Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.8.4


Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.8.4

23 July 2013

Improvement

  • [JAVACMEFAST-195] - Speed up security definitions re-synchronization when SecurityID filtering is activated
  • [JAVACMEFAST-194] - Filters like SecurityIDFilter can be added during normal work
  • [JAVACMEFAST-192] - Filtered descriptions should be purged after security definitions receiving complete
  • [JAVACMEFAST-187] - Speed up book re-synchronization when SecurityID filtering is activated
  • [JAVACMEFAST-169] - Improve Filter error messages
  • [JAVACMEFAST-162] - MexDer support
  • [JAVACMEFAST-140] - Prevent handler from running two Instrument feeds simultaneously.
  • [JAVACMEFAST-138] - Unsupported incremental messages should be reported as Notifications

Bug

  • [JAVACMEFAST-186] - Use instrument id instead of message SeqNum to determine if book re-synchronization was finished.
  • [JAVACMEFAST-185] - Handler should process security definitions in incremental feed, event if it were outdated

New Feature

  • [JAVACMEFAST-179] - Ability to define order book depths for the instruments whose definitions were not previously received.
  • [JAVACMEFAST-178] - Expose more definitions tags
  • [JAVACMEFAST-172] - Add support of tag 1300 MarketSegmentID and tag 1003 TradeID to CmeFastFixDialect.xml

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