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New Feature
- [NCMMDH-54] - Support MdUpdateAction DeleteThru and DeleteFrom
- [NCMMDH-43] - Snapshot MDP Recovery support
- [NCMMDH-42] - Market Data Snapshot Refresh message (35=W)
- [NCMMDH-41] - TCP Replay Recovery support
- [NCMMDH-40] - Instrument Replay support
- [NCMMDH-39] - Market Data Request for Quote message (35=R) support
- [NCMMDH-38] - Market Data Security Definition message (35=d) support
- [NCMMDH-37] - Market Data Security Status message (35=f) support
- [NCMMDH-36] - Market Data IncrementalRefresh message (35=X) support
- [NCMMDH-35] - Heartbeat Message (35=0) support
- [NCMMDH-31] - Handler should switch between feeds A and B by timeout
- [NCMMDH-28] - Use single socket for feeds A and B
Information Request
- [NCMMDH-33] - When MDP 3.0 will be available in New Release Environment?
Task
- [NCMMDH-32] - Publish First Public Beta 3.0.0.0
Task
New Feature
- [JCMEMDH-60] - Support MdUpdateAction DeleteThru and DeleteFrom
- [JCMEMDH-43] - Snapshot MDP Recovery support
- [JCMEMDH-42] - Market Data Snapshot - Full Refresh message (35=W)
- [JCMEMDH-41] - TCP Replay Recovery support
- [JCMEMDH-40] - Instrument Replay support
- [JCMEMDH-39] - Market Data Request for Quote message (35=R) support
- [JCMEMDH-38] - Market Data Security Definition message (35=d) support
- [JCMEMDH-37] - Market Data Security Status message (35=f) support
- [JCMEMDH-36] - Market Data IncrementalRefresh message (35=X) support
- [JCMEMDH-35] - Heartbeat Message (35=0) support
Bug
- [JAVA-819] - Broken links in Programming Guide
- [JAVA-815] - Possible bug in R0.summary file parser
New Feature
Improvement
- [CPPEEMDIRDI-355] - Do not overwrite logFileNamePrefix in EMDI and EOBI handler managers
Bug
Improvement
- [NETCMEDRCPY-62] - Build with Fix Engine 3.11.0.0
- [NETCMEDRCPY-57] - Add Order Mass Action Report (tag 35-MsgType=BZ) to CmeDropCopyFixDialect.xml
Bug
- [NETCMEDRCPY-60] - CME Drop Copy Handler Does Not Properly Handle a Backwards Jump in the ApplSeqNum Field
- [NETCMEDRCPY-56] - When RequestApplFeedIds request called by user, no ids reported.
Bug
Information Request
- [CPPEEMDIRDI-342] - Move out getIntEnumFieldValue method from FieldSet class
Improvement
- [CPPEEMDIRDI-328] - SecurityUpdateAction is defined as an enum in Defines.h but StringRef in InstrumentIncremental.h
Improvement
- [ICETC-149] - Improve database support: Add support of multileg orders
New Feature
- [CPP-1225] - Support passing a pre-built raw FIX buffer and just adding session-level details
Bug
- [CPP-1220] - Invalid custom Logon (35=A) message is sent during reconnect
- [CPP-1167] - messageByDefaultConstructor.set(AnyFieldType, AnyValue) gives rise to memory access violation.
Improvement
- [ICETC-143] - Build with Fix Engine 3.11.0.0
- [ICETC-139] - Use OnixS.Common libs instead of FixControls
New Feature
Bug
- [DOTNET-1149] - Invalid custom Logon (35=A) message is sent during reconnect
New Feature
Sub-task
- [DOTNET-1138] - int BytesCopied = Session.SendAndCopy(SerializedMessage message, byte[] Buffer, int StartIndex) method
New Feature
Sub-task
- [DOTNET-1138] - int BytesCopied = Session.SendAndCopy(SerializedMessage message, byte[] Buffer, int StartIndex) method
New Feature
Improvement
Task
Bug
- [JAVA-776] - Multiple initiator (host,port) pairs are processed incorrectly
Improvement
- [JAVA-764] - WARN in log when user sends session level message
- [JAVA-496] - Reduce in-memory FIX dictionary size
Task
- [JAVA-761] - Move "parser.exceptions.*" to "parser" package
New Feature
- [CPP-1195] - IEngineListener::onError(..) callback
- [CPP-1194] - IEngineListener::onWarning(..) callback
- [CPP-1186] - Engine::dictionaries() method
- [CPP-1175] - EngineSettings::licenseString() method
- [CPP-1144] - Direct support of QuickFIX Data Dictionary XML files
- [CPP-1104] - High Throughput Best Practices section should be added to Programming Guide
- [CPP-971] - Option to specify custom thread names
Improvement
- [CPP-1171] - serviceThreadAffinity() should be a member of EngineSettings class.
- [CPP-1154] - EngineSettings::localNetworkInterface(const LocalNetworkInterface&) method
- [CPP-1153] - EngineSettings::localInterface() should be renamed to EngineSettings::localNetworkInterface()
- [CPP-1136] - Add ConnectionMode and ThreadPoolSize to "Complete reference of configuration options" page
- [CPP-1117] - CODE BREAKING CHANGE: EngineListener::onUnknownIncomingConnection callback signature should be changed
- [CPP-1102] - Throughput sample should use SerializedMessage
- [CPP-1101] - Latency sample should use SerializedMessage
- [CPP-711] - QuickFIX Dialect files should be detected.
- [CPP-555] - Code sample should be added to "Resending Messages" section
New Feature
Task
- [DOTNET-1119] - Rename FixmlConverter namespace and assembly
Sub-task
- [DOTNET-1115] - FIX<-> FIXML Converter should be described in Programming Guide
Improvement
- [DOTNET-1113] - Rename "ThreadingModel" configuration option to "Connection.Mode"
- [DOTNET-1091] - Rename EngineSettings.ThreadingModel to EngineSettings.ConnectionMode
- [DOTNET-1090] - Message Grouping should be described in "High Throughput Best Practices" sections
- [DOTNET-1089] - Reuse of incoming messages should be described in "Best Practices" sections
- [DOTNET-1083] - Session.ReuseIncomingMessage property should be set to true in Latency sample
- [DOTNET-1082] - Session.ReuseIncomingMessage property should be set to true in Throughput sample
- [DOTNET-1069] - Add ConnectionMode and ThreadPoolSize to "Complete reference of configuration options" page
- [DOTNET-1056] - EngineSettings.ToString() should return a human-friendly description of the current settings.
- [DOTNET-751] - Scheduler's log records should use the same notation as FIX Engine's log file
- [DOTNET-616] - EngineSettings class should be reusable
- [DOTNET-154] - A way to determine which dialects was loaded during Engine initialization
- [DOTNET-76] - License file can be put to the user home directory
Bug
- [DOTNET-1111] - .NET 4.5 Engine DLL is reported as .NET 4.0 in the FIX Engine log file.
- [DOTNET-750] - Heartbeat messages are not decoded correctly after upgrading to 3.6.0.0
Bug
- [NETCMEFAST-350] - "Installation must be a local hard drive" error when installing
Bug
- [NETCMEDRCPY-54] - "Installation must be a local hard drive" error when installing
Bug
- [NETCMECTH-44] - "Installation must be a local hard drive" error when installing
Improvement
- [CPPCMEFAST-679] - Process security definitions while replaying cached incrementals even if they are out-of-dated.
