OnixS News: 2011

Sunday, 11 December 2011

Release Notes - C++ Hotspot FXi ITCH Market Data - Version 1.6.2.0

Sub-task

[CPPFXIITCH-40] - Order book sanity check logic should be added to Sample application

Bug

[CPPFXIITCH-39] - Crossed markets

Improvement

[CPPFXIITCH-38] - Decimal implementation

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - .NET Eurex ETS Trading Handler - Version 3.1.1.0

Bug

[DNETS-34] - Handler.DeleteQuote() method fails if a list of DeleteQuoteRequest has more than 1 item in it.

Information Request

[DNETS-33] - Would it not have been advisable to make this field (Inquire Order or Quote request (section 3.10 of the ETS spec)) available wherever it can be used as specified in the ETS spec?

New Feature

[DNETS-32] - "oboSesId" in the TMRequest to delete orders on behalf of a different session

New Feature

[DNETS-35] - OboSesId field should be added to "Inquire Single Order" message

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz.

Release Notes - C++ Eurex ETS Trading Handler - Version 3.1.1.1

Improvement

[CPPEUREXTH-126] - 64-bit libraries should be added to the Setup package

New Feature

[CPPEUREXTH-123] - "oboSesId" in the TMRequest to delete orders on behalf of a different session
[CPPEUREXTH-124] - OboSesId field should be added to "Inquire Single Order" message
[CPPEUREXTH-125] - OboSesId field should be added to "Inquire Order or Quote" message

Bug

[CPPEUREXTH-122] - CPPEUREXTH bugs

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Friday, 9 December 2011

Technical Informational Note: OnixS directConnect NYSE LIFFE UTP XDP C++ FAST Decoder Benchmarks

Technical Informational Note:

OnixS directConnect NYSE LIFFE UTP XDP C++ FAST Decoder Benchmarks

London: Friday 9th December 2011 - OnixS offers the OnixS selfConnect C++ range of FIX Engine and FAST Encoder/Decoder class library implementations that can be used with any ANSI C++ compliant compiler to provide high performance FIX standards based solutions for mission-critical trading systems.

The FAST Encoder/Decoder implementation is used within the OnixS directConnect venue specific solutions where the venue provides FAST Encoded market data feeds. The OnixS directConnect: NYSE LIFFE UTP Exchange Data Puublisher (XDP) Market Data Handler is one such example.

The OnixS directConnect: NYSE LIFFE XDP Market Data Handler provides functionality well beyond just the FAST Market Data decoding. Features include synchronization and recovery, full book management with full Order book depth, and an individual subscription/callback API model allowing the selection of specific product groups. This solution is designed to be closely coupled to automated trading strategies by offloading the book management tasks to a specialized implementation.

This OnixS Technical Informational Note describes, and is specific to, the XDP FAST Decoding performance profile for general reference.

What was benchmarked:

The decoding sample used is based on XDP service #33 (STIR Futures – Level 1 + 2) using two FAST encoded packets consisting of 17 and 2 messages respectively.

For this measurement we took a single sample FAST Encoded Packet and decoded it 2 million times to measure the decoding performance.

Performance Profile Results:

Throughput (messages per second)
	Platforms
Data Stream (# messages/packet)	Win x64	Linux CentOS 6 x64
2	1,788,909	1,910,219
17	1,829,531	1,929,625

Latency (nanoseconds per message)
	Platforms
Data Stream (# messages/packet)	Win x64	Linux RHEL 6 x64
2	559	523
17	547	518

Environment:

We benchmarked on a common hardware platform using 2 different Operating System and compiler environments using the same OnixS code base:

The common hardware platform was an Intel Core i7-2600 @3.4Ghz (Server equivalent Intel Xeon E3-1275) and 16Gb of DDR3 RAM @ 1333Mhz.

The used a single thread use-case in two environments:

• Windows 7 Ultimate 64-bit Edition SP1 with Microsoft Visual C++ 2010 test cases compiled for 64-bit.

• The Linux environment was CentOS 6 ((2.6.32-71.29.1.el6.x86_64)) 64-bit (x64) using gcc 4.4.4.

Summary:

We observed a marginal throughput advantage with CentOS over Windows x64 with CentOS being between 5.5%-6.8% better in throughput.

The latency performance shows a similar profile – CentOS being 5.3%-6.4% less than Windows x64.

Iterating over the sample XDP FAST Encoded Packets shows maximum throughput in excess of 1.9 messages per second on a Linux RHEL 6 x64 platform with a latency of 518 nanoseconds.

This Technical InfoNote is a baseline performance profile for informational purposes only. The only performance that matters is that which users of OnixS solutions see within the target deployment platforms and context. We therefore provide the benchmark code and fast-start reference implementation source code within our standard distributions. We encourage you to execute these tests to measure and profile your own results.

Click here to download this OnixS TechInfoNote in pdf format.

- Ends -

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.3.0.7

Improvement

[CPPEUREXMDH-156] - Improve subscribe/unsubscribe
[CPPEUREXMDH-158] - Snapshot retries to be logged as a warning

New Feature

[CPPEUREXMDH-154] - Benchmark Sample

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - JAVA ICE iMpact Market Data Handler - Version 1.3.1

Bug

[JAVAICEIMPACT-21] - Books continuously cleared and repopulated due to message gaps / refreshes

Improvement

[JAVAICEIMPACT-19] - Use isDebugEnabled()
[JAVAICEIMPACT-20] - Stopping Snapshot Feed

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Release Notes - C++ ICE iMpact Multicast Market Data Handler - Version 2.6.5.0

Bug

[CPPICEIMPACT-64] - Handler cannot be stopped when unable to connect on Linux
[CPPICEIMPACT-65] - Trading status not in FuturesProductDefinition
[CPPICEIMPACT-75] - Handler cannot be stopped when unable to connect and snapshots are enabled on Linux

Information Request

[CPPICEIMPACT-76] - Setting maximumNumberOfSnaphotRecoveryAttempts to -1 doesn't result in the handler state going to SnapshotInProgress

