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.
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.