Bug
New Feature
Improvement
- [CPPBRTEC-191] - TradeListener::onFirmOrderBookUpdate should be member of FirmOrderBookListener
Improvement
- [JAVA-756] - Upgrade to "dialects-2_11.xsd"
- [JAVA-754] - Update to FIX dialect schema 2.11
- [JAVA-752] - In all license related messages info@onixs.biz should be replaced with support@onixs.biz
New Feature
- [JAVA-182] - Ability to remove and override entities like fields, repeating groups and messages in FIX dialect descriptions
Information Request
Improvement
Improvement
- [CPPEUREXETI-82] - Support new Eurex NTA Release 2.0 on 25 November 2013
Improvement
- [CPPEEMDIRDI-183] - Support new Eurex Exchange's T7 Release 2.0 (simulation environment)
Bug
Improvement
- [CPPICEIMPACT-216] - "Local order book verification" section should be added to programming guide
New Feature
- [CPPICEIMPACT-211] - LocalBookVerification sample should be added to setup package
Bug
- [JAVA-745] - Acceptor session fails to establish if dialect is used and base version is not loaded
New Feature
- [JAVA-742] - Ability to specify custom logout messages
- [JAVA-382] - Enable dialect loading after FIX Engine initialization
Improvement
- [JAVA-735] - SSL: demonstrate configuring via system properties and ssl debug mode
Task
- [JAVA-734] - SSL: update code snippets with complete parameters list for ssl context factory method
- [JAVA-729] - Check all BuySide applications shouldn't listen for incoming connection
- [JAVA-728] - fix-benchmark: remove "SendQueueLatencyBenchmark" start scripts
New Feature
- [CPPMAPIMD-44] - ConnectionConfig::traceMsgFileName should be added
New Feature
- [DOTNET-1080] - Session.ReuseIncomingMessage property
- [DOTNET-1073] - Option to specify custom thread names
- [DOTNET-1059] - EngineSettings.ReceiveBufferSize property
- [DOTNET-1047] - Session.MessageGrouping option should be set to "200" in Throughput sample
- [DOTNET-1046] - TcpNoDelayOption option should be set to "false" in Throughput sample
- [DOTNET-1043] - High Throughput Best Practices section should be added to Programming Guide
- [DOTNET-1042] - Low Latency Best Practices section should be added to Programming Guide
Bug
- [DOTNET-1057] - EngineSettings.SendBufferSize is not processed correctly
- [DOTNET-1055] - ValidateUnknownFields cannot be set in EngineSettings
- [DOTNET-1034] - Session storage was not restored from state files which caused a sequence number mismatch
New Feature
- [CPPMAPIMD-42] - Can't get snapshot timestamps if using only OrderBookChangeListener
- [CPPMAPIMD-41] - Can I somehow move RFA_*.mc files from root to another directory?
Information Request
New Feature
Improvement
- [CPPEEMDIRDI-245] - Add size property to Incremental and Snapshot Trade objects
- [CPPEEMDIRDI-230] - Add sequence number infromation to Incremental and Snapshot Trade objects
Task
New Feature
- [ICETC-120] - Demonstrate User Company Request and User Company Response messages
- [ICETC-119] - Implement changes from the "ICE-FIX Trade Capture Reference Manual, version 2.0.32, August 2013"
Task
New Feature
- [JAVAICEFIXTC-105] - Demonstrate User Company Request and User Company Response messages
- [JAVAICEFIXTC-104] - Implement changes from the "ICE-FIX Trade Capture Reference Manual, version 2.0.32, August 2013"
Improvement
- [CPPCMEFAST-617] - Version class instead of version string.
- [CPPCMEFAST-604] - Ability to get maturity date from legs of security definition for daily products.
- [CPPCMEFAST-601] - Ability to get maturity date from security definition for daily products.
New Feature
Improvement
- [JAVA-723] - Re-think and re-work "Sharing Engine Instance" guide section
- [JAVA-713] - SSL: enable setting key store and trust store passwords
- [JAVA-705] - Explain and demonstrate using ".pem" file for SSL session
New Feature
- [JAVA-420] - Ability to specify FIX versions/dialects to be loaded during the FIX Initialization
Bug
- [NETCMEFAST-327] - Freshly started engine gets many "no definition available" messages
Task
- [JAVA-715] - Update to the latest FIX dialect revision="CME 2.0, 2013-07-01"
- [JAVA-716] - Upgrade to FIX engine 1.10.6
- [JAVA-724] - Include engine and onixs-utils javadocs in the distro
- [JAVA-725] - Fix directories permissions on linux
Bug
- [JAVA-726] - Start script fails on linux when JAVA_HOME is not set
New Feature
- [DOTNET-1032] - EngineSettings.ValidateEmptyFieldValues should be added
Bug
- [DOTNET-981] - Option to receive the mesage exactly the way it was sent out by client.
Bug
- [CPPCMEFAST-602] - Bogus NoNetworkActivity warnings.
- [CPPCMEFAST-583] - Order book resynchronization skips processing of some snapshots causing further books maintenance errors.
Improvement
- [CPPCMEFAST-601] - Ability to get maturity date from security definition for daily products.
- [CPPCMEFAST-555] - Skip processing instruments whose snapshots were not received during order book resynchronization.
