Release Notes - C++ CME MDP3 Market Data Handler - Version 3.6.1.0

New Feature

• [CCMEMDH-542] - Market Event related listeners
• [CCMEMDH-527] - Support new data fields introduced in New Schema (SBE templates version 6).
• [CCMEMDH-490] - Failover to secondary feed in case of data absence on primary feed
• [CCMEMDH-472] - Recovery & Arbitration: Reporting Feed Sequence Issues
• [CCMEMDH-442] - Support Visual Studio 2015
• [CCMEMDH-430] - Parameterize Handler instance with Watch service

Improvement

• [CCMEMDH-539] - BREAKING CHANGE: Expose public fields via property style functions
• [CCMEMDH-515] - Eliminate erasing packet reception time for queued incrementals.
• [CCMEMDH-503] - DirectBookChange::toString() should use price(), quantity() and numberOfOrders() instead of priceLevelData()
• [CCMEMDH-479] - Improvements into market state recovery to handle better inconsistent recovery loops
• [CCMEMDH-476] - HaltReason=6 (Recovery in Process)
• [CCMEMDH-469] - BREAKING CHANGE: RFQ received for filtered contract

Bug

• [CCMEMDH-519] - TradeIndex sometimes begins with 1, should be 0
• [CCMEMDH-500] - lastAppliedSecurityLevelSeqNumber should be copied, when obtaining book snapshot.