CME MDP3 C++ - Release Notes

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.

New Features and Improvements

• 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.

New Features and Improvements

• 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.

New Features and Improvements

• 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.

New Features and Improvements

• 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

New Features and Improvements

• 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

New Features and Improvements

• 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

New Features and Improvements

• Added Connection API

• Bugfixes and improvements

CME MDP Handler 4.5.1

CME MDP Handler 4.5.1 released on July 10, 2015

New Features and Improvements

• 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

New Features and Improvements

• Added Raw Data API

• Added consolidated order book top

• Added BenchmarkClient sample

• Added automatic switching to/from backup data feeds

• Added MarketDataServiceSequenceOptions::ignorePacketGaps option

• Stand-alone packaging