Task
Improvement
- [CPPMAPIMD-37] - onBeginUpdate/onEndUpdate callbacks should be added to OrderBookChangeListener
- [CPPMAPIMD-21] - Visual Studio 2012 should be supported
Bug
- [CPPEUREXETI-110] - All "unused" fields should be initialized to a "noValue"
New Feature
Improvement
- [ICETC-117] - Optimize directory structure
- [ICETC-115] - Add ICE FIX TC .NET 4.5 distributions
Task
- [JAVA-710] - Scheduler doesn't work with quartz 2.2.0
- [JAVA-691] - Explain sharing engine instance between several applications
New Feature
- [JAVA-709] - Implement output stream write delay warning threshold
- [JAVA-706] - Engine shutdown via shutdown hook
Bug
- [JAVACMEFAST-208] - Freshly started engine gets many "no definition available" messages
New Feature
- [DOTNET-1002] - MessageParsingFlags.ValidateRepeatingGroupLeadingTag enum should be added
- [DOTNET-1001] - MessageParsingFlags.ValidateRepeatingGroupEntryCount enum should be added
- [DOTNET-997] - EngineSettings.ValidateRepeatingGroupEntryCount property
- [DOTNET-981] - Option to receive the mesage exactly the way it was sent out by client.
- [DOTNET-973] - Session.ValidateRepeatingGroupEntryCount property
Improvement
- [DOTNET-998] - EngineSettings.ValidateRepeatingGroupLeadingTag
- [DOTNET-996] - Session.ValidateRepeatingGroupLeadingTag
Bug
- [DOTNET-975] - FIX tags are shuffled around by OnixS
- [DOTNET-967] - Repeating Group Entries count is not validated
- [DOTNET-944] - "Internal Native Exception: invalid vector subscript" when SSL is used
Improvement
- [JAVACMEFAST-195] - Speed up security definitions re-synchronization when SecurityID filtering is activated
- [JAVACMEFAST-194] - Filters like SecurityIDFilter can be added during normal work
- [JAVACMEFAST-192] - Filtered descriptions should be purged after security definitions receiving complete
- [JAVACMEFAST-187] - Speed up book re-synchronization when SecurityID filtering is activated
- [JAVACMEFAST-169] - Improve Filter error messages
- [JAVACMEFAST-162] - MexDer support
- [JAVACMEFAST-140] - Prevent handler from running two Instrument feeds simultaneously.
- [JAVACMEFAST-138] - Unsupported incremental messages should be reported as Notifications
Bug
- [JAVACMEFAST-186] - Use instrument id instead of message SeqNum to determine if book re-synchronization was finished.
- [JAVACMEFAST-185] - Handler should process security definitions in incremental feed, event if it were outdated
New Feature
- [JAVACMEFAST-179] - Ability to define order book depths for the instruments whose definitions were not previously received.
- [JAVACMEFAST-178] - Expose more definitions tags
- [JAVACMEFAST-172] - Add support of tag 1300 MarketSegmentID and tag 1003 TradeID to CmeFastFixDialect.xml
Improvement
- [NETCMEFAST-321] - Speed up book re-synchronization when SecurityID filtering is activated
- [NETCMEFAST-319] - Speed up security definitions re-synchronization when SecurityID filtering is activated
- [NETCMEFAST-318] - Filters like SecurityIDFilter can be added during normal work
- [NETCMEFAST-317] - Filtered descriptions should be purged after security definitions receiving complete
- [NETCMEFAST-314] - If there is a filter for security id and all snapshots for specified securities received, book re-synchronization can be finished, even if not all snapshots received.
- [NETCMEFAST-311] - Process security definition while replaying cached incrementals even if it was oudated
New Feature
- [NETCMEFAST-320] - Ability to define order book depths for the instruments whose definitions were not previously received.
- [NETCMEFAST-303] - Add support of tag 1300 MarketSegmentID and tag 1003 TradeID
Bug
- [NETCMEFAST-312] - Use instrument id instead of message SeqNum to determine if book re-synchronization was finished.
