Thursday, 27 December 2012

Release Notes - C++ Eurex Enhanced Trading Interface (ETI) Handler - Version 1.8.0.0

Improvement

  • [CPPEUREXETI-59] - Use interface name rather than IP address to specify NIC in linux

New Feature

Tuesday, 25 December 2012

Release Notes - C++ FIX Engine - Version 3.2.5.0

Bug

  • [CPP-728] - PrettyPrint sample added to Windows package

Improvement

  • [CPP-727] - Support Visual Studio 2012
Note: This is a Windows-only release.

Friday, 21 December 2012

Release Notes - C++ FIX Engine - Version 3.2.4.0

Bug

  • [CPP-726] - SSL connection could be unexpectedly broken

Improvement

  • [CPP-725] - Decrease session startup time

New Feature

  • [CPP-724] - Ability to read all data of given FieldSet instance

Wednesday, 19 December 2012

Release Notes - C++ Eurex Market and Reference Data Interfaces (EMDI, RDI) Handler - Version 1.1.0.1

Bug

Improvement

  • [CPPEEMDIRDI-74] - Eurex Extended Market Data Service v1.2 should be supported
  • [CPPEEMDIRDI-83] - Change acces to optional fields having string data type

Information Request

  • [CPPEEMDIRDI-82] - Problem with the Eurex EMDI product snapshot interface

Release Notes - Java CME Drop Copy Client - Version 1.0.3

Task

Friday, 14 December 2012

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.7.3

Improvement

New Feature

Thursday, 13 December 2012

Release Notes - Java FIX Engine - Version 1.9.50

Improvement

  • [JAVA-526] - Normalize decimal initial value from template

Task

  • [JAVA-525] - Introduce and move scaled decimal implementation to "onixs-util" module

Friday, 7 December 2012

Release Notes - Java FIX Engine - Version 1.9.49

Improvement

  • [JAVA-514] - Simplify opening samples in Eclipse IDE
  • [JAVA-517] - Move old version history entries to archive
  • [JAVA-519] - Upgrade to dialect definition schema 2.10

Wednesday, 5 December 2012

Release Notes - Java CME Drop Copy Client - Version 1.0.2

Bug

Task

Monday, 3 December 2012

Release Notes - .NET CME FIX/FAST Market Data Handler - Version 2.11.10.0

Bug

  • [NETCMEFAST-245] - Replay checkbox stands still when Sample's window is resized.

Friday, 30 November 2012

Release Notes - Java FIX Engine - Version 1.9.48

Bug

  • [JAVA-515] - Javadocs attached as a directory are not recognized in the Eclipse IDE

Improvement

  • [JAVA-512] - Remove methods with float/double parameters

New Feature

  • [JAVA-516] - Add safe alternatives for methods with float/double parameters

Wednesday, 28 November 2012

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.7.2

Bug

Information Request

Thursday, 22 November 2012

Release Notes - C++ FIX Engine - Version 3.2.2.1

Bug

  • [CPP-618] - Parsing message from string failing if check sum tag is not present dispite using MessageParsingFlag::None
  • [CPP-651] - Looks like error in documentation

Improvement

  • [CPP-614] - Optimize throughput.
  • [CPP-615] - Throughput benchmark sample should be added to the setup package.
  • [CPP-649] - Only the latest *.state file should be analyzed during the creation of a Session with a file-based session storage.
  • [CPP-661] - Clarify issues related with using real numbers while manipulating FIX fields
  • [CPP-666] - Pluggable Session Storage section in the Programmer's Guide
  • [CPP-672] - Linux signals handling logic should be added to our SellSide and BuySide samples.
  • [CPP-676] - 'LocalInterfaces' configuration option should be described in Programming Guide.
  • [CPP-697] - File Based Storage segmented mode described in help.

New Feature

  • [CPP-626] - Session::messageGrouping(..) method

Task

  • [CPP-684] - Add EngineSettings::ignoreFileBasedStorageIntegrityErrors member to public C++ Engine API
  • [CPP-685] - Remove references to obsolete environments and IDE
  • [CPP-691] - Engine.Settings.validateNumberOfRepeatingGroupInstances () should be removed
  • [CPP-692] - Validate.NumberOfRepeatingGroupInstances setting should be removed

Wednesday, 21 November 2012

Release Notes - JAVA ICE FIX Trade Capture - Version 2.0.9

Task

  • [JAVAICEFIXTC-70] - Analyze FIX Trade Capture API Changes in 2.0.30 Release

Tuesday, 20 November 2012

Release Notes - .NET ICE FIX Trade Capture - Version 2.5.0.0

Task

  • [ICETC-90] - Analyze FIX Trade Capture API Changes in 2.0.30 Release

Thursday, 8 November 2012

Release Notes - .NET ICE FIX Trade Capture - Version 2.4.1.0

Improvement

Wednesday, 7 November 2012

Release Notes - JAVA ICE FIX Trade Capture - Version 2.0.8

Task

  • [JAVAICEFIXTC-69] - Analyze FIX Trade Capture API Changes in 2.0.29 release

Release Notes - .NET CME Drop Copy - Version 1.3.5.0

Bug

  • [NETCMEDRCPY-21] - ApplicationMessageReport with RefApplLastSeqNum = 0 should be processed correctly

Improvement

  • [NETCMEDRCPY-22] - Rename Feed.State to SenderCompID-TargetCompID.feedstate

New Feature

  • [NETCMEDRCPY-19] - Add targetCompId, targetSubId and senderLocationId as constructor parameters.

