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
CurveGlobal HSVF Market Data Handler SDK
The OnixS directConnect: CurveGlobal HSVF Market Data Handler SDK includes:
- C++ Handler library - Linux (RedHat, CentOS, Ubuntu, etc) and Windows
- Sample projects (Getting Started, Advanced, Benchmark, Backtesting, etc.)
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)