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- [JAVACMEFAST-185] - Handler should process security definitions in incremental feed, event if it were outdated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