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.14.4.0

Improvement

  • [CPPCMEFAST-335] - Benchmark Sample should be added to the setup package
  • [CPPCMEFAST-420] - CFICode should be added to SecurityDefinition class
  • [CPPCMEFAST-421] - MaturityMonthYear should be added to SecurityDefinition class
  • [CPPCMEFAST-422] - MaturityDate should be added to SecurityDefinition class
  • [CPPCMEFAST-423] - SecurityExchange should be added to SecurityDefinition class
  • [CPPCMEFAST-424] - Strike Price should be added to SecurityDefinition class
  • [CPPCMEFAST-425] - Strike Currency should be added to SecurityDefinition class
  • [CPPCMEFAST-429] - Tags.h file should be described in Programming Guide
  • [CPPCMEFAST-430] - Messaging API enhanced with new members.
  • [CPPCMEFAST-431] - getEntryTime() field now returns TimeSpan value.
  • [CPPCMEFAST-432] - Message::getSendingTime() now returns Timestamp value.
  • [CPPCMEFAST-433] - HighResolutionTime class eliminated.
  • [CPPCMEFAST-434] - Time resolution has been increased from microseconds to nanoseconds.
  • [CPPCMEFAST-435] - HandlerSettings::recordReceivingTime has been eliminated.
  • [CPPCMEFAST-448] - Sample application should use networkInterfaceA and networkInterfaceB settings rather than networkInterface
  • [CPPCMEFAST-468] - Split sample to multiple ones depicting particular areas/use-cases of the Handler

Information Request

New Feature

Tuesday, 6 November 2012

Release Notes - .NET ICE FIX Trade Capture - Version 2.4.0.0

Task

  • [ICETC-86] - Analyze FIX Trade Capture API Changes in 2.0.29 Release.

Release Notes - .NET LSE Millenium Native Trading Handler - Version 1.2.0.0

New Feature

Friday, 26 October 2012

Release Notes - Java FIX Engine - Version 1.9.47

Improvement

  • [JAVA-500] - Reconnector: add acceptor application
  • [JAVA-501] - Scheduler: add acceptor application
  • [JAVA-511] - Deprecate methods with float/double parameters
  • [JAVA-513] - Deprecated members removal

Release Notes - .NET LSE Millenium Native Trading Handler - Version 1.1.6.0

Bug

Release Notes - .NET FIX Engine - Version 2.85.0.4

Bug

  • [DOTNET-595] - Logon messages not sending out after scheduled logon. Most of the time things behaving correctly, but it failed once on 24 Sep
  • [DOTNET-619] - Engine crashes due to "cannot rename summary file. The process cannot access the file because it is being used by another process."
  • [DOTNET-620] - AccessViolationException on Engine Startup
  • [DOTNET-630] - FAST decoding of "group" node with embedded "sequence" node

Improvement

  • [DOTNET-605] - Only the latest *.state file should be analyzed during the creation of a Session with a file-based session storage.
  • [DOTNET-610] - FIX Engine should keep open all File Bases Storage Segments that could be required to fulfill the Resend Request
  • [DOTNET-626] - FIX Engine should not use Message as soon as it is reported via Session.InboundSessionMsgEvent
  • [DOTNET-631] - Multisegmented storage diagnostic should be improved

New Feature

  • [DOTNET-598] - Behaviour when Summary File cannot be opened on Session Creation

Thursday, 18 October 2012

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.5.4.0

New Feature

Wednesday, 17 October 2012

Release Notes - .NET CME Cleared Trades Handler - Version 1.8.0.0

New Feature

  • [NETCMECTH-32] - Message classes should have property to return Fixml string

Thursday, 11 October 2012

Release Notes - .NET CME FIX/FAST Market Data Handler - Version 2.11.9.0

Improvement

  • [NETCMEFAST-240] - Add ability to replay new format C++ handler log files

Tuesday, 18 September 2012

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.5.3.1

Improvement

  • [CPPEUREXMDH-230] - libACE.so symbolic link should be added to the Setup package
  • [CPPEUREXMDH-231] - libeurexEbsMarketDataHandler.so symbolic link should be added to the Setup package
  • [CPPEUREXMDH-232] - MyListener.cpp should use clog instead of cout for console output

Friday, 31 August 2012

Release Notes - FIX Analyser - Version 1.18.1.0

Bug

  • [FA-137] - Can not load depended assembly

Wednesday, 29 August 2012

Release Notes - Java CME Cleared Trades Handler - Version 1.1.3

Improvement

Release Notes - .NET CME Cleared Trades Handler - Version 1.7.1.0

Improvement

Tuesday, 28 August 2012

Release Notes - Java FIX Engine - Version 1.9.46

Bug

  • [JAVA-499] - Fix linux package permissions for directories

Improvement

  • [JAVA-494] - Explain more available engine settings
  • [JAVA-495] - Sample code from "Message Exchange" section should include Session.InboundSessionMessageListener.
  • [JAVA-498] - Add pause at the end of each start script

Task

  • [JAVA-22] - Add distribution package content section to Programmer's Guide

Friday, 24 August 2012

Release Notes - .NET FIX Engine - Version 2.84.3.0

Bug

  • [DOTNET-570] - Exception while segmented .summary file is absent

Wednesday, 15 August 2012

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.7.1

Bug

  • [JAVACMEFAST-109] - Exception in thread "Onixs.CmeFastHandler.INCREMENTALFeedGroup".

Improvement

  • [JAVACMEFAST-105] - Missing documentation for 1.7.0 CME feed handler release

Release Notes - Java CME Cleared Trades Handler - Version 1.1.2

Bug

Improvement

  • [JAVACMECTH-7] - Change the logging level of subscription polling to debug

Release Notes - .NET CME FIX/FAST Market Data Handler - Version 2.11.8.0

Bug

  • [NETCMEFAST-229] - [Missing documentation for "M:Onixs.CmeFastHandler.Handler.Start(System.Boolean)"]
  • [NETCMEFAST-231] - [Missing documentation for "T:Onixs.CmeFastHandler.TradeUpdateAction"]

Improvement

  • [NETCMEFAST-225] - Default path refers to wrong version of .NET
  • [NETCMEFAST-230] - "Security Definitions Caching" section should be added to Programming Guide
  • [NETCMEFAST-237] - Add ability to replay C++ handler log files

Thursday, 9 August 2012

Release Notes - Java FIX Engine - Version 1.9.45

Improvement

  • [JAVA-364] - Programmer's Guide should provide direct links to the corresponding API documentation

Task

  • [JAVA-40] - Revise all example code snippets in the Programmer's Guide

Tuesday, 31 July 2012

Release Notes - C++ FIX Engine - Version 3.1.0.0

Improvement

  • [CPP-478] - Session::getState() should be renamed to Session::state()
  • [CPP-479] - Session::getEncryptionMethod() should be renamed to Session::encryptionMethod()
  • [CPP-480] - Session::setEncryptionMethod(..) should be renamed to Session::encryptionMethod(..)
  • [CPP-481] - Session::getListenPort() should be renamed to Session::listenPort()
  • [CPP-482] - Session::setListenPort() should be renamed to Session::listenPort(..)
  • [CPP-483] - Session::getLocalNetworkInterface() should be renamed to Session::localNetworkInterface()
  • [CPP-484] - Session::setLocalNetworkInterface(..) should be renamed to Session::localNetworkInterface(..)
  • [CPP-485] - Session::getTcpNoDelayOption() should be renamed to Session::tcpNoDelayOption()
  • [CPP-486] - Session::getReasonableTransmissionTime() should be renamed to Session::reasonableTransmissionTime()
  • [CPP-487] - Session::setReasonableTransmissionTime() should be renamed to Session::reasonableTransmissionTime(..)
  • [CPP-489] - Session::setSslCertificateFile() should be renamed to Session::sslCertificateFile(..)
  • [CPP-490] - Session::setSslPrivateKeyFile() should be renamed to Session::sslPrivateKeyFile(..)
  • [CPP-491] - Session::setSslPrivateKeyPassword() should be renamed to Session::sslPrivateKeyPassword(..)
  • [CPP-492] - Session::getStorageID() should be renamed to Session::storageId()
  • [CPP-493] - Session::getCounterpartyHost() should be renamed to Session::counterpartyHost()
  • [CPP-494] - Session::getCounterpartyIpAddress() should be renamed to Session::counterpartyIpAddress()
  • [CPP-495] - Session::getCounterpartyPort() should be renamed to Session::counterpartyPort()
  • [CPP-496] - Session::getCustomKey() should be renamed to Session::customKey()
  • [CPP-497] - Session::getOutboundQueueBytes() should be renamed to Session::outboundQueueBytes()
  • [CPP-498] - Session::getOutboundQueueCount() should be renamed to Session::outboundQueueCount()
  • [CPP-499] - Session::getHeartBtInt() should be renamed to Session::heartbeatIntervalSec()
  • [CPP-500] - Session::getLogInboundMessages() should be renamed to Session::logInboundMessages()
  • [CPP-501] - Session::setLogInboundMessages(..) should be renamed to Session::logInboundMessages(..)
  • [CPP-502] - Session::setLogOutboundMessages(..) should be renamed to Session::logOutboundMessages(..)
  • [CPP-503] - Session::getLogOutboundMessages() should be renamed to Session::logOutboundMessages()
  • [CPP-504] - 'Session::SessionStorageType enum' should be renamed to 'SessionStorageType struct'
  • [CPP-505] - 'Session::State enum' should be renamed to 'SessionState struct'
  • [CPP-506] - 'Session::EncryptionMethod enum' should be renamed to 'EncryptionMethod struct'
  • [CPP-507] - ConnectionMode stuct should be moved to its own *.h file
  • [CPP-508] - 'Session::Role enum' should be renamed to 'SessionRole struct'
  • [CPP-509] - 'Version enum' should be renamed to 'ProtocolVersion struct'
  • [CPP-510] - 'ISessionListener::ErrorReason enum' should be renamed to 'SessionErrorReason struct'
  • [CPP-511] - 'ISessionListener::WarningReason enum' should be renamed to 'SessionWarningReason struct'
  • [CPP-512] - Session::setInboundMessageLogFilter(..) should be renamed to Session::inboundMessageLogFilter(..)
  • [CPP-513] - Session::getInboundMessageLogFilter() should be renamed to Session::inboundMessageLogFilter()
  • [CPP-514] - Session::setOutboundMessageLogFilter(..) should be renamed to Session::outboundMessageLogFilter(..)
  • [CPP-515] - Session::getOutboundMessageLogFilter() should be renamed to Session::outboundMessageLogFilter()
  • [CPP-516] - Session::getInSeqNum() should be renamed to Session::inSeqNum()
  • [CPP-517] - Session::setInSeqNum(..) should be renamed to Session::inSeqNum(..)
  • [CPP-518] - Session::setOutSeqNum(..) should be renamed to Session::outSeqNum(..)
  • [CPP-519] - Session::getOutSeqNum() should be renamed to Session::outSeqNum()
  • [CPP-520] - Session::getReceivingThreadId() method should be removed
