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This is the Millistream Data Feed C/C++ API library project. With it you can
connect to the Millistream system and subscribe to (and also submit) financial
data in both realtime and delayed data streams.

It is also possible to receive the data as snapshots, so called image requests.

Full usage documentation is available through anonymous ftp at ftp://millistream.com

Examples can be downloaded from https://packages.millistream.com/source/mdf_examples.zip

The build dependencies are OpenSSL, zlib and zstd, to install these on Ubuntu perform:
	sudo apt-get install libssl-dev zlib1g-dev libzstd-dev

The normal build process is:
	./configure --prefix=/usr
	make
	sudo make install

This will install the include headers to /usr/include/mdf and the shared and static
libraries to /usr/lib.

On i.e macOS where OpenSSL have to be installed in a non standard location with brew 
you can point to that location with i.e:
	OPENSSL_CFLAGS="-I/usr/local/opt/openssl/include/" OPENSSL_LIBS="-L/usr/local/opt/openssl/lib/ -lcrypto" ./configure --prefix /usr/local

Or if you use pkg-config on macOS:
	PKG_CONFIG_PATH="/usr/local/opt/openssl/lib/pkgconfig" ./configure --prefix=/usr/local

Checking that the library properly encodes and decodes can be tested with:
	make check

Performance tests can also be done by setting the 'LIBMDF_PERFTEST' environmental
variable to the number of iterations to run:
	LIBMDF_PERFTEST=1000000 make check

The result can be found in 'tests/decoder.log' and 'tests/encoder.log'.

Building your own client application is performed by linking with mdf (-lmdf) and by
including the mdf include files:
	#include <mdf/mdf.h>
	#include <mdf/mdf_fields.h>

A pkg-config file (mdf.pc) is installed to aid automake projects.

The library is released under the LGPL v3, which means that the code it self is
licensed under the GPL but that code of any license may link to it.

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This product includes software developed by the OpenSSL Project for use in the
OpenSSL Toolkit (http://www.openssl.org/)

This product includes cryptographic software written by Eric Young
(eay@cryptsoft.com).  This product includes software written by Tim Hudson 
(tjh@cryptsoft.com).
