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Getting Started

All OnixS ICE iMpact Multicast Price Feed Handler classes are located in the OnixS.NET.ICE.iMpact namespace.

The typical way of using the ICE iMpact Multicast Price Feed Handler is as follows:

  1. Create an instance of the HandlerSettings class to adjust Handler options like activating logging.
  2. Create an instance of the Handler class.
  3. Register event handler for the FuturesProductDefinitionReceived event so as to be notified about the security definitions received.
  4. Register event handler for the (ErrorOccurred) event so as to be notified about the failures occurred while processing market data from the multicast channels.
  5. Create subscription of the interested markets by forming a collection of the MarketSubscription items.
  6. Start subscription by invoking the Start(ICollection<MarketSubscription>) member and supplying the previously created collection of subscriptions as a parameter.
  7. Process the changes in books and markets states through the previously registered handlers.
  8. Stop subscription using the Stop() member.

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