Improvement
- [CPPIDEMMD-86] - Prices for market orders (‘____OUV’) should be parsed correctly
Improvement
- [CPP-1078] - Session::validateRepeatingGroupLeadingTag
- [CPP-1074] - EngineSettings::validateRepeatingGroupLeadingTag
New Feature
- [CPP-1075] - EngineSettings::validateRepeatingGroupEntryCount property
- [CPP-1071] - EngineSettings::setThreadPoolSize(..) method
- [CPP-1070] - EngineSettings::setThreadingModel(..) method
- [CPP-1054] - Static libraries should be included into setup package
- [CPP-391] - EngineSettings::receiveBufferSize(int value) method
Task
- [JAVA-690] - Upgrade to engine 1.10.3
- [JAVA-694] - Add engine and utils javadoc to distro
New Feature
- [CPPCMEFAST-567] - Add support of tag 1300 MarketSegmentID and tag 1003 TradeID
Improvement
- [CPPIDEMMD-84] - Exception handling and diagnosis should be improved
Improvement
- [FA-145] - Check if Dialect converter can automatically convert CME dialect
Bug
- [FA-144] - CmeMdFixDialect.xml can't be read by Fix Analyzer tool
Bug
- [CPPCMEFAST-563] - Handlers fails to recognize begining of order book reset event.
Improvement
- [CPPBRTEC-184] - BD2 broadcast data should be available via EditedPriceInformationListener
- [CPPBRTEC-182] - PriceDepthUpdateMask::Enum should be changed
- [CPPBRTEC-178] - StateLevel::Enum should be removed from public API
- [CPPBRTEC-177] - Market entity should contain market code and country code
Bug
Improvement
- [DOTNET-978] - MessageParsingFlags.Verify* members should be renamed to MessageParsingFlags.Validate*
- [DOTNET-938] - Scheduler should not use EngineSettings.ReconnectAttempts and EngineSettings.ReconnectInterval parameters
- [DOTNET-915] - "Invalid incoming message" errors should be reported via ErrorEvent
Information Request
- [DOTNET-971] - Session.ValidateSequenceNumbers property
Bug
- [DOTNET-954] - Session.LogonAsInitiator() hangs out if Logout message received on second connect
- [DOTNET-773] - Retrieving FieldInfo class from a message type
- [DOTNET-719] - Session.CounterpartyIpAddress exception
New Feature
- [DOTNET-952] - Add properties CounterpartyHost, CounterpartyIpAddress and CounterpartyPort to UnknownIncomingConnectionEventArgs
- [DOTNET-783] - FirstMessageNotLogonException
- [DOTNET-67] - Session.SendLogoutOnException configuration option
- [DOTNET-23] - LogoutInReplyOnLogonException should be thrown from Session.LogonAsInitiator if the Logout(5) message is received in reply on the initial Logon(A) message
Story
- [DOTNET-492] - 'Advanced Programming' page should list its major child pages
Bug
- [CPPOSE-131] - All TradInfo fields should be updated
Improvement
- [JAVAICEIMPACT-65] - Add replay data log to ICE iMpact Market Data Handler LogReplay samples
New Feature
- [JAVAICEIMPACT-60] - Support iMpact Multicast Feed Message Specification version 1.1.14
Improvement
- [NETICEIMPACT-42] - Add replay data log to ICE iMpact Market Data Handler LogReplay samples
Improvement
- [CPPICEIMPACT-200] - Add replay data log to ICE iMpact Market Data Handler LogReplay samples
Bug
Sub-task
Improvement
- [CPPEEMDIRDI-182] - Combine Method 1 and Method 2 for snapshot cycle processing
New Feature
Improvement
- [JAVA-683] - DayOfWeek should accept short values (3 letters) like MON
- [JAVA-679] - If dynamic acceptor listener suspended other acceptor logon should be processed normally
- [JAVA-676] - Convert Engine class methods to instance
Bug
- [JAVA-673] - Incorrect file-based session storage resolution when compid contains '_'
Improvement
- [CPP-1020] - Public headers should be self-sufficient
- [CPP-982] - Messages with invalid number of repeating group instances should not be reported as gargled and ignored
- [CPP-974] - "Invalid incoming message" errors should be reported via ErrorEvent
- [CPP-947] - Option to turn off the update of SendingTime (tag 52) field in Session::send
- [CPP-815] - Low Latency Best Practices section should be added to Programming Guide
New Feature
- [CPP-1004] - 'Session::preFill(SerializedMessage& message) const' method
- [CPP-973] - Option to specify affinity for Engine's service threads
- [CPP-972] - Engine's service threads should be named
- [CPP-964] - Setter for Heartbeat interval for Session object
- [CPP-956] - Option to turn off validation of incoming message sequence numbers
- [CPP-944] - Process messages with EncodingText field without leading EncodingTextLength field.
- [CPP-913] - Session::send(SerializedMessage& message)
Bug
- [CPP-987] - ISessionListener::onWarning(..) should be called if an invalid sending thread affinity mask is set
- [CPP-986] - ISessionListener::onWarning(..) should be called if an invalid receiving thread affinity mask is set
- [CPP-967] - Undefined reference to EngineSettings::receiveSpinningTimeout
- [CPP-961] - Wrong description of Decoder::tryDecode
- [CPP-789] - "Predefined Schedules and Connection Settings" section mentions "custom-logon-message" attribute, it should be "customLogonMessage'
Improvement
- [CPPEUREXETI-90] - "Message Identification" section should be added to Programming Guide
- [CPPEUREXETI-80] - Support new Eurex NTA Release 1.1 on 1 July 2013
New Feature
- [CPPCMEFAST-558] - Ability to define order book depths for the instruments whose definitions were not previously received.
Improvement
- [CPPCMEFAST-555] - Skip processing instruments whose snapshots were not received during order book resynchronization.
- [CPPCMEFAST-532] - Add information about price format to Programming Guide
Bug
- [CPPCMEFAST-547] - Broken links in C++ CME FIX/FAST Market Data Handler: Programming Guide
Task
- [JAVACMECTH-12] - Add support of CMECE exchange (spec version 3.3.6).
Improvement
- [NETCMECTH-39] - .NET 4.5 / Visual Studio 2012 should be supported
Task
- [NETCMECTH-38] - Add support of CMECE exchange (spec version 3.3.6).
Bug
- [NETBRTEC-72] - Wrong order book processing (sequence number mismatch)
Improvement
- [CPPIDEMMD-73] - OrderBookListener should be renamed to OrderBookUpdateListener
- [CPPIDEMMD-76] - Implied prices should be processed
New Feature
- [CPPIDEMMD-71] - To detect changes in price level order books OrderBookChangeListener should be added
Task
Bug
Improvement
New Feature
- [CPPBRTEC-149] - Add ability to set the prefix of the log file name
- [CPPBRTEC-17] - Filter to subscribe to market data on certain symbols
- [CPPBRTEC-170] - To detect changes in price level order books PriceLevelChangeListener should be added
Task
Bug
- [JAVA-659] - LogoutAndResetJob throws an Exception
New Feature
- [JAVA-660] - Explain message header and trailer fields set automatically
Task
- [JAVA-551] - Remove deprecated Message methods
- [JAVA-648] - Explain session maximum resend request range in the FAQ
- [JAVA-652] - Add common FAQ page
Improvement
- [CPPEUREXETI-85] - HandlerSettings::logFile should be renamed to the HandlerSettings::logFileNamePrefix
New Feature
Bug
- [DOTNET-633] - Scheduler.config from SessionScheduler does not match to the corresponding Schema file
- [DOTNET-651] - Scheduler must works correctly if sessionDuration = week and firstDay = lastDay
Improvement
- [DOTNET-567] - "Repeating Group" section should show how to read repeating group fields
- [DOTNET-575] - Message validation options at EngineSettings
- [DOTNET-585] - Message.UpdateCheckSum() method should be replaced with Message.ToRawFixString() method
- [DOTNET-589] - Fix engine dll should have _x86 suffix in its name for 32-bit platform
- [DOTNET-614] - Message object life cycle should be described in Programming Guide
- [DOTNET-640] - 'LocalInterface' configuration option should be described in Programming Guide.
- [DOTNET-644] - EngineSettings.ValidateNumberOfRepeatingGroupInstances property should be removed
- [DOTNET-683] - UnknownIncomingConnectionEventArgs.Accept property should be removed
- [DOTNET-684] - UnknownIncomingConnectionEventArgs.CreatedSession property should be removed
- [DOTNET-688] - EngineSettings.AutomaticallyCreatedSessionStorageType property should be removed
- [DOTNET-715] - Decrease session startup time
- [DOTNET-731] - Latency Benchmark should be added to Setup package
- [DOTNET-732] - Throughput Benchmark should be added to Setup package
- [DOTNET-780] - Message Sequence Numbers documentation page should contain information about Session.ResetLocalSequenceNumbersOnLogon property.