Improvement

[CPPICEIMPACT-61] - Add sequence number field to PriceLevelBookChange and FullOrderDepthBookChange structures
[CPPICEIMPACT-62] - Add BookChnageTypes::Snapshot to identify snapshot events
[CPPICEIMPACT-59] - How to know when snapshot has been obtained and what the snapshot is
[CPPICEIMPACT-63] - Ability to specify tcp settings programatically
[CPPICEIMPACT-67] - Handler start method blocks return until all product definitions received
[CPPICEIMPACT-68] - Improved market filtering
[CPPICEIMPACT-69] - toString() method for the HandlerOptions

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Release Notes - JAVA FIX Engine selfConnect implementations - Version 1.9.34

Bug

[JAVA-411] - Checking session state (for both acceptor and initiator in InboundApplicationMessageListener#onInboundApplicationMessage) causes messages loss

Improvement

[JAVA-400] - Engine.init(..) method should be thread-safe
[JAVA-401] - Every thread created must have a meaning name
[JAVA-412] - Session.reset() should check whether changes to sequence numbers are required
[JAVA-413] - Session scheduler should use "ConnectionRetries.Interval" and "ConnectionRetries.Number" from the engine settings
[JAVA-416] - Aggregate javadoc from different modules
[JAVA-419] - Thread creation listener is called from the newly created thread

New Feature

[JAVA-399] - Session.setResendRequestMaximumRange(int range) method
[JAVA-404] - Add listener for the thread creation event
[JAVA-414] - Add support of session schedule with 2 intervals
[JAVA-415] - Add FIX 4.4 "AD" message type support

Information Request

[JAVA-417] - Questions regarding the Scheduler

Download details

Download links to the OnixS selfConnect latest releases are available here from the OnixS selfConnect FAQ Wiki - current release distribution downloads page

The OnixS Wiki is available to licensed OnixS customers only. If you do not already have permissioned login access, please email support@onixs.biz to create and permission your user ID.

Friday, 2 December 2011

Release Notes - JAVA CME Market Data Handler - Version 1.6.5

Bug

[JAVACMEFAST-66] - HandlerException: Invalid relationship between Bid prices at level 2 and level 3

Tuesday, 29 November 2011

Release Notes - .NET CME FAST Market Data Handler - Version 2.11.4.0

Bug

[NETCMEFAST-195] - Clone method doesn't work correctly for the Consolidated Book

Monday, 28 November 2011

Release Notes - FIX Analyser - Version 1.16.9.0

Bug

[FA-112] - Order Trading Settings window throws an exception
[FA-119] - Custom repeating group (NoPartiIDs) is NOT shown correctly

Monday, 21 November 2011

Press Release: OnixS announces successful Eurex 14 updates

Press Release:

OnixS announces successful Eurex 14 updates

London: Monday 21st November 2011 – On the 8th November 2011 Eurex Group successfully updated to its latest Eurex 14 software release. This release incorporated additional services for non-latency sensitive members, and also updates to the latency critical Eurex Enhanced Broadcast Solution (Eurex EBS) market data and Eurex Enhanced Transaction System (Eurex ETS) order routing services.

OnixS is pleased to announce that the associated updated releases of the OnixS directConnect: Eurex 14 EBS and OnixS directConnect Eurex 14 ETS solutions also went live with all our mutual customers on the same date without issue.

Robert Woodmansey, Managing Director of OnixS said "Eurex is one of the worlds leading derivatives exchanges and the OnixS Eurex 14 EBS and ETS updates are part of our service level commitment to maintain our Direct Market Access solutions for such Exchange updates. Our solutions provide market leading support for latency critical trading strategies while reducing the development and maintenance burden for such updates. We're pleased that our customers have seen this benefit and have been able to migrate smoothly to the latest incarnation of Eurex."

For those interested in more information on OnixS products and evaluation reference implementations are available via info@onixs.biz

- Ends -

About OnixS www.onixs.biz :

OnixS is a specialist software business providing high performance multi-platform, multi-venue market data and trading software solutions with a Pay As You Use (PAYU) subscription commercial model.

The OnixS products include the OnixS selfConnect range of FIX engine and FAST encoder/decoder components with venue specific calibrated FIX dialects and reference implementation source code samples designed to be easily integrated within existing .NET, C++ and Java application frameworks.

The OnixS directConnect products are calibrated and certified market data, trading, drop-copy and clearing solutions for a wide range of exchanges, brokers, liquidity pools and routing networks designed for rapid and efficient integration to automated trading strategies.

For more information contact:

Wayne Meikle

wayne.meikle@onixs.biz

+44 20 7117 0111

Thursday, 17 November 2011

Release Notes - FIX Analyser - Version 1.16.8.0

Bug

[FA-112] - Order Trading Settings window throws an exception
[FA-114] - Unhandled exception when leaving the analyzer open while the access to the summary file became not available
[FA-115] - Exporting FIX Messages to csv format doesn't work consistently
[FA-116] - displaying & expanding prefix makes Analyser unusable

Improvement

[FA-117] - Option for selecting txt editor

Wednesday, 16 November 2011

Release Notes - JAVA ICE iMpact Market Data Handler - Version 1.3.0

New Feature

[JAVAICEIMPACT-16] - Support iMpact Multicast Feed Update Version 1.1.10

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Release Notes - C++ ICE iMpact Multicast Market Data Handler - Version 2.6.0.0

Bug

[CPPICEIMPACT-57] - Strip Info Messages are sent by exchange even when getStripInfoMessages="N" in the configuration

Improvement

[CPPICEIMPACT-51] - Provide option to control snapshot behaviour
[CPPICEIMPACT-59] - How to know when snapshot has been obtained and what the snapshot is

Information Request

[CPPICEIMPACT-58] - onPriceLevelBookChange never called

New Feature

[CPPICEIMPACT-52] - Support iMpact Multicast Feed Update Version 1.1.10
[CPPICEIMPACT-60] - Add option to be able to specify the log directory

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Saturday, 12 November 2011

Release Notes - C++ FIX Engine selfConnect implementations - Version 2.80.0.0

Message::parse(..) is added

Bug

[CPP-292] - InitiatorConnectionSettings is not mentioned in the class list
[CPP-293] - Unable to create a working scheduler xml file
[CPP-314] - SSL-based connection fails on Linux, but works on Windows
[CPP-343] - Exception in Benchmark/Parser sample: Tag number is not detected. (RefSeqNum=1, RefMsgType=D, RefTagID=N/A, dictionary='Standard FIX.4.0')
[CPP-352] - Messages may be missed after erroneous login
[CPP-356] - Problems to Decode Fast Messages

