Release Notes - C++ CME FAST Market Data Handler - Version 2.13.1.2

Release Notes - C++ CME FAST Market Data Handler - Version 2.13.1.2

Improvement

• [CPPCMEFAST-316] - Security Definitions should NOT be filtered anymore
• [CPPCMEFAST-319] - CME PriceLevel object should break down/distinguish between implied and direct quantity when obtained from a consolidated order book
• [CPPCMEFAST-325] - Encapsulation of public fields into inline members desired for PriceLevel structure.
• [CPPCMEFAST-344] - Heartbeats received via snapshot channel should be ignored
• [CPPCMEFAST-347] - By default Sample Application should replay canned data from Cert environment
• [CPPCMEFAST-349] - Copyright year should be changed from '2004-2011' to '2005-2012'
• [CPPCMEFAST-350] - In all publich *.h files, internal files as well as sample programs the copyright year should be set to 2005-2012.
• [CPPCMEFAST-351] - "Conectivity troubleshooting" section should be added to Programmer's Guide
• [CPPCMEFAST-354] - Ability to get order books from snapshots when no live data is available

Information Request

• [CPPCMEFAST-318] - Track Level 1 data only?
• [CPPCMEFAST-355] - Warning message

New Feature

• [CPPCMEFAST-71] - Handler::addSecurityDescriptionFilter(..) method is needed

Task

• [CPPCMEFAST-337] - Publish Programmer's Guide on-line

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 2.10.0.0

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 2.10.0.0

Bug

• [CPPICEIMPACT-132] - Not always receiving onMulticastMessageBlockEnd() with expected MarketType value
  
• [CPPICEIMPACT-123] - CPU usage is 100%
  
• [CPPICEIMPACT-129] - maximumNumberOfSnaphotRecoveryAttempts = 1 does not appear to work
  
• [CPPICEIMPACT-123] - CPU usage is 100%
  

Improvement

• [CPPICEIMPACT-134] - Send information on which marketIDs have been updated in onMulticastMessageBlockEnd
  
• [CPPICEIMPACT-130] - Send out messages while handler is waiting for snapshots
  
• [CPPICEIMPACT-131] - MessageInfo to also include the base sequence number of packet
  
• [CPPICEIMPACT-121] - Threading model in the handler
  

New Feature

• [CPPICEIMPACT-124] - Support iMpact Multicast Feed Message Specification version 1.1.11
  
• [CPPICEIMPACT-125] - Support iMpact Multicast Feed Message Specification version 1.1.12
  
• [CPPICEIMPACT-122] - Report session number and message sequence number
  

Task

• [CPPICEIMPACT-128] - Prepare build to check timeout in message queue
  

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

 

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.4.1.3

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.4.1.3

Bug

• [CPPEUREXMDH-150] - Missing price level in Eurex EBS
  

Improvement

• [CPPEUREXMDH-156] - Improve subscribe/unsubscribe
  
• [CPPEUREXMDH-158] - Snapshot retries to be logged as a warning
  
• [CPPEUREXMDH-159] - Improve top of book management
  
• [CPPEUREXMDH-167] - Decreased latency
  
• [CPPEUREXMDH-171] - Setting::networkInterface_ member should be shown in Sample applications
  
• [CPPEUREXMDH-174] - ExecutingSystemTypes should be documented
  
• [CPPEUREXMDH-175] - GatewayLocationIdentifiers should be documented
  
• [CPPEUREXMDH-176] - LevelUpdate should be documented
  
• [CPPEUREXMDH-177] - MatchingTypeCodes should be documented
  
• [CPPEUREXMDH-178] - Snapshot should be documented
  
• [CPPEUREXMDH-179] - StratMatchCodes should be documented
  
• [CPPEUREXMDH-181] - Update Benchmark sample
  

New Feature

• [CPPEUREXMDH-154] - Benchmark Sample
  

Task

• [CPPEUREXMDH-145] - Latency optimization (decreased up to 40%)
  

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

 

Release Notes - .NET Eurex EBS Market Data Handler - Version 3.4.0.4

Release Notes - .NET Eurex EBS Market Data Handler - Version 3.4.0.4

Improvement

• [DNEBS-61] - Latency optimization
  

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

 

Release Notes - C++ LIFFE CCG Binary Trading Handler - Version 1.15.0.0

Release Notes - C++ LIFFE CCG Binary Trading Handler - Version 1.15.0.0

Improvement

• [CPPUTPCCG-88] - More information is required when unable to connect to the exchange
  

New Feature

• [CPPUTPCCG-89] - Provide all messages sent & received
  

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz