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.
Additional Windows, Linux and Solaris x86 C++ supported platform implementations available upon request. Email support@onixs.biz