  • [CPP-521] - Session::setResendRequestMaximumRange(..) should be renamed to Session::resendRequestMaximumRange(..)
  • [CPP-522] - Session::getResendRequestMaximumRange() should be renamed to Session::resendRequestMaximumRange()
  • [CPP-523] - Session::getSendingThreadId() method should be removed
  • [CPP-524] - Session::getRole() should be renamed to Session::role()
  • [CPP-525] - Session::getSenderCompID() should be renamed to Session::senderCompId()
  • [CPP-526] - Session::getSpecifyLastMsgSeqNumProcessedField() should be renamed to Session::specifyLastMsgSeqNumProcessedField()
  • [CPP-527] - Session::setSpecifyLastMsgSeqNumProcessedField(..) should be renamed to Session::specifyLastMsgSeqNumProcessedField(..)
  • [CPP-528] - Session::getTargetCompID() should be renamed to Session::targetCompId()
  • [CPP-529] - Session::getVersion() should be renamed to Session::version()
  • [CPP-532] - Session::senderSubID(..) should be renamed to Session::senderSubId(..)
  • [CPP-533] - Session::targetSubID(..) should be renamed to Session::targetSubId(..)
  • [CPP-534] - Session::setSenderLocationId(..) should be renamed to Session::senderLocationId(..)
  • [CPP-535] - Session::targetLocationID(..) should be renamed to Session::targetLocationId(..)
  • [CPP-536] - TcpClient::setNoDelay(..) should be renamed to TcpClient::noDelay(..)
  • [CPP-537] - TcpClient::getNoDelay() should be renamed to TcpClient::noDelay()
  • [CPP-538] - EngineSettings::processDeliverToCompID() should be renamed to EngineSettings::processDeliverToCompId()
  • [CPP-539] - Engine::getListenPort() should be renamed to Engine::listenPort()
  • [CPP-540] - Engine::getLogDirectory() should be renamed to Engine::logDirectory()
  • [CPP-541] - Engine::getLicenseExpirationDate() should be renamed to Engine::licenseExpirationDate()
  • [CPP-542] - Engine::isInitialized() should be renamed to Engine::initialized()
  • [CPP-543] - 'const' modifier should be removed from the 'message' argument of ISessionListener::onInboundApplicationMsg(..) callback method
  • [CPP-556] - Message::toString() behavior updated.
  • [CPP-558] - No references to internal std::string object is returned any more by Message and Group/GroupInstance classes.
  • [CPP-559] - FieldSet::get() member returns reference to read-only field value instead of std::string object.
  • [CPP-560] - Dialect class merged with Dictionary
  • [CPP-562] - Behavior of FieldSet::get() members has been changed.
  • [CPP-563] - FieldSet::remove() member renamed to FieldSet::erase() to be more natural.
  • [CPP-565] - Group class refactored
  • [CPP-566] - Message::parse() members signature was changed.
  • [CPP-567] - Message compare does NOT update values of BodyLength and CheckSum fields any more.
  • [CPP-568] - Decimal class refactored.
  • [CPP-570] - Message::setV(..) members added to save field value type.
  • [CPP-572] - Message::version() member is eliminated
  • [CPP-573] - Selected OnixS::FIX::Message fields where renamed.
  • [CPP-574] - Message::reset() renamed to Message::clear().
  • [CPP-575] - Message::updateCheckSum is eliminated.
  • [CPP-576] - RawMessage class and Message::toRaw() member added to expose FIX compliant serialization.
  • [CPP-580] - Message class refactored
  • [CPP-581] - OnixS::FIX::Scheduling::SessionDurations renamed to OnixS::FIX::Scheduling::SessionDuration.
  • [CPP-582] - OnixS::FIX::Scheduling::SequenceNumberResetPolicies renamed to OnixS::FIX::Scheduling::SequenceNumberResetPolicy.
  • [CPP-583] - OnixS::FIX::Scheduling::DaysOfWeek renamed to OnixS::FIX::Scheduling::DayOfWeek.
  • [CPP-584] - Timestamp class refactored
  • [CPP-591] - Settings::dialect(..) should be renamed to Settings::dictionaryFile(..)
  • [CPP-593] - Parser Benchmark should use FIX Dictionary file.
  • [CPP-594] - EngineSettings::automaticallyCreatedSessionStorageType(..) method should be removed

New Feature

  • [CPP-438] - ISessionListener::onReceivedBytes(const byte*, size_t, Session *session)
  • [CPP-469] - Possibility to timestamp the message as it comes in the NIC
  • [CPP-488] - Sesision::receiveSpinningTimeoutUsec(Int32 usec) method
  • [CPP-530] - Session::receivingThreadAffinity(const CpuIndexes& cpuIndexes) method
  • [CPP-531] - Session::sendingThreadAffinity(const CpuIndexes& cpuIndexes) method
  • [CPP-557] - StringRef class added.
  • [CPP-561] - FieldSet class added to encapsulate field-related operations in FIX message and repeating group instances.
  • [CPP-564] - FieldValueRef class added to encapsulate concept of FIX field value.
  • [CPP-569] - const std::string FIX::Core::Messaging::Message::toString() method
  • [CPP-577] - Number parsing functionality is added.
  • [CPP-578] - Timestamp::toString() and Timestamp::parse() enhanced with support of timestamp formats.
  • [CPP-579] - GroupInstance class added to encapsulate access to FIX fields of single repeating group instance.
  • [CPP-586] - Multiple session listeners

Monday, 30 July 2012

Release Notes - .NET Hotspot ITCH Market Data Handler - Version 1.30.1.0

Bug

  • [NETFIXITCH-63] - Handler throws "Index was out of range" exception when tcp stream was closed in Connect method.

