OnixS News: January 2011

Friday, 28 January 2011

Release Notes - C++ ICAP BrokerTec Handler - Version 1.6.3.0

Bug

[CPPBRTEC-27] - "Transaction aborted" event handler in MyListener class
[CPPBRTEC-32] - Acknowledged order not seen in the order book

Information Request

[CPPBRTEC-24] - Callback that provides the fill information
[CPPBRTEC-28] - Not receiving ACKs for submitted orders
[CPPBRTEC-29] - FillOrKill supported with brokertec?
[CPPBRTEC-30] - Exchange order id
[CPPBRTEC-33] - capturing BI67 to know that the order is cancelled
[CPPBRTEC-35] - Has onDealDetails been removed from the API?

Download details:

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

Thursday, 27 January 2011

Release Notes - .NET Eurex ETS Trading Handler - Version 2.4.1.0

Improvement

[DNETS-17] - Transport messages should be logged too.

New Feature

[DNETS-15] - Ability to define custom folder for Handler logs
[DNETS-18] - Abilty to specify the verbosity of the logging information

Download details:

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

Wednesday, 26 January 2011

Release Notes - C++ Eurex Trading Handler (ETS) - Version 2.4.1.0

Bug

[CPPEUREXTH-104] - "Cannot parse TradeNotif: unsupported Element Encoding Id: 21473" exception

Improvement

[CPPEUREXTH-103] - Transport messages should be logged too.

New Feature

[CPPEUREXTH-101] - Abilty to specify the verbosity of the logging information
[CPPEUREXTH-102] - Ability to define custom folder for Handler logs

Download details:

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

Tuesday, 25 January 2011

Release Notes - C++ LIFFE UTP CCG binary - Version 1.13.1.0

Bug

[CPPUTPCCG-78] - CancelNotificationList (UD) message does not output sequence number and has noLegs instead of noOrders

Download details:

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

Monday, 24 January 2011

Release Notes - C++ CME FAST Market Data Handler - Version 2.10.6.0

Bug

[CPPCMEFAST-259] - Accumulating of memory inside the Handler

Improvement

[CPPCMEFAST-266] - Handler should throw exception with meanfull reason when dialect parameter is not defined.

Download details:

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

Friday, 21 January 2011

Release Notes - JAVA FIX Engine selfConnect implementations - Version 1.9.20.5

Bug

[JAVA-269] - Onixs library is stripping out non-numeric characters rather than failing

Improvement

[JAVA-253] - Java Send Logout message before dropping link in case of Exception during Logon
[JAVA-254] - Session Messages with mismatched SenderCompID's not being rejected
[JAVA-272] - Upgrade to logback 0.9.27
[JAVA-287] - Remove cloning from session send methods
[JAVA-288] - Add a inbound session message factory

Information Request

[JAVA-267] - Diference on close methods of pluggable message store
[JAVA-268] - Message storage per FIX session

New Feature

[JAVA-202] - Add session send method with timeout parameter
[JAVA-277] - New Session.send methods
[JAVA-281] - Add "Validate.OutboundMessages" configuration parameter

Task

[JAVA-274] - Upgrade to Commons IO 2.0.1
[JAVA-285] - Implement sending bunch of messages in a single socket send call

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.

Thursday, 20 January 2011

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.7.0.0

New Feature

[CPPEUREXMDH-47] - Handler should be able to cache and restore static reference data to speed up startup.

Download details:

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

Release Notes - .NET Eurex EBS Market Data Handler - Version 2.7.0.0

Bug

[DNEBS-31] - Arrays presentation in log file

Improvement

[DNEBS-28] - To speed up the startup I stored all of the products data in a local file, but then I get the "Cannot subscribe to Market Data until the Reference Data Recovery is finished" exception

Information Request

[DNEBS-20] - undrId missing in product reference

New Feature

[DNEBS-30] - Handler should be able to cache and restore static reference data to speed up startup.

Download details:

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

Release Notes - C++ ICAP BrokerTec Handler - Version 1.6.2.0

Improvement

[CPPBRTEC-20] - Interactive sample

New Feature

[CPPBRTEC-19] - Size of block need to be added to OrderRecord

Task

[CPPBRTEC-10] - Formal ICAP conformance test

Download details:

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

Tuesday, 18 January 2011

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.7.0.0

New Feature

[CPPEUREXMDH-47] - Handler should be able to cache and restore static reference data to speed up startup.

