Introduction
Onix Solutions C++ MX SOLA HSVF Market Data Handler is a C++ library that provides access to Montreal Exchange trading functionality using High-Speed Vendor Feed (HSVF) interface.
Key features:
- High-level easy-to-use yet powerful and flexible API.
- Complete support of MX SOLA HSVF 1.12 specification.
- Low latency, high throughput.
- Multithreaded architecture.
Sections:
- Note:
- It is highly recommended to read SOLA HSVF Specifications Guide for MX alongside reading this Guide.
- Note:
- It is highly recommended to review the source code of the sample project from the distributive package alongside reading this Guide.