Monday, 23 July 2012

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.13.4.0

Improvement

  • [CPPCMEFAST-409] - Ability to replay logs recorded with TcpReplay feature enabled.

New Feature

Wednesday, 18 July 2012

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.13.3.0

Bug

Improvement

  • [CPPCMEFAST-330] - STL template instantiations should NOT be exported anymore
  • [CPPCMEFAST-385] - Linux sample: Makefile should use rpath to avoid dependency on LD_LIBRARY_PATH
  • [CPPCMEFAST-390] - 'Replaying Log Files' section should clarify the time intervals between callbacks that are related to different multicast packets.
  • [CPPCMEFAST-397] - 'Snapshot #xxx is skipped due to absence of cached incrementals' warning eliminated.
  • [CPPCMEFAST-407] - Handler::version() member is now deprecated.
  • [CPPCMEFAST-408] - Legacy names and namespaces eliminated.

Monday, 16 July 2012

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.5.2.4

Improvement

  • [CPPEUREXMDH-223] - Change log level for messages of wrong top of book updates

Release Notes - C++ FIX Engine - Version 2.84.2.0

Bug

  • [CPP-596] - Exceptions when .summary file does not present

Improvement

  • [CPP-595] - Improve File Storage reliability

Release Notes - .NET FIX Engine - Version 2.84.2.0

Bug

  • [DOTNET-543] - FileBasedStorageSegmentSize setting error
  • [DOTNET-546] - Exceptions when .summary file does not present

Friday, 13 July 2012

Release Notes - JAVA CME FIX Trading - Version 1.0.3

Improvement

Wednesday, 11 July 2012

Release Notes - .NET Hotspot ITCH Market Data Handler - Version 1.30.0.0

Bug

Improvement

  • [NETFIXITCH-48] - OrderBook.TopOfTheBookChanged event should be renamed to TopOfBookChanged
  • [NETFIXITCH-52] - Order book building should be described in Programmer's Guide
  • [NETFIXITCH-53] - Order book building logic should be added to the Sample application
  • [NETFIXITCH-54] - Order Id should be represented as a decimal number
  • [NETFIXITCH-55] - ItchProtocolVersion enum should be replaced with feedProvidesMinQtyLotSize bool value
  • [NETFIXITCH-56] - Version number of the ITCH protocol should be removed from the Programmer's Guide

New Feature

  • [NETFIXITCH-51] - DateTime Handler.LicenseExpirationDate Property

Tuesday, 3 July 2012

Release Notes - .NET Eurex EBS Market Data Handler - Version 3.5.1.4

Bug

  • [DNEBS-72] - Wrong value for TradeInformation.entryTimestamp()

New Feature

  • [DNEBS-71] - Add onProductGroupInactivity callback

Release Notes - Java CME Cleared Trades Handler - Version 1.1.1

Bug

Wednesday, 27 June 2012

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.5.1.4

Bug

New Feature

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.5.1.4

Bug

New Feature

Tuesday, 19 June 2012

Release Notes - .NET Eurex EBS Market Data Handler - Version 3.5.0.8

Bug

  • [DNEBS-68] - Wrong value of Trade Reversal Indicator
  • [DNEBS-69] - Wrong value of Trading Status

Information Request

  • [DNEBS-66] - Stratery subscription in the samples

New Feature

  • [DNEBS-67] - Add Block Auction status message callback
  • [DNEBS-70] - Add OCUR (Option on Currency) product type

Monday, 18 June 2012

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.7.0

Improvement

  • [JAVACMEFAST-64] - Version of the 'templates.xml' should be logged at INFO level
  • [JAVACMEFAST-75] - Message "Snapshot is too old" should appear only in debug output
  • [JAVACMEFAST-80] - Heartbeats received via snapshot channel should be ignored
  • [JAVACMEFAST-82] - By default Sample Application should replay canned data from Cert environment

New Feature

Friday, 15 June 2012

Release Notes - Java FIX Engine - Version 1.9.44

Bug

  • [JAVA-487] - Message copy constructor and init method bind repeating groups to the original message object not its copy

New Feature

  • [JAVA-486] - Single Message Object per Session

Thursday, 14 June 2012

Release Notes - FIX Analyser - Version 1.18.0.0

Bug

  • [FA-131] - Click on the tag name in log window should open online fix dictionary
  • [FA-77] - Non-existent tags are shown when the FIX message contains the FIX Field Delimiter (0x01) inside field values

Task

  • [FA-122] - Dialect Schema location should be changed to http://ref.onixs.biz/fix/fadialects

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.5.0.8

Bug

Improvement

  • [CPPEUREXMDH-210] - Changed undefined value for SingleLegReference::prevSettlementPrice to UndefinedPrice
  • [CPPEUREXMDH-211] - Changed undefined value for SingleLegReference::prevClosingPrice to UndefinedPrice
  • [CPPEUREXMDH-212] - Changed undefined value for ProductReference::prevUnderlyingClosingPrice to UndefinedPrice

