Thursday, 27 March 2014

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.51.0.0

Improvement

  • [CPPCMEFAST-895] - Members of PacketsPullingStrategies::Enum should be documented.
  • [CPPCMEFAST-893] - Benchmark sample should store the recorded latencies to a file
  • [CPPCMEFAST-879] - Stats never populating close_price
  • [CPPCMEFAST-870] - CODE BREAKING CHANGE: Underlying, Leg members
  • [CPPCMEFAST-862] - StringRef and String should have cast to std::string operator and between each other
  • [CPPCMEFAST-861] - StringRef and String < compare operator

Monday, 24 March 2014

Release Notes - Java FIX Engine - Version 1.11.2

Improvement

  • [JAVA-897] - Session#setOutSeqNum saves sequence number to session storage
  • [JAVA-893] - Make PluggableStorageSample non-interactive
  • [JAVA-892] - ReconnectorBuySide shouldn't log ERROR during normal workflow
  • [JAVA-889] - Make scheduler to manage session in the SimpleAcceptor app
  • [JAVA-810] - Upgrade to "scheduler-settings-1.6.xsd"
  • [JAVA-785] - Transition to the same state should not happen

Monday, 17 March 2014

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, RDI) Handler - Version 2.2.0.1

New Feature

  • [CPPEEMDIRDI-378] - CODE BREAKING CHANGE: Add transactTime method to OrderMassDelete message
  • [CPPEEMDIRDI-377] - CODE BREAKING CHANGE: Add transactTime method to OrderDelete message
  • [CPPEEMDIRDI-376] - CODE BREAKING CHANGE: Added onOrderModifySamePriority callback to OrderDataListener.

Improvement

  • [CPPEEMDIRDI-371] - Improve logging of warnings while internal orderbook management
  • [CPPEEMDIRDI-370] - Reset interface descriptor information on snapshot cycle start.
  • [CPPEEMDIRDI-367] - Add Eurex Exchange's T7 Release 2.1 support

Tuesday, 11 March 2014

Release Notes - C++ eSpeed Multicast Market Data Handler - Version 1.4.1.0

Improvement

  • [CPPBGCESPEEDMD-37] - Send MarketDataListener::onPriceLevelRemoved in reverse order

Thursday, 6 March 2014

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.50.14.0

Improvement

  • [CPPCMEFAST-860] - CODE BREAKING CHANGES: Book cloning refactored.
  • [CPPCMEFAST-798] - Stream output operator should be defined for the Error class.
  • [CPPCMEFAST-797] - Stream output operator should be defined for the Warning class.
  • [CPPCMEFAST-783] - Improve TCP Replay service to eliminate blocking market data processing for undefined period of time.
  • [CPPCMEFAST-774] - New filtering members
  • [CPPCMEFAST-744] - Replay of logs with non-default file names should be described in "Replaying Log Files" section of Programming Guide
  • [CPPCMEFAST-736] - CODE BREAKING CHANGES: Market Data Objects (Book, Book Change, Trade, Statistics, etc) refactored.
  • [CPPCMEFAST-735] - CODE BREAKING CHANGES: FIX messaging services redesigned.
  • [CPPCMEFAST-386] - On Linux sample should check the reverse path filtering for the specified network interface and log a warning if it is activated.
  • [CPPCMEFAST-309] - Reduce local latency

New Feature

  • [CPPCMEFAST-856] - CODE BREAKING CHANGES: Decimal class is used instead of double to operate over prices.
  • [CPPCMEFAST-823] - Defining size for log volumes being produced by the Handler
  • [CPPCMEFAST-487] - Add ability to set the prefix of the log file name
  • [CPPCMEFAST-122] - Support Natural (Book) Refresh

Monday, 3 March 2014