Pages/Introduction.md

Go to the documentation of this file.

\mainpage Introduction

Wellcome to the knowledgebase for the C++ CME Market Data Handler!

C++ CME Market Data Handler is a C++ library that provides 
access to the CME Group market data platform (MDP) of the third 
generation. The software development kit encapsulates all low-level 
aspects of the CME market data platform allowing to focus on a trading 
solution implementation and market data processing algorithms. The 
high-level C++ API allows building applications quickly to get market 
data without much involvement into raw protocol specifics of the MDP.

Below are the key features of the C++ CME Market Data Handler:

- Easy-to-use API.
- Multi-threaded architecture.
- Low latency, high throughput.
- Incremental order book management including natural refresh.
- Real-time trades and market data statistic notifications.
- Taking advantage of all recovery services MDP provides 
  to recover lost data or to get latest state.
- Arbitration between primary (A) and secondary (B) feeds.
- Per-security filtering.
- Log replay facility.

[What is new](\ref what-is-new) section explains new features and 
important changes made by the development team into the SDK API and 
behavior since the previous major release.

[Migration Guide](\ref migration-guide) uncovers aspects 
of painless migration from previous releases. 

[Getting Started](\ref getting-started) section guides through the most 
significant parts of the Handler's architecture.

[Advanced Programming](\ref advanced-programming) provides information about 
sophisticated development tasks and techniques available in the Handler including 

[Low Latency Best Practices](\ref low-latency-best-practices) on achieving the 
best latency of market data processing.

[FAQ](\ref faq) contains commonly asked questions and answers.

[External resources](\ref external-resources) section lists online resources on 
[the product](http://www.onixs.biz/cme-mdp-3-0-market-data-handler.html),
[CME market data platform](http://www.cmegroup.com/confluence/display/EPICSANDBOX/CME+MDP+3.0+Market+Data)
and other related areas like [troubleshooting lost multicast packets](
http://ref.onixs.biz/lost-multicast-packets-troubleshooting.html).

[Support](\ref support) describes the best way to get support for the product.

For a complete list of available topics, see [**Table of Contents**](modules.html).