Onix Solutions C++ ICE iMpact Multicast Price Feed Handler is a C++ library that provides an access to the market data using iMpact Multicast Price Feed protocol. High-level API allows to quickly build applications using C++ language to get market data without deep involve into protocol specifics.
Below are the key features of the ICE iMpact Multicast Price Feed Handler:
- High-level and easy-to-use API.
- Maintaining books and states for subscribed markets.
- Automatic detection and recovery from failure scenarios.
- Multithreaded architecture.
- Low latency, high throughput.
- Note
- It's highly recommended to read the "ICE iMpact Multicast Feed Message Specification" document before reading this Guide to get familiar with core aspects of ICE Multicast Price Feed 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.