as HSVF is the market data vendor protocol of the Electronic Sola Trading platform currently being used for the dissemination of market data for options, futures, forwards and other exchange-listed derivative securities for five major derivative exchanges globally. The HSVF market data feed uses a TCP/IP broadcast interface.

The HSVF protocol is part Sola Trading Solutions which is both designed and developed by The Montreal Exchange which is now a fully owned subsidiary of the TMX Group.

Below are the key features of the IDEM SOLA HSVF Market Data Handler for C++:

Easy-to-use API.
Multithreaded architecture.
Low latency, high throughput.
Synchronizing client systems to the latest market state.
Incremental order book management.
Per-security filtering.
Flexible logging.
Log replay facility.

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

Advanced Programming provides information about sophisticated development tasks and techniques available in the Handler.

Connectivity Troubleshooting provides information about diagnose and solve typical issues that could appear during the initial connectivity attempts.

Note: It's highly recommended to read the SOLA Derivatives HSVF Market Data Technical Specification v2.1 document before reading this Guide to get familiar with core aspects of IDEM SOLA HSVF Market Data service. It's also highly recommended to review the source code of the sample project which comes as part of library's distributive package alongside reading this Guide.

Introduction

Resources