Information Request

New Feature

Tuesday, 12 June 2012

Release Notes - Java CME Cleared Trades Handler - Version 1.1.0

New Feature

Monday, 11 June 2012

Release Notes - Java FIX Engine - Version 1.9.43

Information Request

  • [JAVA-458] - Trouble parsing the Millennium FAST template

Monday, 4 June 2012

Release Notes - FIX Analyser - Version 1.17.1.0

Information Request

  • [FA-133] - When I click on a message, it shows a different symbol

Thursday, 31 May 2012

Release Notes - FIX Analyser - Version 1.17.0.0

Improvement

  • [FA-129] - Ignore delimiter field inside field in incorrect log files

Tuesday, 29 May 2012

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.13.2.0

Bug

Information Request

  • [CPPCMEFAST-370] - What is the meaning of 'Snapshot #xxx is skipped due to absence of cached incrementals' ?

Release Notes - .NET/C# CME FIX/FAST Market Data Handler - Version 2.11.7.0

Bug

Improvement

  • [NETCMEFAST-219] - License should be automatically found when run sample

Release Notes - C++ FIX Engine - Version 2.84.1.0

Bug

  • [CPP-467] - Market Data Decoding Issue (Invalid processing of new CME FAST templates with Id = "120")

Release Notes - .NET FIX Engine - Version 2.84.1.0

Bug

  • [DOTNET-528] - Market Data Decoding Issue (Invalid processing of new CME FAST templates with Id = "120")

Thursday, 24 May 2012

Release Notes - C++ FIX Engine - Version 2.84.0.0

Bug

  • [CPP-418] - SessionSchedule issue
  • [CPP-463] - Session initialization hangs when zero messages specified to store

Improvement

  • [CPP-446] - Nanosecond timestamps should be used in the FixEngineLog.txt file
  • [CPP-450] - Session::getListenPort() should return actual port number for multiple listening port configuration
  • [CPP-452] - ISessionStorage::storeOutbound(..) should provide the access to the Message object

Release Notes - .NET FIX Engine - Version 2.84.0.0

Bug

  • [DOTNET-526] - Session initialization hangs when zero messages specified to store

Improvement

  • [DOTNET-506] - Nanosecond timestamps should be used in the FixEngineLog.txt file
  • [DOTNET-510] - Sequence number management should be enabled only for disconnected sessions
  • [DOTNET-512] - Session.ListenPort property should return actual port number for multiple listening port configuration
  • [DOTNET-516] - It should be OK to Dispose() Session after FIX Engine's shutdown

Monday, 21 May 2012

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.4.2.1

Bug

Release Notes - Java FIX Engine - Version 1.9.42

Bug

  • [JAVA-482] - FAST decoder exception
  • [JAVA-483] - Samples do not contain java source code

Tuesday, 15 May 2012

Technical Informational Note: CME FIX/FAST Market Data Operators Release update and the OnixS directConnect: CME Market Data Handler implementations

www.onixs.biz

Technical Informational Note:
CME FIX/FAST Market Data Operators Release update and the OnixS directConnect: CME Market Data Handler implementations

Tuesday: 15th May 2012 - The CME published a Critical System Update alert on the 7th May regarding changes to the FIX/FAST template operators on the CME Market Data feed. This is an technical advisory regarding this change.

Effective Sunday, 3rd June, 2012, the field operators (copy, default, delta and increment) will be removed from the CME FX futures channels 11 and 60 in the production environment.

These operators will be removed from all production FIX/FAST channels on the CME Market Data Platform by Sunday, 4th November, 2012. Detailed schedules for every channel will be published in the CME Globex and Market Data Notices.

New templates will be required for the impacted channels. The new templates for the 3rd June change are currently available in New Release, and also in Production as of Sunday, 13th May. CME Group recommends customer systems pull the templates from the CME Group ftp site every week, prior to Sunday startup.

These changes are available on all FIX/FAST channels in the New Release environment on Monday, May 14.

Other than the updates to the CME FIX/FAST Decoding templates as advised in this CME alert, there are no OnixS software update required to existing OnixS directConnect: CME Market Data Handler implementations for this change.

- Ends -

Monday, 14 May 2012

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.6.11

Improvement

  • [JAVACMEFAST-97] - Use single thread on Feed A and Feed B if handler feeds use same port

Friday, 4 May 2012

Release Notes - Java FIX Engine - Version 1.9.41

Bug

  • [JAVA-469] - FAST/FIX Decoding Exception

Improvement

  • [JAVA-470] - Add bug report page
  • [JAVA-471] - Check Engine is inited in the Decoder and Encoder
  • [JAVA-480] - Explain SessionListenerDelayWarningThreshold property

Task

  • [JAVA-472] - Check byteVector encode/decode
  • [JAVA-475] - Check templateRef encode/decode

Wednesday, 14 March 2012

Release Notes - C++ CME FAST Market Data Handler - Version 2.13.1.2

Release Notes - C++ CME FAST Market Data Handler - Version 2.13.1.2

Improvement

  • [CPPCMEFAST-316] - Security Definitions should NOT be filtered anymore
  • [CPPCMEFAST-319] - CME PriceLevel object should break down/distinguish between implied and direct quantity when obtained from a consolidated order book
  • [CPPCMEFAST-325] - Encapsulation of public fields into inline members desired for PriceLevel structure.
  • [CPPCMEFAST-344] - Heartbeats received via snapshot channel should be ignored
  • [CPPCMEFAST-347] - By default Sample Application should replay canned data from Cert environment
  • [CPPCMEFAST-349] - Copyright year should be changed from '2004-2011' to '2005-2012'
  • [CPPCMEFAST-350] - In all publich *.h files, internal files as well as sample programs the copyright year should be set to 2005-2012.
  • [CPPCMEFAST-351] - "Conectivity troubleshooting" section should be added to Programmer's Guide
  • [CPPCMEFAST-354] - Ability to get order books from snapshots when no live data is available