Improvement

[CPP-59] - Ability to use a custom Logout(5) message in Session::logout(..) method.
[CPP-233] - Availabilty of static method: Message::parse(const std::string& rawFixString, Version version)
[CPP-324] - Ability to specify the usage of default system values for 'Connection.ReceiveBufferSize' and 'Connection.SendBufferSize' settings.
[CPP-331] - Remove dependency on crypto.so library
[CPP-332] - Symbolic links to ACE libraries should be added to Linux samples
[CPP-333] - Timestamp::toString() method
[CPP-334] - Availabilty of static method: Message::parse(const std::string& rawFixString, Dialect dialect)
[CPP-335] - Migrate from *.exe setup package to *.zip setup package
[CPP-339] - Message.Set(35,"NewMsgType") should throw an exception
[CPP-341] - Linux setup package name should include information about target operating system, compiler toolset as well as processor architecture
[CPP-347] - 'Tag number is not detected' exception should contain the source string
[CPP-349] - Engine::init(..) method should be thread-safe
[CPP-350] - Session::logonAsAcceptor() should throw an exception if SSL encryption method is specified but either SSL certificate file or SSL private key file is not specified

Information Request

[CPP-326] - Performance question

New Feature

[CPP-98] - Encoder's constructor that accepts DialectId
[CPP-134] - Session::setReasonableTransmissionTime(..) method
[CPP-243] - Support Enhanced CME Globex Resend Logic
[CPP-312] - Timestamp Engine::getLicenseExpirationDate() method
[CPP-336] - Session::setSpecifyLastMsgSeqNumProcessedField(bool specify) method
[CPP-342] - Ability to specify more than one FIX dialect file
[CPP-345] - Session::setResendRequestMaximumRange(int range) method
[CPP-357] - const char* version2string(Version version) method
[CPP-358] - Dialect(Version version) constructor
[CPP-359] - Message::reset() method

Download

Download links to the OnixS selfConnect latest releases are available here from the OnixS selfConnect FAQ Wiki - current release distribution downloads page

The OnixS Wiki is available to licensed OnixS customers only. If you do not already have permissioned login access please email support@onixs.biz to create and permission your user ID.

Release Notes - .NET selfConnect implementations - Version 2.80.0.0

Message.Parse(..) is added

Improvement

[DOTNET-85] - Document 'M:FIXForge.NET.FIX.Session.OnMessageResending(FIXForge.NET.FIX.Session.MessageResendingEventArgs)"
[DOTNET-94] - Message.Set(35,"NewMsgType") should throw an exception
[DOTNET-179] - 'Logon Password Authentication' section in Programmer's Guide
[DOTNET-221] - Message.Set(int tag, bool value) method
[DOTNET-222] - Group.Set(int tag, int repeatingGroupEntryIndex, bool value)
[DOTNET-377] - Decoder.Decode(..) method should throw an exception if the method is used in a non thread-neutral way
[DOTNET-380] - Ability to specify the usage of default system values for 'Connection.ReceiveBufferSize' and 'Connection.SendBufferSize' settings.
[DOTNET-396] - Engine.Init(..) method should be thread-safe
[DOTNET-397] - Session.LogonAsAcceptor() should throw an exception if SSL encryption method is specified but either SSL certificate file or SSL private key file is not specified

New Feature

[DOTNET-132] - Session.OutboundQueueBytes property to access the total number of bytes in the outbound queue.
[DOTNET-331] - Ability to specify more than one FIX dialect file
[DOTNET-381] - SslListenPorts property needed on EngineSettings class
[DOTNET-385] - Session.SpecifyLastMsgSeqNumProcessedField property
[DOTNET-387] - Message.Parse(byte[] rawMessage) static method
[DOTNET-388] - Message.Parse(string rawMessage) static method
[DOTNET-389] - Message.Parse(byte[] rawMessage, Dialect dialect) static method
[DOTNET-390] - Message.Parse(byte[] rawMessage, ProtocolVersion version) static method
[DOTNET-391] - Message.Parse(string rawMessage, Dialect dialect) static method
[DOTNET-392] - Message.Parse(string rawMessage, ProtocolVersion version) static method

Download details:

Download links to the OnixS selfConnect latest releases are available here from the OnixS selfConnect FAQ Wiki - current release distribution downloads page

The OnixS Wiki is available to licensed OnixS customers only. If you do not already have permissioned login access, please email support@onixs.biz to create and permission your user ID.

Release Notes - C++ Hotspot FXi ITCH Market Data - Version 1.6.0.0

New Feature

[CPPFXIITCH-34] - Order book building logic

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Friday, 11 November 2011

Release Notes - .NET CME FAST Market Data Handler - Version 2.11.3.0

Bug

[NETCMEFAST-186] - Handler.stop() method doesn't stop Handler
[NETCMEFAST-187] - Exception during decoding field '268' of the template '80': Instance index is out of range ([0, 12]) in repeating group # 268, instance index = 13
[NETCMEFAST-194] - Best bid/ask tracking doesn't work properly for a consolidated books.

Improvement

[NETCMEFAST-181] - SecurityDefinitions should not be filtered by subchannel filter
[NETCMEFAST-192] - SessionScheduler assembly should be included into Setup package.
[NETCMEFAST-193] - 'Connection Settings' menu item should be moved from 'File' to 'Settings' top-level menu

Wednesday, 9 November 2011

Release Notes - C++ Hotspot FXi ITCH Market Data - Version 1.5.4.0

Improvement

[CPPFXIITCH-35] - Price should be represented as a decimal number
[CPPFXIITCH-36] - Order Id should be represented as a decimal number
[CPPFXIITCH-37] - Lotsize, Minqty and Amount fields should be represented as a decimal number

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - .NET Eurex EBS Market Data Handler - Version 3.2.0.2

Eurex 14.0

Bug

[DNEBS-39] - Eurex 13 is indicated in the Handler's release that works with Eurex 14

Improvement

[DNEBS-51] - Handler stopped processing prices during/after Eurex restart

New Feature

[DNEBS-47] - New skip snapshots feature when no snapshots needed at startup
[DNEBS-48] - Time-based gap detection
[DNEBS-49] - Time-based filtering of duplicated packets
[DNEBS-50] - Add lastAppliedUpdatePacketReceptionTime for OrderBook instance
[DNEBS-52] - Event for the Start/End of Services message

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Tuesday, 8 November 2011

Release Notes - JAVA FIX Engine selfConnect implementations - Version 1.9.29

Bug

[JAVA-394] - Fix Engine exceptions with Java 7

Improvement

[JAVA-393] - FIX benchmarks: add storage type configuration option

Download details

Download links to the OnixS selfConnect latest releases are available here from the OnixS selfConnect FAQ Wiki - current release distribution downloads page

The OnixS Wiki is available to licensed OnixS customers only. If you do not already have permissioned login access, please email support@onixs.biz to create and permission your user ID.

