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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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