Friday, 30 June 2023

Release Notes - CME MDP Premium Market Data Handler C++ - Version 5.8.0

Improvement

  • [CCMEMDH-1845] - Add Security::userData
  • [CCMEMDH-1843] - BREAKING CHANGE: rename ReplaySupplements to ReplaySettings
  • [CCMEMDH-1823] - BREAKING CHANGE: move connectivityConfigurationFile(..) from FeedSettings to HandlerSettings
  • [CCMEMDH-1821] - Rename the product to "C++ CME MDP Premium Market Data Handler"
  • [CCMEMDH-1816] - BREAKING CHANGE: remove MDH::initialize
  • [CCMEMDH-1811] - BREAKING CHANGE: rename FeedEngineThreads to FeedEngineThreadPool
  • [CCMEMDH-1807] - BREAKING CHANGE: Introduce default logging
  • [CCMEMDH-1802] - Support Visual Studio 2022
  • [CCMEMDH-1052] - Include the multicast packets gap analyzer into the distribution package

New Feature

  • [CCMEMDH-1775] - Add ability to replay snapshots from pcap

Bug

  • [CCMEMDH-1773] - HandlerListener::onEndOfMarketRecovery call can be omitted
  • [CCMEMDH-1763] - The handler can stuck in snapshot recovery
  • [CCMEMDH-1752] - Typo in the code snippet depicting how to setup Handler to join in pre-opening.

Release Notes - CME MDP Market Data Handler C++ - Version 5.8.0

Improvement

  • [CCMEMDH-1845] - Add Security::userData
  • [CCMEMDH-1843] - BREAKING CHANGE: rename ReplaySupplements to ReplaySettings
  • [CCMEMDH-1823] - BREAKING CHANGE: move connectivityConfigurationFile(..) from FeedSettings to HandlerSettings
  • [CCMEMDH-1821] - Rename the product to "C++ CME MDP Premium Market Data Handler"
  • [CCMEMDH-1816] - BREAKING CHANGE: remove MDH::initialize
  • [CCMEMDH-1811] - BREAKING CHANGE: rename FeedEngineThreads to FeedEngineThreadPool
  • [CCMEMDH-1802] - Support Visual Studio 2022
  • [CCMEMDH-1052] - Include the multicast packets gap analyzer into the distribution package

New Feature

  • [CCMEMDH-1775] - Add ability to replay snapshots from pcap

Bug

  • [CCMEMDH-1773] - HandlerListener::onEndOfMarketRecovery call can be omitted
  • [CCMEMDH-1763] - The handler can stuck in snapshot recovery
  • [CCMEMDH-1752] - Typo in the code snippet depicting how to setup Handler to join in pre-opening.

Friday, 23 June 2023

Monday, 19 June 2023

Release Notes - FIX Engine for .NET Core/.NET 6 - Version 1.10.1

Improvement

Bug

Tuesday, 13 June 2023

Release Notes - CME iLink 3 Binary Order Entry Java - Version 1.0.7

Improvement

Monday, 12 June 2023

Release Notes - CME STP FIX update 20230302

Update details: OnixS FIX Support Pack update for CME STP FIX - update for FIX API specification <20230302>

Update details: samples updated for the latest .NET Core FIX Engine supporting .NET Core 6.0

Updated reference implementation sample distributions incorporating the FIX Dialect and reference implementation samples can be downloaded from here:

OnixS.Net.Core.CmeStpFix.1.2.0.zip

Download authentication credentials:

User: netCore
Password: 6Ss6CpH7AkcuYKtfGZKang

Updated individual FIX Dialect files, which reflect the corresponding changes, can be downloaded from here:

CmeStpFix.xml

FIX Dialect Download authentication credentials
User: fixDialect
Password: K1D7&S~TG1R>

All FIX Dialects are session-level dialects. This requires explicit dialect specification while creating message and session objects.

You can find more information about session-level FIX dialects for: