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FAQ
  1. Q. What is the address that Handler uses to join the UDP multicast?

    A. By default, all available network interfaces are used. To specify the particular network interface, the LocalNetworkInterface property is used for both feed A and B. If you want to use different interfaces for feeds, you can use LocalNetworkInterfaceA and LocalNetworkInterfaceB properties.

    For example:

    C#
    Handler.LocalNetworkInterface = System.Net.IPAddress.Parse("10.147.24.2"); // "10.147.24.2" is the IP address of the network card that faces CME.
    or
    Handler.LocalNetworkInterfaceA = System.Net.IPAddress.Parse("10.147.24.3"); // "10.147.24.3" is the IP address of the network card that faces CME.
    Handler.LocalNetworkInterfaceB = System.Net.IPAddress.Parse("10.147.24.4"); // "10.147.24.4" is the IP address of the network card that faces CME.
  2. Q.How can I extract the Symbol (Tag 55, aka Instrument IMessage Code) field from the Security Definition (d) messages from the CME Multicast Data feed?

    A. This field is available via the DefinitionMessage property.

    For example:

    C#
    void OnSecurityDefinitionReceived(Handler.SecurityDefinitionReceivedEventArgs e)
    {
      string symbol = e.Definition[Tags.Symbol];
    }