Monday, 30 May 2011

Release Notes - C++ OSE Handler - Version 1.1.1.1

Release Notes - C++ OSE Handler - Version 1.1.1.1


Story

  • [CPPOSE-58] - OSE Handler for C++ version 1.1.1.1 Release notes

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Posted by OnixS at 13:28

Release Notes - .NET selfConnect implementations - Version 2.76.0.1

Release Notes - .NET selfConnect implementations - Version 2.76.0.1



Bug

  • [DOTNET-309] - Sometimes Decoder.Decode Method (Byte[] buffer, Int32 offset, Int32 count, Int32& chunkLength) throws Exception if the message cannot be decoded.

Improvement

  • [DOTNET-289] - Sample applications should store the configuration data in the ApplicationData directory

New Feature

  • [DOTNET-287] - Request to change behavior when a user initiates a FIX session with Onix as a server, but a session already exists under that CompID
  • [DOTNET-308] - Settings.SendLogoutOnLogonWithDuplicateIdentity property


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.

Posted by OnixS at 13:08

Release Notes - С++ HKFE Handler - Version 1.0.2.0

Release Notes - С++ HKFE Handler - Version 1.0.2.0


Story

  • [CPPHKFE-12] - HKFE Handler version 1.0.2.0 Release Notes


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Posted by OnixS at 13:04

Release Notes - JAVA ICAP EBS Spot Ai Trading - Version 1.0.2

Release Notes - JAVA ICAP EBS Spot Ai Trading - Version 1.0.2


Task



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Posted by OnixS at 12:56

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.11.1.0

Release Notes - C++ Eurex EBS Market Data Handler - Version 2.11.1.0


Bug

  • [CPPEUREXMDH-69] - PriceLevel.noOfContributers_ constantly returns zero

Improvement

  • [CPPEUREXMDH-76] - Use getters in public interface classes, not fields

New Feature


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

 

Posted by OnixS at 12:52

Monday, 23 May 2011

Release Notes - C++ ICAP BrokerTec Handler - Version 1.9.3.7

Release Notes - C++ ICAP BrokerTec Handler - Version 1.9.3.7


Bug


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Posted by OnixS at 23:11

Release Notes - .NET CME FAST Market Data Handler - Version 2.8.2.0

Release Notes - .NET CME FAST Market Data Handler - Version 2.8.2.0


Bug

  • [NETCMEFAST-147] - CmeFastHandler 2.6.0 depends on older NET.FIX.Engine 2.69.1.1. Please upgrade dependancy to latest FIX.Engine.

Improvement

  • [NETCMEFAST-159] - Handler should check that either UseSnapshotFeedA or UseSnapshotFeedB configuration settings are set to True
  • [NETCMEFAST-164] - Support of .Net Fix Engine 2.75.0.1

New Feature

  • [NETCMEFAST-91] - Ability to track the Best Bids and Asks Only
  • [NETCMEFAST-117] - Improve CME MD Handler OnWarning event
  • [NETCMEFAST-133] - Add support of tag 286-OpenCloseSettlFlag in settlement data blocks of Market Data Incremental Refresh (35-MsgType=X)
  • [NETCMEFAST-143] - Handler should be able to cache and restore security definition data to speed up startup.
  • [NETCMEFAST-150] - Mechanism for recognizing handler thread not updating
  • [NETCMEFAST-163] - Simplify the usage of the custom connection settings.

Task

  • [NETCMEFAST-137] - Settlement Enhancements - Client System Impact Assessment
  • [NETCMEFAST-153] - Bursa Malaysia derivatives (BMV) Certification

Download details:

Distributions and evaluations for .NET 4.0 32 and 64-bit, .NET 3.5 32 and 64-bit, .NET 2.0 32 and 64-bit, C++ 32 and 64-bit on Windows and Linux distributions, and Java available upon request.

Email support@onixs.biz for more information.

 

Posted by OnixS at 23:07

Release Notes - C++ CME FAST Market Data Handler - Version 2.11.1.0

Release Notes - C++ CME FAST Market Data Handler - Version 2.11.1.0


Release Notes - C++ CME FAST Market Data Handler - Version 2.11.1.0


Bug


Improvement

  • [CPPCMEFAST-281] - Add LastAppliedSequenceNumber Back to Book Class?
  • [CPPCMEFAST-302] - SecurityIds represent numeric values, so it's reasonable to switch using integers instead of std::strings.

Information Request

  • [CPPCMEFAST-290] - How to retrieve settlement price information in a way that will work with CME changes on 4/4/2011
  • [CPPCMEFAST-298] - Is there a limit to the size of the log files?

Task

  • [CPPCMEFAST-283] - Settlement Enhancements - Client System Impact Assessment

Download details:

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

 

Posted by OnixS at 23:05

Release Notes - .NET selfConnect implementations - Version 2.75.1.0

Release Notes - .NET selfConnect implementations - Version 2.75.1.0



Bug

  • [DOTNET-306] - Access Violation during FAST Decoding under heavy load

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.

Posted by OnixS at 08:05

Release Notes - C++ FIX Engine selfConnect implementations - Version 2.75.1.0

Release Notes - C++ FIX Engine selfConnect implementations - Version 2.75.1.0



Bug

  • [CPP-261] - Access Violation during FAST Decoding under heavy load

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.

