Release Notes - C++ LSE Level 2 ITCH Market Data Handler - Version 1.1.5.0

Bug

• [CPPLSEITCH-126] - Bug with processing cached messages after recovery

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.1.0.0

Task

• [NCMMDH-63] - Review May 5 MDP3.0 update

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.1.0

Task

• [JCMEMDH-80] - Review May 5 MDP3.0 update

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.53.1.0

Improvement

• [CPPCMEFAST-956] - Filters modification while processing instrument definitions from secdef.dat
• [CPPCMEFAST-954] - Multiple firings of channel books reset event.

New Feature

• [CPPCMEFAST-955] - Retrieving order book snapshot at any time.

Release Notes - C++ LSE Level 2 ITCH Market Data Handler - Version 1.1.4.0

New Feature

• [CPPLSEITCH-124] - Add onReplayCompleted callback to MessageListener

Release Notes - C++ LSE Level 2 ITCH Market Data Handler - Version 1.1.3.0

New Feature

• [CPPLSEITCH-122] - Add secondary feed Replay and Recovery TCP services

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.13.0

Task

• [JAVACMEFAST-286] - Migrate to FIX Engine 1.16.0

Release Notes - C++ LSE Level 2 ITCH Market Data Handler - Version 1.1.2.0

New Feature

• [CPPLSEITCH-121] - Add minReconnectingTimeout setting
• [CPPLSEITCH-120] - Add onRecoveryCompleted callback to MessageListener

Bug

• [CPPLSEITCH-119] - No callbacks during recovery

Release Notes - Java FIX Engine - Version 1.16.0

Bug

• [JAVA-974] - User-defined message doesn't have all header and trailer fields in FIX 5.0 SP1 and SP2

Release Notes - .NET CME FIX/FAST Market Data Handler - Version 2.23.0.0

Bug

• [NETCMEFAST-419] - Fix log recording for log replay

Release Notes - .NET CME FIX/FAST Market Data Handler - Version 2.22.0.0

Improvement

• [NETCMEFAST-418] - BREAKING CHANGE: change securityId type from string to int
• [NETCMEFAST-417] - BREAKING CHANGE: Add ISecurityDefinition instead of SecurityId to TradeEventArgs and StatisticsEventArgs

Release Notes - .NET CME FIX/FAST Market Data Handler - Version 2.21.0.0

Bug

• [NETCMEFAST-411] - Version 2.20 of .NET.CME.FAST.Handler-net-4.5-x86 does not work.
• [NETCMEFAST-388] - Subchannel filtering doesn't work.

Improvement

• [NETCMEFAST-394] - Handler should switch to BooksResynchronizationFinished after replaying of queued incrementals
• [NETCMEFAST-392] - CODE BREAKING CHANGE: remove dialect file. Handler will construct dialect from templates file.
• [NETCMEFAST-384] - CODE BREAKING CHANGE: SocketBufferSize should be renamed to UdpSocketBufferSize

New Feature

• [NETCMEFAST-389] - Onixs.CmeFastHandler.LatencyTracking TraceSwitch
• [NETCMEFAST-387] - Direct Threading model
• [NETCMEFAST-386] - Handler.OrderBookUpdatedEventArgs.ProcessingStartedTimestamp
• [NETCMEFAST-385] - Option to check the length of the internal packet queue
• [NETCMEFAST-383] - Option to limit the size of the internal packet queue
• [NETCMEFAST-380] - Latency sample should be added to the distribution package
• [NETCMEFAST-374] - Option to configure the receiving socket buffer size

Release Notes - C++ LSE Level 2 ITCH Market Data Handler - Version 1.1.1.0

Bug

• [CPPLSEITCH-116] - Bug in orderbook management