Friday, 18 December 2015

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 3.0.3.5

New Feature

Improvement

Wednesday, 16 December 2015

Release Notes - C++ CME MDP3 Market Data Handler - Version 3.7.0.0

Improvement

  • [CCMEMDH-571] - Update packet subsystem to reflect recent SBE decoding improvements

New Feature

Bug

Tuesday, 17 November 2015

Release Notes - Java FIX Engine - Version 1.22.1

Improvement

  • [JAVA-1226] - Create more exception types, that will describe logonAsInitiator() failure
  • [JAVA-1232] - Add CannotEstablishLinkException to Session.logonAsInitiator method

Bug

  • [JAVA-1214] - Connection lose before FIX session is established cause NPE

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.

Monday, 16 November 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.9.2

New Feature

  • [JCMEMDH-266] - Implement ISecurityDefinition.clone()
  • [JCMEMDH-265] - Implement IFieldSet.clone() and IMessage.clone()

Improvement

  • [JCMEMDH-251] - BREAKING CHANGE: Statistics properties are removed from IOrderBook interface
  • [JCMEMDH-242] - BREAKING CHANGE: Rename TradeEventArgs.getTradeIndex() to TradeEventArgs.getCurrentTradeIndexInEvent()

Wednesday, 11 November 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.9.1

Bug

  • [JCMEMDH-263] - Handler build implied books, despite the instructions to maintain only regular books

Improvement

  • [JCMEMDH-260] - BREAKING CHANGE: Remove IMessage parameter from callbacks where IGroup present
  • [JCMEMDH-255] - Use log instead of console output in SBE package
  • [JCMEMDH-254] - Update Programming Guide to display new SBE API usage
  • [JCMEMDH-246] - If field with wrong type requested from fieldset, exception other than TagNotFoundException should be thrown
  • [JCMEMDH-243] - BREAKING CHANGE: Remove getDataBlockIndex() member from EventArgs

New Feature

  • [JCMEMDH-244] - Implement IFieldSet IGroup.getParent() method

Release Notes - C++ CBOE Streaming Market (CSM) Data Handler - Version 1.2.3.0

Improvement

  • [CCSMCDH-123] - Add PacketGapListener
  • [CCSMCDH-119] - BREAKING CHANGE: Rename DataSource::packetMessageNumber to DataSource::messageIndex

Tuesday, 10 November 2015

Release Notes - .NET CME Cleared Trades (STP) Handler - Version 2.6.4.0

Bug

  • [NETCMECTH-130] - Multiple instances of Session causes garbled packets receiving

Friday, 6 November 2015

Release Notes - Java CME Drop Copy - Version 4.1.0

New Feature

  • [JCMEDC-21] - Automatic switching between primary and backup sessions

Wednesday, 4 November 2015

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.3.0.0

Bug

  • [CPPICEIMPACT-574] - Missing last character from "Error Response Message" in onWarning
  • [CPPICEIMPACT-573] - Handler blocked after obtaining product definitions

Improvement

  • [CPPICEIMPACT-569] - BREAKING CHANGE ThreadModel::SharedQueue is no longer supported
  • [CPPICEIMPACT-549] - FeedListener::onMulticastMessageBlockEnd behavior should be changed
  • [CPPICEIMPACT-545] - BREAKING CHANGE: OrderBookUpdateListener::onOrderBookUpdated signature changed
  • [CPPICEIMPACT-544] - BREAKING CHANGE: OrderBookBundleUpdateListener::onOrderBookUpdated should be renamed
  • [CPPICEIMPACT-532] - BREAKING CHANGE: Replace OffMarketTradeType::Undefined with OffMarketTradeType::Regular

New Feature