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

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.

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

• [CPPCMEFAST-417] - Ability to backup logs while handler is running.

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

Bug

• [CPPCMEFAST-392] - Segmenation fault when TcpReplay is used

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.

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

Release Notes - JAVA CME FIX Trading - Version 1.0.3

Improvement

• [JAVACMETRADING-18] - Upgrade to Engine 1.9.44
• [JAVACMETRADING-19] - Update CME dialect file

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

Bug

• [NETFIXITCH-60] - TimeConverter.ConvertToLocalTime problem

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

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

• [JAVACMECTH-6] - Filtered subscriptions not working