Tuesday, 27 January 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.4.0

Improvement

  • [JCMEMDH-161] - BREAKING CHANGES: OrderBookUpdated callbacks should be called after corresponding MatchEventIndicator received

New Feature

  • [JCMEMDH-160] - Add OrderBookUpdatedEventArgs.getMessage() method
  • [JCMEMDH-61] - Add Market Data events support

Monday, 26 January 2015

Release Notes - Java CME Drop Copy - Version 1.1.1

Bug

  • [JCMEDC-13] - Handler did not report manually requested messages, if them already were processed

Thursday, 22 January 2015

Release Notes - C++ CME Drop Copy - Version 1.3.1.0

Bug

  • [CPPCMEDRCPY-35] - Handler did not report manually requested messages, if them already were processed

Release Notes - .NET CME Drop Copy - Version 1.8.2.0

Bug

  • [NETCMEDRCPY-79] - Handler did not report manually requested messages, if them already were processed

Monday, 19 January 2015

Release Notes - C++ ICE FIX Trade Capture - Version 1.9.0.0

Improvement

  • [CPPICETC-32] - CRITICAL UPDATE: Implement dialect changes from 2.0.37 specification

Release Notes - Java ICE FIX Trade Capture - Version 2.3.0

Improvement

  • [JAVAICEFIXTC-137] - CRITICAL UPDATE: Implement dialect changes from 2.0.37 specification

Release Notes - .NET ICE FIX Trade Capture - Version 2.14.0.0

Improvement

  • [ICETC-212] - CRITICAL UPDATE: Implement dialect changes from 2.0.37 specification

Tuesday, 13 January 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.3.1

Improvement

  • [JCMEMDH-153] - BREAKING CHANGE: getNetChangeFromPreviousDay parameter in TradeEventArgs is no longer available
  • [JCMEMDH-147] - BREAKING CHANGE: getTradeVolume parameter in TradeEventArgs is no longer available

Information Request

  • [JCMEMDH-152] - BREAKING CHANGE: Change Packet sequence number type from int to long

New Feature

  • [JCMEMDH-150] - Add getSendingTime() method to StatisticsEventArgs class

Bug

  • [JCMEMDH-149] - TopOfTheBookUpdated was called even if top of the book was not changed.

Friday, 9 January 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.3.0

Bug

New Feature

  • [JCMEMDH-138] - Make packet cache maximum size configurable
  • [JCMEMDH-132] - Expose tag 1151 in ISecurityDefinition

Improvement

  • [JCMEMDH-134] - Security Definitions shoud be reported like other messages
  • [JCMEMDH-133] - Handler should switch to BooksResynchronizationFinished after replaying of queued incrementals
  • [JCMEMDH-129] - Create SecurityId interface
  • [JCMEMDH-125] - In case of PacketCacheOverflow the name of the packetQueueMaxSize configuration setting should be added to the warning message.
  • [JCMEMDH-100] - The default value of the UDP buffer size should be set to 4MiB

Friday, 2 January 2015

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.56.0.0

Improvement

  • [CPPCMEFAST-1229] - BREAKING CHANGE: Default settings have been changed.
  • [CPPCMEFAST-1190] - The CME environment Id should be written to the log file
  • [CPPCMEFAST-1184] - ioCompletionWaitTime should be described in the "Low Latency Best Practices" section
  • [CPPCMEFAST-1174] - The default value of the UDP buffer size should be set to 4MiB

New Feature