OnixS Homepage

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.13.0.0


Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.13.0.0

31 December 2016

Usage of MBO-related events on channels without MBO data.

If a MBO-related event (MarketByOrderBookChanged or MarketByOrderBookUpdated) is registered with the Handler instance and the Handler is started in the LateJoin mode, then the Handler tries to do the market recovery using the MBO Snapshot feed.

If the corresponding MBO feed is described in the _config.xml_ file but there is no MBO data are sent for the selected channel, then the Handler cannot finish the market recovery.

Due to the reason described above it is critical to use MBO-related listeners on MBO-enabled channels only.

The production launch dates on the per-channel bases can be found at Key Events and Dates.

Task

  • [NCMMDH-331] - BREAKING CHANGE: Order book interfaces
  • [NCMMDH-330] - AutoCert+: Consolidated Recovery Test for Market by Price (implied)
  • [NCMMDH-329] - AutoCert+: Market State Message
  • [NCMMDH-328] - AutoCert+: Complex Book Management - Market By Price
  • [NCMMDH-327] - AutoCert+: Request For Quote Message
  • [NCMMDH-326] - AutoCert+: Channel Reset for Market by Price
  • [NCMMDH-325] - AutoCert+: Statistic Messages
  • [NCMMDH-324] - AutoCert+: Recovery Test for Market by Price (outrights only)
  • [NCMMDH-323] - AutoCert+: Consolidated Book Management Messages for Market by Price (implied)
  • [NCMMDH-322] - AutoCert+: Book Management Messages for Market by Price (outrights only)
  • [NCMMDH-321] - AutoCert+: UDS Instrument Deletion
  • [NCMMDH-320] - AutoCert+: Security Definition Messages For Options and Spreads
  • [NCMMDH-319] - AutoCert+: Security Definition Messages For Options
  • [NCMMDH-318] - AutoCert+: Security Definition Messages For Futures and Spreads
  • [NCMMDH-317] - AutoCert+: Secuty Definition Messages For Futures
  • [NCMMDH-316] - AutoCert+: Implied Order Book Management for Market by Order Systems
  • [NCMMDH-315] - AutoCert+: Implied Recovery Test for Market by Order Systems
  • [NCMMDH-314] - AutoCert+: Recovery Test for Market by Order
  • [NCMMDH-313] - AutoCert+: Channel Reset for Market by Order
  • [NCMMDH-312] - AutoCert+: Book Management Messages for Market by Order test case

New Feature

  • [NCMMDH-311] - Implement MBP from MBO book building feature
  • [NCMMDH-310] - Add support of Request for Quote message
  • [NCMMDH-276] - Natural Refresh recovery mode
  • [NCMMDH-273] - Implement Market By Order order book
  • [NCMMDH-173] - Add switch to setup BookUpdated callback raise policy

Improvement

  • [NCMMDH-308] - BREAKING CHANGE: BooksMaintenanceOptions enum was removed
  • [NCMMDH-307] - Provide access to securityStatusMessage in SecurityStatusChanged event for snapshot message

Bug

  • [NCMMDH-306] - In 3.12 re-start doesn't work after 4-5 attempts

< Return to Main View