Monday, 21 December 2009

Release Notes - C++ CME FAST Market Data Handler - Version 1.34.0.1

Release Notes - C++ CME FAST Market Data Handler - Version 1.34.0.1

Improvement

  • [CPPCMEFAST-77] - Add Symbol (tag 55) to SecurityDefinition Class?
  • [CPPCMEFAST-84] - onDirectBookChange should report the price when BookChangeType == Remove

New Feature

  • [CPPCMEFAST-78] - TimespecHelper::utcTimestampWithMs() method
  • [CPPCMEFAST-80] - useSnapshotFeedA_ / useSnapshotFeedB_ configuration options
  • [CPPCMEFAST-81] - useInstrumentReplayFeedA_ / useInstrumentReplayFeedB_ configuration options

Task

  • [CPPCMEFAST-41] - Utility to replay the FIX messsages from HandlerLog*.txt file.