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.
- 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
Supported Market Data Scenarios
- Trade State
- Trade-thru-stack (TTS)