OnixS C++ CME Market Data Handler  2.56.0.0
Redesigned Books Changes

Class encapsulating data related with atomic book change (OnixS::CME::MarketData::BookChange) has also been redesigned. Class has been split into multiple classes basing on book type criteria. As a result, API exposes OnixS::CME::MarketData::DirectBookChange and OnixS::CME::MarketData::ImpliedBookChange classes.

Class members providing access to change details like price, quantity and number of orders now have different signatures to explicitly define data availability if data presence is optional. For example, previously, members returned numeric value even if underlying data was actually absent in the change. Now, members return boolean value indicating whether underlying data is present. Actual data is accessed via members parameters.

Note
Corresponding event listeners were updated in order to reflect changes.