Release Notes - C++ CME MDP3 Market Data Handler - Version 3.9.0.0

PREVIEW release with Market By Order (MBO) support

In order to speed up the development of customer systems to support the upcoming Market By Order (MBO) functionality we publish this PREVIEW release.

Using this release OnixS has passed the MBO related CME AutoCert+ tests, the certification tips and replay log files are attached to the corresponding Jira tickets.

• NOTE This preview release should NOT be used in Production.
• NOTE To make sure that the existing Market By Price functionality works correctly after the introduction of MBO market data in Production it is required to migrate to the version 3.8.0.0 .

Information about the availability of MBO can be found in CME Globex Notices.

Task

• [CCMEMDH-786] - AutoCert+: Channel Reset for Market by Order
• [CCMEMDH-784] - AutoCert+: Implied Recovery Test for Market by Order Systems
• [CCMEMDH-783] - AutoCert+: Implied Order Book Management for Market by Order Systems
• [CCMEMDH-778] - AutoCert+: Book Management Messages for Market by Order test case
• [CCMEMDH-777] - AutoCert+: Recovery Test for Market by Order

New Feature

• [CCMEMDH-740] - Implement Market By Order order book

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.12.1

Improvement

• [JCMEMDH-355] - Latency improved by 60%

New Feature

• [JCMEMDH-322] - Natural Refresh recovery mode
• [JCMEMDH-283] - Direct Threading model

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 4.0.0.8

Improvement

• [CPPEEMDIRDI-511] - Added EOBI::SecurityTradingEvent::securityTradingEvent field
• [CPPEEMDIRDI-510] - Added EOBI::AuctionClearingPrice::imbalanceQty field

Release Notes - C++ Eurex T7 Enhanced Trading Interface (ETI) Handler - Version 4.0.0.0

New Feature

• [CPPEUREXETI-200] - Become ready to Introduction of Release 4.0 on 21 November 2016

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.5.0.0

New Feature

• [CPPICEIMPACT-643] - MessageInfo::numberOfMessages
• [CPPICEIMPACT-639] - Support iMpact Multicast Feed Message Specification version 1.1.25

Improvement

• [CPPICEIMPACT-606] - BREAKING CHANGE: HandlerSettings::receivingThreadAffinity renamed to processingThreadAffinity

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 4.0.0.7

Improvement

• [CPPEEMDIRDI-509] - Update for templates v4.0.4 (Extended Market Data Service)

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.11.0

Improvement

• [JCMEMDH-352] - BREAKING CHANGE: BooksMaintenanceOptions enum was removed
• [JCMEMDH-349] - Improve Thread Naming
• [JCMEMDH-342] - Provide access to securityStatusMessage in SecurityStatusChangedEventArgs for snapshot message
• [JCMEMDH-339] - Major Update: MBO incremental 43 should be ignored

New Feature

• [JCMEMDH-346] - Add an option to turn off recovery
• [JCMEMDH-331] - Add receiveTime parameter to TradeEventArgs

Release Notes - Java ICE Private Order Feed - Version 1.1.0

Improvement

• [JICEPOF-2] - CRITICAL UPDATE: Support FIX POF v2.0 JAVA

Release Notes - Java Hotspot ITCH Market Data Handler - Version 1.4.2

Bug

• [JAVAHOTSPOTITCH-33] - Thread.interrupted(..) is set to true in DisconnectListener.onDisconnect(..) callback

Improvement

• [JAVAHOTSPOTITCH-32] - Gracefully shutdown receiving thread

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 4.0.0.6

Improvement

• [CPPEEMDIRDI-506] - Update for templates v4.0.2

Release Notes - Java ICE FIX Trade Capture - Version 2.7.1

Improvement

• [JAVAICEFIXTC-175] - Remove artifacts of previous versions

Release Notes - .NET ICE FIX Private Order Feed - Version 1.2.0.0

Improvement

• [NETICEPOF-56] - CRITICAL UPDATE: Support FIX POF v2.0

Release Notes - Java ICE FIX Trade Capture - Version 2.7.0

Improvement

• [JAVAICEFIXTC-172] - CRITICAL UPDATE: Support FIX Trade Capture v3.2

Release Notes - C++ ICE FIX Trade Capture - Version 1.13.0.0

Improvement

• [CPPICETC-53] - CRITICAL UPDATE: Support FIX Trade Capture v3.2

Release Notes - .NET ICE FIX Trade Capture - Version 2.19.0.0

Improvement

• [ICETC-336] - CRITICAL UPDATE: Support FIX Trade Capture v3.2