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CME MDP Handler 4.8.0

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

New Features and Improvements


CME MDP Handler 4.6.0 

New Features and Improvements

  • Added Connection API
  • Bugfixes and improvements

 

CME MDP Handler 4.5.1

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 

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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