OnixS C++ CME Market Data Handler  4.8.0.10
API documentation
Pages/AdjustingSettings.md
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1 \addtogroup handler-settings
2 
3 \brief Describes primary aspects of configuring the Handler.
4 
5 OnixS::CME::MDH::Handler constructor accepts an instance of the
6 OnixS::CME::MDH::HandlerSettings class which defines values for
7 various parameters which affect Handler's behavior. Below sections
8 describe the role of the most important parameters used in usual
9 cases.
10 
11 \section channel-id Market Data Channel
12 
13 CME market data is distributed across multiple logical units to
14 reduce network and client system load. These logical units are
15 called as channels. OnixS::CME::MDH::Handler designed to process
16 market data transmitted in bounds of single CME channel. Therefore,
17 it requires channel identifier whose market data will be processed.
18 OnixS::CME::MDH::HandlerSettings class exposes
19 OnixS::CME::MDH::HandlerSettings::channel parameter to instruct
20 the Handler market data of which channel must be processed.
21 
22 \section configuration-file Connectivity Configuration
23 
24 The Handler requires connectivity configuration, if it must process
25 market data from the live Market Data Platform. Data stored in this
26 configuration is used by the Handler to identify network connectivity
27 attributes for a particular market data channel.
28 
29 \note Market data configuration provided by the CME Group and available
30 on their public FTP servers. *CME Group updates market data configuration
31 on regular (weekly) basis*. Visit the [CME Market Data Platform Wiki][wiki]
32 for more information about configuration updating schedule as well as how to
33 access public FTP servers.
34 
35 A OnixS::CME::MDH::FeedSettings returned by the OnixS::CME::MDH::HandlerSettings::feeds
36 exposes the OnixS::CME::MDH::FeedSettings::connectivityConfigurationFile member which
37 can be used to set the path to the locally stored copy of such configuration file.
38 
39 \warning Single market data configuration file contains settings for all market
40 data channels. However, CME Group uses different market data configurations for
41 different environments (like Production and Certification environments). Multiple
42 instances of the OnixS::CME::MDH::Handler class can be initialized to use either
43 single or different market data configurations. In other words, there are no
44 problems to use multiple instances of the Handler to connect to different
45 environments.
46 
47 \section primary-settings Primary Settings Groups
48 
49 Previously, all parameters affecting Handler behavior were placed at the same level
50 thus making it difficult to navigate and explore. Starting from version 4.0 all parameters
51 are logically divided into groups:
52 
53 | Group and Access Member | Description |
54 |---|---|
55 | OnixS::CME::MDH::HandlerSettings::feeds | Given section contains all parameters affecting multicast and TCP feeds behavior used by Handler while processing market data from CME MDP. |
56 | OnixS::CME::MDH::HandlerSettings::tradeProcessing | Encapsulates all trade-related settings and policies. |
57 | OnixS::CME::MDH::HandlerSettings::bookManagement | Parameters affecting order book maintenance. |
58 | OnixS::CME::MDH::HandlerSettings::debugLogging | Parameters identifying information logged in debug mode. |
59 
60 
61 [wiki]: http://www.cmegroup.com/confluence/display/EPICSANDBOX/CME+MDP+3.0+Market+Data