Main features

The OnixS directConnect: CurveGlobal HSVF Market Data Handler SDK C++ implementation supports the CurveGlobal High Speed Vendor Feed (HSVF) TCP/IP broadcast interface for trades, quotes, market depth, strategies, bulletins, summaries and other statistics.

It provides ultra-low latency access to the High Speed Vendor Feed (HSVF) market data feed via a TCP/IP interface. It is implemented as an easy-to-use yet flexible and powerful library that could be quickly integrated into the client infrastructure.

Key features include:

  • Ultra low latency (less than 1 usec), low CPU load
  • Easy-to-use API
  • Provides access to trades, quotes, market depth, bulletins, summaries and other statistics.
  • Incremental Book Management
  • Flexible per-security filtering
  • Convenient price representation as rational number
  • Convenient date/time representation
  • Flexible logging
  • Getting Started, Benchmark and Log Replay samples – designed for familiarization and to get up and running rapidly
  • Light hardware and deployment requirements
  • Multithreaded architecture
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CurveGlobal HSVF Market Data Handler SDK

Includes

The OnixS directConnect: CurveGlobal HSVF Market Data Handler SDK includes:

  • C++ Handler library - Linux (RedHat, CentOS, Ubuntu, etc) and Windows
  • Documentation
  • Sample projects (Getting Started, Advanced, Benchmark, Backtesting, etc.)
Supported platforms

The OnixS directConnect: CurveGlobal HSVF Market Data Handler SDK solution is implemented in C++ and supported on Windows C++ , Linux C++ (RedHat, CentOS, Ubuntu, etc)