Real-Time SDK - C/C++
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| Last update | Aug 2024 |
| Compilers | Tutorial demonstration: Visual Studio 2022 |
| Prerequisites | Downloaded, installed, compiled, and ran an EMA consumer example |
Introduction
This tutorial aims to show developers who are new to OMM and EMA, how the API can be used to consume RDM (Domain Model) data. The example allows users to request RDM data by specifying the item name, service name, and RDM model type of the required data. When the data is received, it's parsed and displayed on standard output in a style that highlights the hierarchy/nesting of the OMM data structures used to model the RDM data.
The implementation is presented as a series of steps starting with a barebones EMA application and finishing with the completed example. Each step is presented as a separate compilable project and builds on the code of the previous step. In each project, you'll find a readme file that explains the goal of that particular step as well as a discussion on the implementation. It also includes references to pertinent sections of the documentation that's shipped with the development kit where more information about a particular topic can be found.
Steps
- Creating a barebones EMA consumer application shell
- Requesting MarketPrice data
- Decoding MarketPrice data
- Requesting and processing MarketByOrder data
Each step and its project files can be found in subdirectories called "step<n>".
References
Refer to the Enterprise Message API - C++ Development Guides for an overview of EMA capabilities, models, etc.