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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

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
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