Firewall blocks sample program.
Updating firewall rules or simply turning it off usually solves the issue.

Does your solution allow to pin the IO thread to specific CPU cores?
Yes, please use OnixS::IDEM::SOLA::HSVF::MarketData::HandlerSettings::sendingThreadAffinity and OnixS::IDEM::SOLA::HSVF::MarketData::HandlerSettings::receivingThreadAffinity.

Why I have an empty value in the middle of the book?
This is market orders during auctions (either pre-opening auctions or intraday auctions). Please, see Market orders in the book for more details.