Getting Started

Modules
	Listening to incoming messages
	Adjusting Handler's Settings
	Error Handling
	Warning handling
	Manipulating Books

Detailed Description

All Handler classes are encapsulated into the OnixS::IDEM::SOLA::HSVF::MarketData namespace. Header files are collected in the master "OnixS/Eurex/Trading/Trading.h" header file.

The typical way of using the Handler is as follows:

• Create an instance of OnixS::IDEM::SOLA::HSVF::MarketData::HandlerSettings class and adjust Handler's settings.
• Create an instance of OnixS::IDEM::SOLA::HSVF::MarketData::Handler class using previously initialized instance of OnixS::IDEM::SOLA::HSVF::MarketData::HandlerSettings.
• Register error and warning listener to be notified about failures occurred while the Handler processes market data.
• Create an instance of OnixS::IDEM::SOLA::HSVF::MarketData::ConnectionMessage class and adjust connection settings.
• Establish the connection using the OnixS::IDEM::SOLA::HSVF::MarketData::Handler::connect method.
• Start receiving messages.
• Terminate the connection to Eurex ETI using the OnixS::IDEM::SOLA::HSVF::MarketData::Handler::disconnect(..) method.