OnixS News: Release Notes - C++ CME FAST Market Data Handler

Thursday, 9 December 2010

Bug

[CPPCMEFAST-184] - Trade::getTradeDateTime() Not Correct As-Is
[CPPCMEFAST-197] - Handler Fails To Produce Data When Stopping And Introducing Filter And Starting Again
[CPPCMEFAST-217] - Filtering must be manipulated only when the Handler is stopped. Once Handler is started to process market data, filters must not be modified.
[CPPCMEFAST-230] - Crashing if running CME Fix FAST and Fix Engine together

[CPPCMEFAST-73] - Fields lost in shift to new BookUpdateListener model
[CPPCMEFAST-86] - try/catch should be added around user callback functions
[CPPCMEFAST-143] - Pass Session High Bid and Session Low Offer from 35=W via onStatistics()
[CPPCMEFAST-183] - Accessing Message from all Relevant Classes?
[CPPCMEFAST-216] - Displaying prices to the full decimals when running the debug mode
[CPPCMEFAST-227] - Exchange timestamp as seen in message
[CPPCMEFAST-232] - Handler::getBook deprecated.
[CPPCMEFAST-233] - Naming improvements.
[CPPCMEFAST-234] - Last Best Price statistics.
[CPPCMEFAST-235] - Trade-related improvements
[CPPCMEFAST-236] - Ability to obtain original message instance via MessageProcessingListener::onProcessingEnd().
[CPPCMEFAST-237] - MessageGapListener deprecated.

[CPPCMEFAST-61] - Timestamp that represents the first time the source multicast packet is received from the kernel (for the purposes of latency measurement)
[CPPCMEFAST-211] - Trade::receivingTimestamp() method is needed
[CPPCMEFAST-218] - Message::receivingTimestamp() method
[CPPCMEFAST-219] - Log replay feature

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