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CME MDP Handler 6.1.1
released on Aug 10, 2022
Set policy and priority on Linux
Added cdeUdpPacketProcessed event
OnPacket callback is now called from under the channel mutex
Ignore SnapshotRefreshTopOrders59 in incremental & snapshot feeds
Fixed TCP Recovery for Brokertec(using Tcprecovery.xml schema)
CME MDP Handler 6.0.0
released on Sep 27, 2021.
- [+] EBS support - switched to new schema version 12(templates_FixBinary_v12.xml)
CME MDP Handler 5.3.2
CME MDP Handler 5.3.2 released on May 11, 2020.
- Fixed incorrect processing of MBO message MDIncrementalRefreshOrderBook47
CME MDP Handler 5.3.1
CME MDP Handler 5.3.1 released on August 17, 2018.
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- Added gcc6.1/C++14 support
- Added Instrument::LockGuard helper class, it allows access instrument state from arbitrary threads
- Added missing MarketDataServiceSequenceOptions::delayedPacketGap_ property
- Fixed segfault when disconnecting from snapshot feed
- Bug fixes and improvements.
CME MDP Handler 5.2.0
CME MDP Handler 5.2.0 released on July 17, 2018.
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- Implemented price precision extension changes (templates_FixBinary_v9.xml)
- Added generic Tag-Value message interface
- Added buffer overrun checks for SBE iterators
CME MDP Handler 5.1.0
CME MDP Handler 5.1.0 released on May 07, 2018.
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- Added new callback to InstrumentListener propagating OrderIDEntries(tag 37705) from MDIncrementalRefreshTradeSummary message.
- Added new compiler support - MS Visual Studio 2017.
CME MDP Handler 5.0.0
CME MDP Handler 5.0.0 released on August 31, 2017.
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- Added MBO support.
- Added support of TCP Historical Replay feeds.
- Added pre-generated SBE messages with 0(1) access time to message fields; using XML in runtime has discontinued.
- Added new compilers support - gcc48; support of gcc44 has discontinued.
- Bugfixes and improvements.
CME MDP Handler 4.9.0
CME MDP Handler 4.9.0 released on January 24, 2017
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- Added possibility to disable snapshot recovery (to reduce bandwidth consumption and computing overhead on mid-day subscription)
- Added functionality to skip empty UDP packets while replaying pcap dumps (to reduce bandwidth consumption and computing overhead).
- Added ChannelDataEventType::cdeFeedFail event to handle the case when the snapshot recovery fails.
- Added new compiler support (MS Visual Studio 2015).
- Bugfixes and improvements.
CME MDP Handler 4.8.0
CME MDP Handler 4.8.0 released on November 03, 2015
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- Added market data dump / replay utilities allowing clients capturing market data UDP packets and saving them into binary files for subsequent decoding and replay
- Added Instrument::getLastTransactTime function
CME MDP Handler 4.7.0
CME MDP Handler 4.7.0 released on October 12, 2015
New Features and Improvements
- Added support for BVMF MDP 3.0 market data feeds
- Bugfixes and improvements
CME MDP Handler 4.6.0
CME MDP Handler 4.6.0 released on September 15, 2015
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- Added Connection API
- Bugfixes and improvements
CME MDP Handler 4.5.1
CME MDP Handler 4.5.1 released on July 10, 2015
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- Performance improvements
- Added nanoseconds precision in timestamps
- Added extended instrument definition fields
- Added handling of no-snapshot instruments
- Bugfixes and improvements
CME MDP Handler 4.4.2
CME MDP Handler 4.4.2 released on April 01, 2015
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