Improvement

  • [CPPCMEFAST-860] - CODE BREAKING CHANGES: Book cloning refactored.
  • [CPPCMEFAST-798] - Stream output operator should be defined for the Error class.
  • [CPPCMEFAST-797] - Stream output operator should be defined for the Warning class.
  • [CPPCMEFAST-783] - Improve TCP Replay service to eliminate blocking market data processing for undefined period of time.
  • [CPPCMEFAST-774] - New filtering members
  • [CPPCMEFAST-744] - Replay of logs with non-default file names should be described in "Replaying Log Files" section of Programming Guide
  • [CPPCMEFAST-736] - CODE BREAKING CHANGES: Market Data Objects (Book, Book Change, Trade, Statistics, etc) refactored.
  • [CPPCMEFAST-735] - CODE BREAKING CHANGES: FIX messaging services redesigned.
  • [CPPCMEFAST-386] - On Linux sample should check the reverse path filtering for the specified network interface and log a warning if it is activated.
  • [CPPCMEFAST-309] - Reduce local latency

New Feature

  • [CPPCMEFAST-856] - CODE BREAKING CHANGES: Decimal class is used instead of double to operate over prices.
  • [CPPCMEFAST-823] - Defining size for log volumes being produced by the Handler
  • [CPPCMEFAST-487] - Add ability to set the prefix of the log file name
  • [CPPCMEFAST-122] - Support Natural (Book) Refresh