Incorporating the Better Map into the Ticker Plant
I spent a good part of the rest of today incorporating the new instrument map I created into the existing classes that I had in the ticker plant. It wasn't terribly difficult, I did have to add a remove() method so that I could use the map in the ConflationQueue, but that was pretty easy. Once I got the code all ready to roll I realized that the supporting infrastructure (the Broker) wasn't up yet - it was undergoing a hardware upgrade.
Bummer.
By the time it was up, it was well after 3:15, and the market data was all gone. Shucks. I really wanted to test it today but I just didn't have the chance. So it goes... I'm still glad I'm using the Broker, as I think it's a great piece of code and a wonderful way to glue things together, but external dependencies of any kind can come back to bite you in the rear at the most inopportune times.
So it'll be tomorrow before I get some real answers, but I'm hoping that the inclusion of the much faster msg::imap is going to cut down on conflations and increase the messages per second to the client.