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.17.0.2

Bug

[CPPEUREXMDH-115] - Segmentation fault if calling Handler::unsubscribe() before calling Handler::stop()

Improvement

[CPPEUREXMDH-151] - Snapshot recovery doesn't appear to timeout when unable to start snapshots

Information Request

[CPPEUREXMDH-143] - Handler stopped processing prices during/after Eurex restart

New Feature

[CPPEUREXMDH-147] - Callback for the Start/End of Services message
[CPPEUREXMDH-152] - Add lastAppliedUpdatePacketReceptionTime for OrderBook instance

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.2.0.2

Eurex 14.0

Bug

[CPPEUREXMDH-115] - Segmentation fault if calling Handler::unsubscribe() before calling Handler::stop()

Improvement

[CPPEUREXMDH-151] - Snapshot recovery doesn't appear to timeout when unable to start snapshots

Information Request

[CPPEUREXMDH-143] - Handler stopped processing prices during/after Eurex restart

New Feature

[CPPEUREXMDH-147] - Callback for the Start/End of Services message
[CPPEUREXMDH-152] - Add lastAppliedUpdatePacketReceptionTime for OrderBook instance

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - .NET Eurex ETS Trading Handler - Version 3.0.1.0

Eurex 14.0

Bug

[DNETS-27] - If an unhandled exception is thrown in user event handler, Error event is produced without any description.

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz.

Monday, 24 October 2011

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.1.0.0

Eurex 14.0

Bug

[CPPEUREXMDH-139] - using Stream helper functions cause Linker errors.

Improvement

[CPPEUREXMDH-123] - Time-based filtering of duplicated packets
[CPPEUREXMDH-124] - New skip snapshots feature when no snapshots needed at startup
[CPPEUREXMDH-129] - Time-based gap detection

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.16.1.0

Bug

[CPPEUREXMDH-139] - using Stream helper functions cause Linker errors.

Improvement

[CPPEUREXMDH-123] - Time-based filtering of duplicated packets
[CPPEUREXMDH-124] - New skip snapshots feature when no snapshots needed at startup
[CPPEUREXMDH-129] - Time-based gap detection

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - C++ LIFFE UTP CCG binary - Version 1.14.2.0

Bug

[CPPUTPCCG-84] - Handler is slow to send/receive messages to/from exchange
[CPPUTPCCG-86] - linux lib file of 1.14.1.0 has dynamic dependancies on old boost 1.42.0

Download details:

Windows, Linux C++ supported platform implementations available upon request. Email support@onixs.biz

Tuesday, 11 October 2011

Release Notes - C++ ICE iMpact Multicast Market Data Handler - Version 2.3.0.0

New Feature

[CPPICEIMPACT-48] - Product definitions come down but, after that, no callbacks

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Release Notes - C++ FIX Engine selfConnect implementations - Version 2.79.1.0

Bug

[CPP-318] - ValueEnums.h - invalid values

Improvement

[CPP-64] - try/catch block around user callback functions should catch all exceptions derived from std::exception
[CPP-269] - *.chm documentation should be included in the Windows setup package

Download

Download links to the OnixS selfConnect latest releases are available here from the OnixS selfConnect FAQ Wiki - current release distribution downloads page

The OnixS Wiki is available to licensed OnixS customers only. If you do not already have permissioned login access please email support@onixs.biz to create and permission your user ID.

Release Notes - .NET selfConnect implementations - Version 2.79.1.0

Bug

[DOTNET-367] - Attempted to read or write protected memory. This is often an indication that other memory is corrupt.

Improvement

[DOTNET-365] - IP address should be logged instead of host name when incoming FIX Connection is accepted

Download details:

Download links to the OnixS selfConnect latest releases are available here from the OnixS selfConnect FAQ Wiki - current release distribution downloads page

The OnixS Wiki is available to licensed OnixS customers only. If you do not already have permissioned login access, please email support@onixs.biz to create and permission your user ID.

Release Notes - C++ ICAP BrokerTec Handler - Version 1.9.7.0

New Feature

[CPPBRTEC-119] - Call onPriceDepthUpdated after all broadcasts in incoming batch
[CPPBRTEC-120] - Log File Conventions

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - C++ SGX-DT Handler - Version 2.7.0.0

Bug

[SGXQSTCPP-42] - Handler's state changes to 'Error'

New Feature

[SGXQSTCPP-35] - Order position management

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - .NET Eurex EBS Market Data Handler - Version 2.15.2.1

Improvement

[DNEBS-42] - Add replay feature to the Handler API

Bug

[DNEBS-44] - Broken .chm-files in 2.15.2.0

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz.

Release Notes - .NET Eurex EBS Market Data Handler - Version 3.0.1.0

Add reply feature for Eurex-14, new template ids support for Eurex-14

Improvement

[DNEBS-38] - 'OnixS' should be used instead of 'Onix Solutions' in the default installation directory path.
[DNEBS-43] - New Eurex 14 message template ids should be used

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz.

Monday, 10 October 2011

Technical Informational Note: OnixS C++ EUREX EBS FAST Decoder Benchmarks

Technical Informational Note:

OnixS C++ EUREX EBS FAST Decoder Benchmarks

London: Monday 10th October 2011 - OnixS offers the OnixS selfConnect C++ range of FIX Engine and FAST Encoder/Decoder class library implementations that can be used with any ANSI C++ compliant compiler to provide high performance FIX standards based solutions for mission-critical trading systems.

The FAST Encoder/Decoder implementation is used within the OnixS directConnect venue specific solutions where the venue provides FAST Encoded market data feeds. The Eurex Enhanced Broadcast Solution (Eurex EBS) is one such example.

