OnixS News: Release Notes - .NET CME FIX/FAST Market Data Handler

Tuesday, 23 July 2013

Improvement

[NETCMEFAST-321] - Speed up book re-synchronization when SecurityID filtering is activated
[NETCMEFAST-319] - Speed up security definitions re-synchronization when SecurityID filtering is activated
[NETCMEFAST-318] - Filters like SecurityIDFilter can be added during normal work
[NETCMEFAST-317] - Filtered descriptions should be purged after security definitions receiving complete
[NETCMEFAST-314] - If there is a filter for security id and all snapshots for specified securities received, book re-synchronization can be finished, even if not all snapshots received.
[NETCMEFAST-311] - Process security definition while replaying cached incrementals even if it was oudated

[NETCMEFAST-320] - Ability to define order book depths for the instruments whose definitions were not previously received.
[NETCMEFAST-303] - Add support of tag 1300 MarketSegmentID and tag 1003 TradeID

[NETCMEFAST-312] - Use instrument id instead of message SeqNum to determine if book re-synchronization was finished.