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OnixS C++ CME Market Data Handler
2.56.0.0
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OnixS C++ CME Market Data Handler
2.56.0.0
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Since this Release the Handler supports order books natural refresh as separate execution mode. In this mode Handler processes market data without using any recovery facilities and as soon as data is received on incremental feeds. As a drawback of this mode, order books may not be fully recovered and thus data for certain price levels may absent.
For more information of natural refresh, please see Maintaining Books by Natural Refresh.