The OnixS directConnect: Eurex EBS Market Data Handler provides functionality well beyond just the FAST Market Data decoding. Features include synchronization and recovery, full book management with full Order book depth for options and futures products, and an individual subscription/callback API model allowing the selection of specific product groups. This solution is designed to be closely coupled to automated trading strategies by offloading the book management tasks to a specialized implementation.

This OnixS Technical Informational Note describes and is specific to the Eurex EBS FAST Decoding performance profile for general reference.

What was benchmarked:

The Packet decoding is a single Eurex EBS FAST Encoded chunk that contains 3 messages. For this measurement we took a single sample FAST Encoded Packet, and decoded it 1 million times to measure the performance.

For the FGBM (Euro-Bond Futures), FSMI (SMI Futures) and FDAX (DAX Futures) Market Data Stream results we sampled the live Eurex EBS production market data streams for a 1 hour period and then analysed the performance.

Performance Profile Results:

Throughput (messages per second)
	Platforms
Data Stream	Win x86	Win x64	Linux RHEL 6 x64
Packet (3 messages)	3,409,090	4,497,751	5,084,745
FGBM	2,218,132	2,856,701	3,526,895
FSMI	2,209,175	2,709,691	3,490,218
FDAX	2,255,284	3,022,018	3,432,149

Latency (nanoseconds per message)
	Platforms
Data Stream	Win x86	Win x64	Linux RHEL 6 x64
Packet (3 messages)	293	222	197
FGBM	451	350	284
FSMI	453	369	287
FDAX	443	331	291

Environment:

We benchmarked on a common hardware platform using 3 different Operating System and compiler environments:

The common hardware platform was an Intel Core i7-2600 @3.4Ghz (Server equivalent Intel Xeon E3-1275) and 16Gb of DDR3 RAM @ 1333Mhz.

For Windows we used Windows 7 Ultimate 64-bit edition with Microsoft Visual C++ 2010 with the x86 and x64 test cases compiled for 32-bit and 64-bit respectively.

The Linux environment was Red Hat Enterprise Linux (RHEL) 6, 64-bit (x64) using gcc 4.4.4.

Summary:

We observed a notable throughput and latency advantage with Windows x64 over Windows x86, and further improvement with Linux RHEL 6 over both Windows x86 and x64 performance. The throughput results show Windows x64 being between 23-34% faster than Windows x86, and in turn RHEL 6 x64 being between 13-29% faster than Windows x64.

The latency performance shows a similar profile – Windows x64 being between 19-25% less than Windows x86, and RHEL 6 x64 being an additional 11-22% less.

Iterating over a single sample Eurex EBS FAST Encoded Packet shows maximum throughput in excess of 5 million messages per second on a Linux RHEL 6 x64 platform with a latency of 197 nanoseconds.

The sampled Eurex EBS Market Data Streams on RHEL x64 show throughput in the range of 3.4-3.5 million messages per second, with latency in the range of 284-291 nanoseconds.

Click here to download this OnixS TechInfoNote in pdf format.

- Ends -

Wednesday, 21 September 2011

Release Notes - C++ OSE Handler - Version 1.1.4.0

Bug

[CPPOSE-76] - Missing fills

New Feature

[CPPOSE-73] - Order position management

Download details

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - C++ ICAP BrokerTec Handler - Version 1.9.5.2

Bug

[CPPBRTEC-115] - Deadlock on multiple sessions

New Feature

[CPPBRTEC-118] - Re-connect/re-subscribe/re-login recommended procedures

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.0.0.3

Eurex Release 14.0 support

Improvement

[CPPEUREXMDH-132] - Rename DataSource to PacketInfo

New Feature

[CPPEUREXMDH-85] - Eurex Release 14.0 support
[CPPEUREXMDH-118] - Adopt to Eurex Release 14

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.15.2.0

Bug

[CPPEUREXMDH-131] - Buffering of messages causing us to not get first price of the day

Improvement

[CPPEUREXMDH-132] - Rename DataSource to PacketInfo

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - .NET Eurex EBS Market Data Handler - Version 3.0.0.3

New Feature

[DNEBS-35] - Eurex Release 14.0 support
[DNEBS-36] - Adopt to the Eurex Release 14

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz.

Release Notes - .NET Eurex EBS Market Data Handler - Version 2.15.1.1

New Feature

[DNEBS-37] - Add hiResTimestamp property to OrderBook class

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz.

Release Notes - JAVA CME Market Data Handler - Version 1.6.0

Bug

[JAVACMEFAST-55] - Handler.addSubchannelFilter throws an NullPointerException
[JAVACMEFAST-59] - Handler should remove spaces from values from config.xml

Information Request

[JAVACMEFAST-57] - Data amount is unexpectedly small

Friday, 16 September 2011

Release Notes - Java Hotspot ITCH Market Data Handler - Version 1.3.0.0

New Feature

[JAVAHOTSPOTITCH-10] - Option to specify license file

Saturday, 10 September 2011

Release Notes - .NET Eurex ETS Trading Handler - Version 3.0.0.0

Bug

[DNETS-26] - Exception during receiving incoming messages

New Feature

[DNETS-23] - Eurex Release 14.0 support
[DNETS-25] - Adopt to the Eurex Release 14

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz.

Release Notes - C++ Eurex Trading Handler (ETS) - Version 3.0.0.0

New Feature

[CPPEUREXTH-110] - Eurex Release 14.0 support
[CPPEUREXTH-114] - Adopt to Eurex Release 14

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - JAVA ICE iMpact Market Data Handler - Version 1.2.0

Improvement

[JAVAICEIMPACT-12] - Closing TCP connection after receiving product definitions

New Feature

[JAVAICEIMPACT-13] - Filter securities by symbol

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Release Notes - С++ HKFE Handler - Version 1.1.2.0

Information Request

[CPPHKFE-26] - Specify log directory
[CPPHKFE-27] - Re-connect/re-subscribe/re-login recommended procedures
[CPPHKFE-27] - Re-connect/re-subscribe/re-login recommended procedures
[CPPHKFE-29] - TradeInfo Struct, tradeReportType field description

Bug

[CPPHKFE-30] - Endless reconnection

Download details:

