Thursday, 16 September 2010

Release Notes - C++ CME FAST Market Data Handler - Version 2.6.1.0

Release Notes - C++ CME FAST Market Data Handler - Version 2.6.1.0

Bug

  • [CPPCMEFAST-141] - Message::getTargetCompID() and Message::getSenderCompID() aren't exposed by dll

Improvement

  • [CPPCMEFAST-70] - Rename Handler::addFilter to Handler::addSecurityIdFilter
  • [CPPCMEFAST-99] - "Filtering" section
  • [CPPCMEFAST-102] - When the exception is thrown during the replay of the queued messages it should be reported as Warning
  • [CPPCMEFAST-117] - Handler::removeFilter(..) should throw the Exception if Handler is not in 'Stopped' or 'SecurityDefinitionsRecoveryStarted' state
  • [CPPCMEFAST-118] - Handler::removeAllFilters() should throw the Exception if Handler is not in 'Stopped' or 'SecurityDefinitionsRecoveryStarted' state
  • [CPPCMEFAST-119] - Handler::addFilter() should throw the Exception if Handler is not in 'Stopped' or 'SecurityDefinitionsRecoveryStarted' state
  • [CPPCMEFAST-144] - Handler::isStarted_ shoud be moved to the Impl class
  • [CPPCMEFAST-150] - Information about failed order book validation should be written to MyListener.txt
  • [CPPCMEFAST-165] - Improve type of the BestBidAskTrackingOptions::parameter member to reduce type conversion when multiple flags are specified.
  • [CPPCMEFAST-168] - Information about possible crossed books in onConsolidatedBookUpdated (..) callback should be added to FAQ section.
  • [CPPCMEFAST-174] - ConsolidatedBook should be identified accordingly.
  • [CPPCMEFAST-175] - Sequence number should be unsigned integer.
  • [CPPCMEFAST-177] - Update API to use OnixS::CME::MarketData namespace instead of OnixS::CmeFastHandler.
  • [CPPCMEFAST-178] - Consolidated book should be logged when full book logging is requested.

Information Request

  • [CPPCMEFAST-155] - Command to reset the internal Onix order books needed

New Feature

  • [CPPCMEFAST-63] - Handler::getFilters method
  • [CPPCMEFAST-87] - toString() and messageSequenceNumber() methods needed in SecurityDefinition and SecurityStatus classes
  • [CPPCMEFAST-113] - FAQ section is needed
  • [CPPCMEFAST-114] - "Book Updated" vs "Book Changed" FAQ item.
  • [CPPCMEFAST-115] - FAQ Item "If I use onDirectBookChange(..) how can I get the initial snapshot of the book?"
  • [CPPCMEFAST-180] - Microsoft Visual Studio 2010 Support.


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