Information Request

New Feature

  • [CPPCMEFAST-71] - Handler::addSecurityDescriptionFilter(..) method is needed

Task

Thursday, 8 March 2012

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 2.10.0.0

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 2.10.0.0


Bug


Improvement


New Feature

  • [CPPICEIMPACT-124] - Support iMpact Multicast Feed Message Specification version 1.1.11
  • [CPPICEIMPACT-125] - Support iMpact Multicast Feed Message Specification version 1.1.12
  • [CPPICEIMPACT-122] - Report session number and message sequence number

Task



Download details:


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

 

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.4.1.3

Release Notes - C++ Eurex EBS Market Data Handler - Version 3.4.1.3


Bug


Improvement


New Feature


Task


Download details:


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

 

Release Notes - .NET Eurex EBS Market Data Handler - Version 3.4.0.4

Release Notes - .NET Eurex EBS Market Data Handler - Version 3.4.0.4



Improvement


Download details:


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

 

Release Notes - C++ LIFFE CCG Binary Trading Handler - Version 1.15.0.0

Release Notes - C++ LIFFE CCG Binary Trading Handler - Version 1.15.0.0


Improvement

  • [CPPUTPCCG-88] - More information is required when unable to connect to the exchange

New Feature



Download details:


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

 

Monday, 27 February 2012

Release Notes - .NET CME FIX/FAST Market Data Handler - Version 2.11.6.1

Release Notes - .NET CME FIX/FAST Market Data Handler - Version 2.11.6.1

Bug

  • [NETCMEFAST-214] - Wrong *.sln file is used in the CME.FAST.handler-net-3.5-x64_setup_2-11-6-0.msi package.
  • [NETCMEFAST-215] - Could not find file 'C:\Program Files\OnixS\.NET.CME.FAST.Handler-net-3-5-x64\2-11-6-0\sample\OnixS.FixEngineNet.Trial.lic'

Improvement

  • [NETCMEFAST-189] - Version of the 'templates.xml' should be logged at INFO level
  • [NETCMEFAST-201] - By default Sample Application should replay canned data from Cert environment
  • [NETCMEFAST-203] - ChannelId should be passed to constructor.
  • [NETCMEFAST-212] - Fast template id used to decode message should written to trace
  • [NETCMEFAST-213] - Add "Low Latency Best Practices" section to Programming Guide

Monday, 13 February 2012

Press Release: OnixS completes new BrokerTec Genium platform conformance testing

www.onixs.biz

Press Release:

OnixS completes new BrokerTec Genium platform conformance testing


London: Monday 13th February 2012 – On the 13th February 2012 OnixS successfully completed conformance testing on the new upgraded BrokerTec Genium environment. This extensive upgrade of the BrokerTec U.S. and Europe platform is powered by NASDAQ OMX's Genium INET technology, and requires all users to upgrade for the BrokerTec Genium cutover dates of 26th March for the US and 30th April for the EU.

The OnixS directConnect: Brokertec Handler is a C++ library that provides access to the BrokerTec Exchange market data and trading functionality using the OMex interface for automated trading strategies. Ket features include:



➢ Pre-tested, certified and out of the box– thus saving time and money in integration and certification testing.

➢ Supported – service level guarantee that the implementation is production strength, and will support future interface and platform enhancements.

➢ Book management, synchronization and recovery – more than just a market data decoder. Provides full book management with Order book depth – off loads the book management tasks to a specialized implementation.

➢ Low latency, high through-put, multi-threaded architecture – designed for high-frequency and the fastest market data implementation

➢ Easy-to-use and flexible API – designed for rapid integration within trading strategy implementations.

➢ Flexible logging – ability to analyze and diagnose issues and activity quickly

➢ Reference Implementations - included fast-start source code Basic and Advanced reference implementations with market data and trading client samples – designed for familiarization and to get up and running rapidly.

➢ View Only Market Data sessions messages including the Workup Phase, full order book depth, trade broadcast and price information.

➢ Trade Only Multiple Trading sessions round-robin - the BrokerTec trading session is synchronous. This means that the order insertion throughput is limited by the speed of order acknowledgement by the BrokerTec platform. Thus this round-robin feature enables the OnixS Handler to support multiple API_T type trading sessions and the handler manages the most efficient throughout to route orders via available trading sessions.