Distribution downloads available upon request. Email support@onixs.biz

Tuesday, 6 September 2011

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.15.0.0

Bug

[CPPEUREXMDH-114] - "Trade information accepted" log lines when log level is Info
[CPPEUREXMDH-120] - A possible bug in Eurex EBS Handler playback facility
[CPPEUREXMDH-121] - Trade information callback for the non-subscribed contract

Improvement

[CPPEUREXMDH-107] - SingleLegReference's copy constructor should be public
[CPPEUREXMDH-108] - ProductReference's copy constructor should be public
[CPPEUREXMDH-109] - StrategyReference's copy constructor should be public

New Feature

[CPPEUREXMDH-112] - Provide an option to skip snapshots

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - .NET selfConnect implementations - Version 2.78.0.9

Bug

[DOTNET-324] - "Test Request" message should be handled even when reply on "Resend Request" message is pending
[DOTNET-326] - Sometimes "Garbled message is received: Checksum (tag #10) is not the last tag or contains an incorrect value" Warning is reported during the reconnection process
[DOTNET-337] - AccessViolation exception in Session.LogonAsInitiator when a custom Logon message is used and GC is heavily loaded

Improvement

[DOTNET-351] - Members of FIXForge.NET.FIX.FIX*.Tags namespaces should be const values
[DOTNET-355] - What is faster?

New Feature

[DOTNET-328] - Message.GetLong(int tag) method
[DOTNET-329] - Group.GetLong(int tag,int repeatingGroupEntryIndex) method
[DOTNET-332] - Message.GetByteArray(int tag) method
[DOTNET-333] - Group.GetByteArray(int tag,int repeatingGroupEntryIndex) method
[DOTNET-335] - Message.Set(int tag, byte[] value) method
[DOTNET-336] - Group.Set(int tag, int index, byte[] value)
[DOTNET-338] - Message.TryGetLong(int tag, out long) method
[DOTNET-339] - Group.TryGetLong(int tag,int repeatingGroupEntryIndex, out long) method

Download details:

Download links to the OnixS selfConnect latest releases are available here from the OnixS selfConnect FAQ Wiki - current release distribution downloads page

The OnixS Wiki is available to licensed OnixS customers only. If you do not already have permissioned login access, please email support@onixs.biz to create and permission your user ID.

Release Notes - C++ ICE iMpact Multicast Market Data Handler - Version 2.2.0.0

New Feature

[CPPICEIMPACT-42] - Filter securities by symbol

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Release Notes - С++ HKFE Handler - Version 1.1.1.0

Information Request

[CPPHKFE-26] - Specify log directory
[CPPHKFE-27] - Re-connect/re-subscribe/re-login recommended procedures
[CPPHKFE-29] - TradeInfo Struct, tradeReportType field description

Download details:

Distribution downloads available upon request. Email support@onixs.biz

Monday, 5 September 2011

Release Notes - .NET CME FAST Market Data Handler - Version 2.9.0.0

Bug

[NETCMEFAST-173] - "Security definitions cache replay failed: wrong message count" warning is reported when Handler is started first time

Improvement

[NETCMEFAST-165] - Cache replay improvement
[NETCMEFAST-171] - Improve Instrument and Book recovery process
[NETCMEFAST-172] - Handler's settins should be logged at the INFO logging level during Handler's startup.
[NETCMEFAST-175] - Option to use UseSecurityDefinitionCache and RecoverSecurityDefinitionsOnGap configuration settings simultaneously
[NETCMEFAST-176] - Implement advanced statistics types
[NETCMEFAST-179] - Sample application about box should show version of Handler instead of Sample

New Feature

[NETCMEFAST-178] - SecurityGroup and Product(Symbol) filters should be added (like SecurityID filter)
[NETCMEFAST-180] - Handler.DisposeFixMessages property to control Fix message disposing

Friday, 26 August 2011

Technical Informational Note: OnixS selfConnect: C++ FAST Decoder Benchmarks

Technical Informational Note:

OnixS selfConnect: C++ FAST Decoder Benchmarks

London: Friday 26th August 2011 – OnixS offers the OnixS selfConnect C++ range of FIX Engine and FAST Encoder/Decoder class library implementations that can be used with any ANSI C++ compliant compiler to provide high performance FIX standards based solutions for mission-critical trading systems.

This OnixS Technical Informational Note describes a performance profile using the reference implementation benchmarks included in the standard software distribution package.

What was benchmarked:

We measured the performance of the FIX/FAST decoder available in OnixS selfConnect FIX Engine for C++ API. Benchmarks were executed using the FastBenchmark sample included in the standard selfConnect C++ distribution package which uses a single FAST-encoded binary chunk and decodes it multiple times.

The FAST-encoded messages used for benchmarking represent average messages from the live CME production environment. According to previously gathered statistics average CME incremental refresh (msgtype=X) message on channel 11 contains one or two updates for order book. In contrast, a regular message on channel 9 contains four or five of such entries. We used a sample message with a single book-update entry for benchmarking channel 11, and with four entries for channel 9. Therefore, all the results represent benchmarking on real production data.

Also, each benchmark was executed several times to get average values.

Environment:

We used what Intel calls an ‘entry-level workstation/sever’ machine: Intel Core i7-2600 @3.4Ghz (Server equivalent Intel Xeon E3-1275) and 16Gb of DDR3 RAM @ 1333Mhz. Operating System used: x64 edition of Windows 7 Ultimate with Service Pack 1 installed. Development Environment: Microsoft Visual Studio 2010.

Results:

Throughput	CME 11 (msg/sec)	CME 9 (msg/sec)
x64	1168000	511000
x86	938000	396000

Latency	CME 11 (usec)	CME 9 (usec)
x64	0.86	1.96
x86	1.07	2.53

Sample messages:

CME channel	Encoded chunk size (bytes)	Decoded message size (bytes)
CME 11	36	179
CME 9	79	440

Summary:

For a single entry CME channel 11 FAST Encoded market data message (for book change, trade, statistics) running on Windows C++ 64-bit FAST decoding latency was less than a micro-second at 0.860 micro-seconds with a throughput of 1,168,000 messages per second.

For the CME channel 9 FAST Encoded 4 entry sample message the throughput was 1.96 micro-seconds at 511,000 messages per second.

