Tuesday, 29 November 2011

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

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
Posted by OnixS at 09:23

Monday, 28 November 2011

Release Notes - FIX Analyser - Version 1.16.9.0

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
Posted by OnixS at 16:42

Monday, 21 November 2011

Press Release: OnixS announces successful Eurex 14 updates

www.onixs.biz

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

 

Posted by OnixS at 14:51

Thursday, 17 November 2011

Release Notes - FIX Analyser - Version 1.16.8.0

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
Posted by OnixS at 09:35

Wednesday, 16 November 2011

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

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


New Feature


Download details:

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

 

Posted by OnixS at 03:17

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

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


New Feature


Download details:


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

 

Posted by OnixS at 03:16

Saturday, 12 November 2011

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

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


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.

Posted by OnixS at 04:05

Release Notes - .NET selfConnect implementations - Version 2.80.0.0

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.

Posted by OnixS at 04:02

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

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


New Feature


Download details:

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

 

Posted by OnixS at 04:01

Friday, 11 November 2011

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

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
Posted by OnixS at 18:00

Wednesday, 9 November 2011

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

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.

 

Posted by OnixS at 13:57

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

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.

 

Posted by OnixS at 13:55

Tuesday, 8 November 2011

Release Notes - JAVA FIX Engine selfConnect implementations - Version 1.9.29

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.

Posted by OnixS at 14:08

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

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.

 

Posted by OnixS at 14:06

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

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.

 

Posted by OnixS at 14:05

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

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.

 

Posted by OnixS at 14:03
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