Posted by OnixS at 08:04

Thursday, 12 May 2011

Release Notes - C++ ICE iMpact Multicast Market Data Handler - Version 1.7.1.0

Release Notes - C++ ICE iMpact Multicast Market Data Handler - Version 1.7.1.0


Bug

  • [CPPICEIMPACT-26] - Issue at the end of each application run within sample application connecting to both CME & ICE for market data

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

 

Posted by OnixS at 14:41

Informational Note: Developing and back-testing successful algorithmic trading strategies for Eurex

www.onixs.biz

Informational Note:

Developing and back-testing successful algorithmic trading strategies for Eurex

London: Thursday 12th May 2011 – This is an OnixS informational reference note for Eurex® users: Deutsche Börse offer an "EnBS Historical Data Eurex®" service - access and sample data files are available online at here.

This Eurex service includes:

  • Original and complete copy order book information up to order book depth 20 from the Eurex® Enhanced Broadcast Solution data feed incl. quotes, trades and reference data
  • All trades and quotes with original time stamp in milliseconds
  • Format: FIX 5.0 FAST 1.1

OnixS provides the OnixS directConnect: Eurex EBS and Eurex ETS high performance DMA solutions.

The purpose of this info-note is that OnixS also have a available a sample .NET source code "EurexDecode" project that decodes the Eurex EBS data stream using the provided binary data file as a source.

The sample project requires the release 2.74.0.0, or later, of the OnixS selfConnect: .NET FIX Engine .Net 4/x64 version - available here if you don't already have it - http://www.onixs.biz/downloads

The "EurexDecode" sample is a Visual Studio 2010 project configured for .the NET Framework 4, all required files (FIX dialect, FAST template & sample source data) are included.

Usage notes:

  • Reference to appropriate FIX Engine assembly have to be added to the sample project manually
  • Current license files are in bin\x64\Debug & bin\x64\Release directories. You should replace these files with your own license, or those from the appropriate selfConnect: .NET download.

The "EurexDecode" sample project download is available upon request via info@onixs.biz.

- Ends -

Posted by OnixS at 11:54

Wednesday, 11 May 2011

Release Notes - C++ FIX Engine selfConnect implementations - Version 2.75.0.1

Release Notes - C++ FIX Engine selfConnect implementations - Version 2.75.0.1



Bug

  • [CPP-255] - FIX engine initialization throws if the engine settings object doesn't contain a valid dialect file

Improvement

  • [CPP-65] - FAST Decoding performance optimization
  • [CPP-234] - Both inbound and outbound message sequence numbers should be stored in the *.state file.
  • [CPP-236] - CODE BREAKING CHANGE: 'const' modifier should be removed from the 'message' argument of ISessionListener::onResendRequest(..)

Information Request

  • [CPP-216] - How to create multiple sessions w/ same SenderCompID and same TargetCompID (but different TargetSubID values)

New Feature

  • [CPP-81] - Option to store sequence numbers only
  • [CPP-219] - ISessionListener::onInboundSessionMsg(..) should allow to modify the incoming session-level message before it is processed by the FIX Engine.
  • [CPP-220] - CODE BREAKING CHANGE: 'const' modifier should be removed from the 'message' argument of ISessionListener::onInboundSessionMsg(..)
  • [CPP-221] - Session's custructors with 'customSessionKey' parameter that can be used to distinguish sessions with the same values of the SenderCompID, TargetCompID and the FIX Protocol version.
  • [CPP-222] - Session::getCustomKey() method.
  • [CPP-235] - Ability to change the message before resending it inside ISessionListener::onResendRequest(..);
  • [CPP-237] - Session::listenPort(int listenPort) method
  • [CPP-244] - Session::setLogInboundMessages(bool value) method
  • [CPP-245] - Session::setLogOutboundMessages(bool value) method
  • [CPP-249] - Message::set(int tag, char value) method
  • [CPP-250] - Group::set(int tag, int index, char value) method
  • [CPP-257] - Session::getReceivingThreadId() method
  • [CPP-258] - Session::getSendingThreadId() 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.

Posted by OnixS at 10:21

Tuesday, 10 May 2011

Release Notes - JAVA ICE FIX Trade Capture - Version 2.0.4

Release Notes - JAVA ICE FIX Trade Capture - Version 2.0.4


Task


Download details:


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

 

Posted by OnixS at 14:47

Release Notes - .NET ICE FIX Trade Capture - Version 2.3.0.0

Release Notes - .NET ICE FIX Trade Capture - Version 2.3.0.0


Improvement

  • [ICETC-74] - "Session Settings" diallog: 'Target Host' label should be replaced with 'Host'.
  • [ICETC-80] - New dialect ICE 2.0.24 (May 2011)

New Feature

  • [ICETC-81] - Configuration file should be stored in Documents folder


Download details:

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

 

Posted by OnixS at 14:42

Wednesday, 4 May 2011

Release Notes - C++ ICAP BrokerTec Handler - Version 1.9.3.3

Release Notes - C++ ICAP BrokerTec Handler - Version 1.9.3.3


New Feature


Bug

  • [CPPBRTEC-89] - Error during snapshot. Can not take maximum block order sizes. Invalid transaction type.
  • [CPPBRTEC-90] - Condition for MarketData type of account

Download details:

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

 

Posted by OnixS at 14:41
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