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:

OnixS

+44 20 7117 0111

 

Monday, 30 January 2012

Release Notes - C++ Hotspot FXi ITCH Market Data - Version 1.7.1.0

Release Notes - C++ Hotspot FXi ITCH Market Data - Version 1.7.1.0


Improvement

  • [CPPFXIITCH-41] - Makefile issue
  • [CPPFXIITCH-47] - Version number of the ITCH protocol should be removed from the Programmer's Guide


Download details:

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

 

Release Notes - C++ ICE iMpact Multicast Market Data Handler - Version 2.6.9.0

Release Notes - C++ ICE iMpact Multicast Market Data Handler - Version 2.6.9.0


Improvement


Bug

  • [CPPICEIMPACT-100] - Why does SnapshotInProgress occur so often?
  • [CPPICEIMPACT-102] - Settlement price datetime is not coming through correctly after Settlement Price Message

New Feature



Download details:


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

 

Release Notes - JAVA ICE iMpact Market Data Handler - Version 1.3.2

Release Notes - JAVA ICE iMpact Market Data Handler - Version 1.3.2


Improvement


New Feature


Download details:

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

 

Release Notes - .NET selfConnect implementations - Version 2.81.1.0

Release Notes - .NET selfConnect implementations - Version 2.81.1.0


Bug

  • [DOTNET-459] - 2.81.0.8 x64 Engine throws SEHException when Engine.Init called
  • [DOTNET-461] - FIXForge.NET.FIX.Scheduling.Scheduler.Finalize Sometimes Throws NullReferenceException
  • [DOTNET-169] - Engine starts even if ports are not available
  • [DOTNET-427] - Second Logon (A) message is NOT handled correctly when the Engine waits for the reply on Resend Request
  • [DOTNET-429] - Corrupted message log file when new messages are sent while the resend process is in progress

Sub-task

  • [DOTNET-454] - Log StorageId each time Session is created or after reset of local sequence numbers

New Feature

  • [DOTNET-460] - A special events should be called before and after scheduler will reset, logon and logout FIX session
  • [DOTNET-104] - Acceptor.SendLogoutOnInvalidLogon configuration setting
  • [DOTNET-402] - Message.Set(int tag, decimal value) method
  • [DOTNET-403] - decimal Message.GetDecimal(int tag) method
  • [DOTNET-404] - Group.Set(int tag, int repeatingGroupEntryIndex, decimal value) method
  • [DOTNET-405] - decimal Group.GetDecimal(int tag, int repeatingGroupEntryIndex) method
  • [DOTNET-407] - 'override' mode for the 'FIX' node of the FIX dialect description
  • [DOTNET-445] - EngineSettings.SendBufferSize property
  • [DOTNET-449] - Ability to write to Engine's log file from application code
  • [DOTNET-452] - Message.GetUtcTimestamp(int tag) method

Improvement

  • [DOTNET-426] - Ability to specify more than 62 listen ports
  • [DOTNET-435] - Session.ErrorReason.EXCEPTION_DURING_PROCESSING_OF_INCOMING_MESSAGE
  • [DOTNET-440] - Acceptor.SendLogoutOnLogonWithDuplicateIdentity configuration setting should be renamed to Acceptor.SendLogoutOnInvalidLogon
  • [DOTNET-442] - EngineSettings.SendLogoutOnLogonWithDuplicateIdentity should be renamed to EngineSettings.SendLogoutOnInvalidLogon
  • [DOTNET-443] - Acceptor.SendLogoutOnLogonWithDuplicateIdentity configuration setting should be renamed to Acceptor.SendLogoutOnInvalidLogon
  • [DOTNET-448] - Scheduler should log all Session-related operations as well as reasons of these operations
  • [DOTNET-451] - InputDataTraits parameter of FAST decoder

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++ FIX Engine selfConnect implementations - Version 2.81.0.8

Release Notes - C++ FIX Engine selfConnect implementations - Version 2.81.0.8


Bug

  • [CPP-375] - Second Logon (A) message is NOT handled correctly when the Engine waits for the reply on Resend Request
  • [CPP-376] - Corrupted message log file when new messages are sent while the resend process is in progress

Improvement

  • [CPP-354] - When a plain-text connection to SSL Listen Port is detected the corresponding error message should be written to the FIX Engine log file
  • [CPP-366] - Warning-free compilation of sample projects on all supported platforms
  • [CPP-377] - ErrorReason::EXCEPTION_DURING_PROCESSING_OF_INCOMING_MESSAGE
  • [CPP-383] - Ability to override standard dictionary without specifying identifier attribute ("id")
  • [CPP-389] - Session::reset() should be renamed to Session::resetLocalSequenceNumbers()
  • [CPP-390] - InputDataTraits parameter of FAST decoder

New Feature

  • [CPP-229] - Ability to write to Engine's log file from application code
  • [CPP-361] - Message::set(int tag, const Decimal& value) method
  • [CPP-362] - Decimal class
  • [CPP-363] - Decimal Message::getDecimal(int tag) method
  • [CPP-364] - Group::set(int tag, int repeatingGroupEntryIndex, const Decimal& value) method
  • [CPP-365] - Decimal Group::getDecimal(int tag, int repeatingGroupEntryIndex) method
  • [CPP-368] - 'override' mode for the 'FIX' node of the FIX dialect description
  • [CPP-385] - Acceptor.SendLogoutOnInvalidLogon configuration setting
  • [CPP-387] - EngineSettings::sendBufferSize(int value) method

Task

  • [CPP-392] - Reference implementation for Nodal Exchange

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.

Thursday, 26 January 2012

Release Notes - JAVA CME Market Data Handler - Version 1.6.7

Release Notes - JAVA CME Market Data Handler - Version 1.6.7

Bug

  • [JAVACMEFAST-84] - ChannelId == null for network iface eth5 after switching to ver 1.6.5

Improvement

  • [JAVACMEFAST-85] - MessageGapDetectedException should be reported as Warning

Wednesday, 11 January 2012

Release Notes - .NET CME FAST Market Data Handler - Version 2.11.5.0

Release Notes - .NET CME FAST Market Data Handler - Version 2.11.5.0

Improvement

New Feature