Programming Guide

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:

• System Requirements

• Getting Started

• Error Reporting

• Multithreading

• Event Listeners

• License File

• Resources

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.