Download details:

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

Monday, 17 January 2011

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.6.0.0

Information Request

[CPPEUREXMDH-46] - I can't find the undrId field in the product reference class

Download details:

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

Friday, 14 January 2011

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.5.1.0

Information Request

[CPPEUREXMDH-45] - Error after order book invalidation

Download details:

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

Release Notes - C++ SGX-DT Market Data Handler - Version 1.7.1.0

Information Request

[SGXQSTCPP-11] - onPriceDepthChanged / onPriceDepthUpdated callbacks

Download details:

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

Thursday, 13 January 2011

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.5.0.0

Information Request

[CPPEUREXMDH-42] - Event delay issue - receiving price data events not in a synchronized manner

New Feature

[CPPEUREXMDH-43] - Add trdEvntSeqNum and tpSeqNum fields to TradeInformation struct.

Download details:

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

Release Notes - C++ ICAP BrokerTec Handler - Version 1.6.1.0

Bug

[CPPBRTEC-16] - Incorrect handler behaviour

Download details:

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

Release Notes - C++ LIFFE XDP Market Data Handler - Version 1.18.0.0

Sub-task

[CPPLIFFEXDP-142] - Confirm that updates to your internal book are only done after calling MarketListener/IncrementalBookListener callbacks

Improvement

[CPPLIFFEXDP-143] - Allow an option to manage the internal order book building.

New Feature

[CPPLIFFEXDP-141] - Provide index and total of the update in the current message when calling onDirectBookChanged() & onImpliedBookChanged()
[CPPLIFFEXDP-144] - New Instrument Code in XDP Outright Standing Data message (722)

Download details:

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

Wednesday, 12 January 2011

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.4.1.0

Improvement

[CPPEUREXMDH-41] - Handler::subscribe cannot be called from OrderBookListener methods.

New Feature

[CPPEUREXMDH-32] - Dynamic Reference Data Stream support

Download details:

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

Release Notes - C++ ICAP BrokerTec Handler - Version 1.6.0.0

Task

[CPPBRTEC-15] - Separate samples

Download details:

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

Tuesday, 11 January 2011

Release Notes - .NET Hotspot FXi ITCH Market Data - Version 1.24.0.0

Improvement

[NETFIXITCH-17] - Ability to specify the directory that contains the license file

Information Request

[NETFIXITCH-16] - Handler disconnections with "The stream has been closed" reason given

Download details:

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

Release Notes - .NET selfConnect implementations - Version 2.71.0.2

Bug

[DOTNET-209] - AccessViolationException is thrown from Session's constractor when both SenderCompID and TargetCompID are very short and Session's state is restored from log files

Improvement

[DOTNET-196] - Session Scheduler should reset the FIX session even if the Session is added to the Scheduler during the Session's scheduled active time.
[DOTNET-203] - The name of the FIX message log file should include the calendar year

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.

Monday, 10 January 2011

Release Notes - FIX Analyser - Version 1.16.1.0

Bug

[FA-73] - System.InvalidCastException: Specified cast is not valid.

Download details:

Download links to the OnixS FIX Analyser current release is available here from the OnixS FIX Analyer 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.

Thursday, 6 January 2011

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.3.0.0

Bug

[CPPEUREXMDH-35] - Wrong subscription for delta channels of products having few depth levels in Non-overlapping Mode

Improvement

[CPPEUREXMDH-36] - Improve Handler.subscribe method.

Download details:

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

Release Notes - C++ LIFFE XDP Market Data Handler - Version 1.17.0.0

Bug

[CPPLIFFEXDP-138] - impliedOrderBook grows to multiple levels when it should only have 1.

Download details:

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

Release Notes - FIX Analyser - Version 1.15.4.0

Bug

[FA-71] - Exception thrown in FIX Analyser 1.15.3.0

Download details:

Download links to the OnixS FIX Analyser current release is available here from the OnixS FIX Analyer 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.

Wednesday, 5 January 2011

Release Notes - C++ MX HSVF Market Data Handler - Version 1.3.2.0

Bug

[CPPMXHSVF-27] - Years are being decoded incorrectly

Download details

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