Run the Shim

Recall from § 3.2.1 that as part of startup, the shim must have a mode value on the command line, typically either -data or -risk. For now we'll use -data mode, which is well suited to collecting market data, but does not allow you to submit orders. Although there are other modes, and also a number of optional features, we'll put those aside for now, leaving them for the next chapter. From the directory where you unpacked and compiled the shim, enter the command ./shim -data.

Figure 3.9: Starting and stopping the shim

Ideally you should see the connect message of Figure 3.9, after which you can stop the shim by entering the quit command. If you mistype it, just re-enter it, each time on a line by itself, ending with the semicolon, and lastly pressing return. Or, feel free to type Ctrl^C; it won't hurt anything here.