Introduction
OnixS Thomson Reuters Matching API (MAPI) Market Data Handler is a C++ library that provides an access to the Thomson Reuters Matching Data Feed service.
Below are the key features of the Thomson Reuters Matching API (MAPI) Market Data Handler for C++:
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Easy-to-use and flexible API - designed for rapid integration within trading strategy implementations.
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Reference Implementations - included fast-start source code GettingStarted and Benchmark reference implementations with market data samples - designed for familiarization and to get up and running rapidly.
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Easy integration with OnixS C++ FIX Engine for trading operations.
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Book management, synchronization and recovery - more than just a market data decoder. Provides full book management with Order book depth - off loads the book management tasks to a specialized implementation.
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Automatic detection and recovery from failure scenarios.
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Low latency, high throughput, multi-threaded architecture - designed for high-frequency and the fastest market data implementation.
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Flexible logging - ability to analyze and diagnose issues and activity quickly.
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Pre-tested, certified and out of the box- thus saving time and money in integration and certification testing.
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Supported - service level guarantee that the implementation is production strength, and will support future interface and platform enhancements.
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.
- Note
- It's highly recommended to read the "Thomson Reuters Matching Data Feed Direct User Guide" document before reading this Guide to get familiar with core aspects of MAPI 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.
Resources