This Technical InfoNote is a baseline performance profile for informational purposes only. The only performance that matters is that which users of OnixS solutions see within the target deployment platforms and context. We therefore provide the same benchmark code used in this note, and other sets of fast-start reference implementation source code, within our standard distributions. We encourage you to execute these tests to measure and profile your own results.

Click here to download this OnixS TechInfoNote in pdf format.

- Ends -

Thursday, 25 August 2011

Release Notes - Java Hotspot ITCH Market Data Handler - Version 1.2.1.0

Bug

[JAVAHOTSPOTITCH-8] - Only last OrderBook is updated if several books created

Tuesday, 23 August 2011

Release Notes - FIX Analyser - Version 1.16.6.0

Bug

[FA-101] - System.ArgumentOutOfRangeException while copying grid data from the Message Details window.
[FA-104] - Changing just the Output column of a query doesn't get saved
[FA-105] - User defined fields are not being shown in query results
[FA-106] - Order tracing form uses cpu resources and hangs up

Improvement

[FA-13] - Installation: propose to uninstall previous version automatically

Friday, 19 August 2011

Release Notes - JAVA ICE iMpact Market Data Handler - Version 1.1.2

Bug

[JAVAICEIMPACT-11] - RFQ events processing

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Thursday, 11 August 2011

Release Notes - C++ ICE iMpact Multicast Market Data Handler - Version 2.0.0.0

Improvement

[CPPICEIMPACT-36] - Replay must use standard text log only

New Feature

[CPPICEIMPACT-5] - Support iMpact Multicast Feed Update Version 1.1.02
[CPPICEIMPACT-17] - Options support
[CPPICEIMPACT-38] - Support iMpact Multicast Feed Update Version 1.1.08

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Release Notes - JAVA ICE iMpact Market Data Handler - Version 1.1.1

Bug

[JAVAICEIMPACT-9] - Deadlock in ICE iMpact Market Data Handler for Java version 1.0.5
[JAVAICEIMPACT-10] - Error loading connectivity configuration

New Feature

[JAVAICEIMPACT-5] - Support iMpact Multicast Feed Update Version 1.1.08

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Tuesday, 9 August 2011

Release Notes - JAVA CME Market Data Handler - Version 1.5.0

Improvement

[JAVACMEFAST-14] - Add logger config with minimal logging for production env
[JAVACMEFAST-15] - Explain the impact of the detailed logging
[JAVACMEFAST-51] - Cache replay improvement
[JAVACMEFAST-52] - Improve Instrument and Book recovery process

New Feature

[JAVACMEFAST-50] - Add getSide() method to BookChangedEventArgs

Wednesday, 3 August 2011

Release Notes - JAVA CME Market Data Handler - Version 1.4.0

Improvement

[JAVACMEFAST-37] - Use one listener to detect all book events
[JAVACMEFAST-39] - Option to use UseSecurityDefinitionCache and RecoverSecurityDefinitionsOnGap configuration settings simultaneously

New Feature

[JAVACMEFAST-26] - Make it possible to determine EntryTime when using OrderBookUpdatedEvent
[JAVACMEFAST-42] - Implement Statistics Listener
[JAVACMEFAST-48] - Handler should be able to filter data based on SecurityDescription tag

Sunday, 31 July 2011

Release Notes - JAVA ICE iMpact Market Data Handler - Version 1.0.5

Bug

[JAVAICEIMPACT-8] - Replace null fields with default values

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Release Notes - C++ ICAP BrokerTec Handler - Version 1.9.4.9

Improvement

[CPPBRTEC-110] - Duplicate sequence numbers in BD1

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - С++ HKFE Handler - Version 1.0.2.8

Improvement

[CPPHKFE-22] - Add polling period timeout to settings
[CPPHKFE-23] - Add log messages for the case of buffer overflow
[CPPHKFE-24] - Add log messages for the case of enter of callback and leave from it

Download details:

Distribution downloads available upon request. Email support@onixs.biz

Release Notes - .NET Hotspot FXi ITCH Market Data - Version 1.29.1.0

Improvement

[NETFIXITCH-49] - TopOfTheBookChanged event must allow access to quote time

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Wednesday, 27 July 2011

Release Notes - JAVA CME Market Data Handler - Version 1.3.0

Bug

[JAVACMEFAST-41] - Directory path should not contains ".\"

Improvement

[JAVACMEFAST-33] - Handler should not process 'old' Market data snapshots
[JAVACMEFAST-43] - Handler should not detect message gap if only heartbeats messages were missed on incremental channel

Tuesday, 26 July 2011

Release Notes - C++ OSE Handler - Version 1.1.3.4

Bug

[CPPOSE-70] - Exception in user code calling callback SeriesStatusListener::onSeriesStatusChanged(). Unknown error
[CPPOSE-71] - Incorrect price levels

Download details

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - JAVA CME FAST Market Data Handler - Version 1.2.2

Bug

[JAVACMEFAST-34] - AutoCert+ Test Failed - Recovery Test : Futures Instrument
[JAVACMEFAST-38] - Compile error. No way to construct a OrderBook object

New Feature

[JAVACMEFAST-35] - Option to do Instrument Recovery on message gap

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Release Notes - JAVA ICE iMpact Market Data Handler - Version 1.0.4

Bug

[JAVAICEIMPACT-7] - Error during dispatch multicast message: ArrayIndexOutOfBoundsException

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Release Notes - C++ FIX Engine selfConnect implementations - Version 2.78.0.0

Bug

[CPP-285] - Message::toString(Message::TAG_NAME,..) returns garbled text
[CPP-286] - LocalNetworkInterface doesn't seem to be honoured on reconnection after network failure
[CPP-289] - EngineSettings::licenseFile(..) setting is ignored

Improvement

[CPP-30] - Shared libraries on Linux should be versioned
[CPP-262] - Do the the string conversion of non-string values as soon as Message::set(int tag, ..) is called.

Download

Download links to the OnixS selfConnect latest releases are available here from the OnixS selfConnect FAQ Wiki - current release distribution downloads page

The OnixS Wiki is available to licensed OnixS customers only. If you do not already have permissioned login access please email support@onixs.biz to create and permission your user ID.

