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eSpeed Multicast Market Data Handler

OnixS directConnect: eSpeed Multicast Market Data Handler is a C++ library that provides ultra-low latency access to eSpeed Multicast Market Data Feed via multicast UDP.

Key Features

  • Low latency, high throughput
  • High-level and easy-to-use API that enables quick integration of eSpeed Multicast Market Data without deep involvement in the specific protocols
  • Automatic detection and recovery from failure scenarios
  • Filtering Market Data by "Room"
  • Highly configurable logging
  • Getting Started, Benchmark and Backtesting samples designed to get up and running rapidly
  • Light hardware and deployment requirements
  • Full support of Market Data Publisher Message Format Specification

eSpeed Multicast Market Data Handler

Supported Market Data Scenarios

  • Trade State
  • Trade-thru-stack (TTS)