Friday, 22 July 2011

Release Notes - C++ ICAP BrokerTec Handler - Version 1.9.4.8

Bug

[CPPBRTEC-109] - Missing price levels

Improvement

[CPPBRTEC-108] - BD1 on each session

New Feature

[CPPBRTEC-107] - Order book event optimization

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - С++ HKFE Handler - Version 1.0.2.7

Bug

[CPPHKFE-17] - Rules for determining the type of session
[CPPHKFE-20] - Ticks are much less than what we got from another machine using other vendor's application

Improvement

[CPPHKFE-18] - Add log messages

Download details:

Distribution downloads available upon request. Email support@onixs.biz

Release Notes - C++ ICE iMpact Multicast Market Data Handler - Version 1.9.0.0

Improvement

[CPPICEIMPACT-34] - Request to receive trades over separate callbacks
[CPPICEIMPACT-35] - "Received message block is out of sequence" event should be reported as Warning

New Feature

[CPPICEIMPACT-32] - The AggressorSide field has been added to the Trade Message

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Release Notes - JAVA ICE iMpact Market Data Handler - Version 1.0.3

Improvement

[JAVAICEIMPACT-6] - Request to receive trades over separate callbacks

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Tuesday, 19 July 2011

Release Notes - JAVA CME Market Data Handler - Version 1.2.2

Bug

[JAVACMEFAST-34] - AutoCert+ Test Failed - Recovery Test : Futures Instrument
[JAVACMEFAST-38] - Compile error. No way to construct a OrderBook object

New Feature

[JAVACMEFAST-35] - Option to do Instrument Recovery on message gap

Friday, 15 July 2011

Release Notes - C++ LIFFE UTP CCG binary - Version 1.14.0.0

New Feature

[CPPUTPCCG-82] - ContractInfo modification

Download details:

http://www.onixs.biz/fixforge/cpp/Win32/OnixS.LiffeCcgHandlerCpp-Win-1_14_0_0.zip

Authentication details:

User: FFCpp

Password: a3f9d317c9

Additional supported platform implementations available upon request. Email support@onixs.biz

Release Notes - C++ ICAP BrokerTec Handler - Version 1.9.4.5

Bug

[CPPBRTEC-103] - No prices before market open

New Feature

[CPPBRTEC-102] - Complete L3 event updates

Improvement

[CPPBRTEC-106] - Added checks and log messages for the case of buffer overflow

Task

[CPPBRTEC-99] - Remove "MarketDataReady" Handler's state
[CPPBRTEC-100] - Rename "ReadyToTrade" Handler's state to "Ready"
[CPPBRTEC-101] - Change character set to MBCS

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - JAVA ICE iMpact Market Data Handler - Version 1.0.1

Story

[JAVAICEIMPACT-2] - Java ICE iMpact Market Data Handler version 1.0.1 Release Notes

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Release Notes - С++ HKFE Handler - Version 1.0.2.5

Bug

[CPPHKFE-16] - CLONE - No prices before market open

Download details:

Distribution downloads available upon request. Email support@onixs.biz

Monday, 4 July 2011

Release Notes - C++ FIX Engine selfConnect implementations - Version 2.77.0.0

Bug

[CPP-267] - The function "FIXForge::FIX::Session::dialect(void)" is not usable.
[CPP-275] - Session::registerListener() throws 'Listener already registered' even after the call to Session::unregisterListener() and/or when NULL is passed in the constructor

Improvement

[CPP-264] - Time stamps in summary files differ on Windows and Linux
[CPP-270] - Migrate to the *.xml based license
[CPP-274] - Symbol Visibility Control for Linux
[CPP-281] - EngineSettings::licenseFile(..) method should be marked as deprecated
[CPP-282] - OnixS should be used as the parent namespace (instead of 'FIXForge').

New Feature

[CPP-271] - EngineSettings::tcpNoDelayOption(bool value) method
[CPP-272] - bool EngineSettings::tcpNoDelayOption() const method
[CPP-276] - Session::getStorageID() member desired.
[CPP-277] - Ability to 'simulate' Session connection break.
[CPP-280] - EngineSettings::licenseStore(..) method
[CPP-40] - Session Scheduler

Wednesday, 29 June 2011

Release Notes - JAVA CME FAST Market Data Handler - Version 1.1.0

Bug

[JAVACMEFAST-22] - handler.setNetworkInterface does not seem to be working
[JAVACMEFAST-30] - Cannot use cme-fast-handler-1.0.0.10.jar due to class/package name clash

Improvement

[JAVACMEFAST-14] - Add logger config with minimal logging for production env
[JAVACMEFAST-15] - Explain the impact of the detailed logging
[JAVACMEFAST-20] - Add debug infromation to the jar

Information Request

[JAVACMEFAST-23] - Tag 271=MDEntrySize on TradeEventArgs
[JAVACMEFAST-24] - Questions about CME tag mapping to OnixS API

New Feature

[JAVACMEFAST-25] - Add getChannelId() to TradeEventArgs
[JAVACMEFAST-29] - Handler should be able to cache and restore security definition data to speed up startup.

Download details:

Distribution and evaluation downloads available upon request. Email support@onixs.biz

Thursday, 23 June 2011

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.12.3.1

Bug

[CPPEUREXMDH-82] - onTradeInformation() is never called

Improvement

[CPPEUREXMDH-83] - Symbol Visibility Control for Linux
[CPPEUREXMDH-84] - Logging optimization

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Tuesday, 21 June 2011

Release Notes - C++ ICAP BrokerTec Handler - Version 1.9.4.2

Bug

[CPPBRTEC-97] - Missing OnOwnDeal (Execution call) when cancel reject received

New Feature

[CPPBRTEC-98] - Symbol Visibility Control

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Release Notes - С++ HKFE Handler - Version 1.0.2.1

New Feature

[CPPHKFE-13] - Symbol Visibility Control

Download details:

Distribution downloads available upon request. Email support@onixs.biz

Release Notes - C++ OSE Handler - Version 1.1.3.1

New Feature

[CPPOSE-64] - Symbol Visibility Control for Linux

Download details

Download details:

Distribution downloads available upon request. Email support@onixs.biz.

Friday, 17 June 2011

Release Notes - C++ Eurex Trading Handler (ETS) - Version 2.4.2.0

Improvement

[CPPEUREXTH-109] - Logging optimization

Information Request

[CPPEUREXTH-106] - Using both EBS and ETS handlers in a single application

Download details:

Distribution downloads available upon request. Email support@onixs.biz.