- [DOTNET-813] - Throughput is increased by 63%
- [DOTNET-814] - Parsing speed is increased by 44%
- [DOTNET-815] - Latency is reduced by 8%
- [DOTNET-926] - Limit the number of Threads per session
- [DOTNET-927] - Message.Validate() should also validate user-defined fields
New Feature
- [DOTNET-590] - EngineSettings.ThreadingModel property
- [DOTNET-591] - EngineSettings.ThreadPoolSize property
- [DOTNET-654] - Session.MessageGrouping property
- [DOTNET-666] - Add optional NextExpectedMsgSeqNum field (tag 789) support in Logon message
- [DOTNET-680] - Dialect.Engine property
- [DOTNET-681] - Dialect.IsDisposed property
- [DOTNET-686] - UnknownIncomingConnectionEventArgs.ListenPort property
- [DOTNET-687] - EngineDisposedException
- [DOTNET-689] - EngineSettings.ThreadingModel property
- [DOTNET-690] - EngineSettings.ThreadPoolSize property
- [DOTNET-691] - EngineSettings.ValidateRequiredFields property
- [DOTNET-692] - EngineSettings.ValidateUnknownFields property
- [DOTNET-693] - EngineSettings.ValidateUnknownMessages property
- [DOTNET-694] - Decoder.IsDisposed property
- [DOTNET-695] - Encoder.IsDisposed property
- [DOTNET-697] - FieldSet class
- [DOTNET-698] - Group.GetEnumerator() method
- [DOTNET-699] - Group.GroupInstanceEnumerator class
- [DOTNET-700] - Group.TryGetGroup method
- [DOTNET-701] - GroupInstance class
- [DOTNET-702] - New Message constructors
- [DOTNET-704] - Message.IsDisposed property
- [DOTNET-706] - New Message.Parse methods
- [DOTNET-707] - Message.StringFormat.FIELD_VALUE enum value
- [DOTNET-708] - Message.ToRawFixString method
- [DOTNET-710] - MessageParsingFlags enum
- [DOTNET-711] - Session.IsDisposed property
- [DOTNET-712] - ThreadingModel enum
- [DOTNET-713] - Add FIX<-> FIXML converter to Setup Package
- [DOTNET-714] - Support Visual Studio 2012
- [DOTNET-753] - Session.ReceivedBytes event should be created in .NET Engine
- [DOTNET-897] - Specify range of source (local) ports for initiator connections
- [DOTNET-914] - Option to turn off validation of incoming message sequence numbers
- [DOTNET-928] - Provide a Message.ToString(StringBuilder sb) method apart from the standard ToString method already provided.
- [DOTNET-930] - EngineSettings.SslVerifyPeer property
Improvement
Task
- [JAVACMEFAST-92] - Add to documentation explanation of how security definitions cache works
- [JAVACMEFAST-129] - onixs-utils javadoc must be added to the distribution package
Bug
- [JAVA-645] - Documentation error: FIX Repeating Group
Improvement
- [JAVA-640] - Option to turn off the update of SendingTime (tag 52) field in Session send
- [JAVA-643] - Scheduled sequence reset of the disconnected session
- [JAVA-646] - Fix EngineSettings javadoc
Task
- [JAVA-647] - Describe recent engine-level configuration parameters in the programming guide
Improvement
- [JAVA-632] - Version history: add link to archive
- [JAVA-633] - Fix programming guides html pages headers not to end with the ' - '
- [JAVA-634] - ExecutorRunner, MessageQueueRunner: change message processing time to 1 sec
Bug
- [JAVA-566] - Eclipse .metadata is not added to the distribution package
Improvement
- [JAVA-553] - PluggableStorageSample console logging format should be simplified
- [JAVA-558] - Fill Message class javadoc gaps for public members
- [JAVA-564] - Extract logback config from fix-engine jar, re-configure all samples to use it
- [JAVA-567] - Reconnector initiator shouldn't log error during re-connection attempts
Task
- [JAVA-537] - Messages with PossDup=Y are not returned from a session storage
- [JAVA-552] - Output ERROR-level events to the console too
Improvement
- [NETCMEFAST-188] - 'environment' and 'updated' attributes from the config.xml file shoud be logged with Info level
- [NETCMEFAST-216] - Product name should be changed to '.NET/C# CME FIX/FAST Market Data Handler'.
- [NETCMEFAST-265] - Sample app enhancements
- [NETCMEFAST-274] - BestBidAskTrackingOptions should be renamed to BestBidOfferTrackingOptions
- [NETCMEFAST-275] - Log "Unsupported incremental message (MsgType=R)" at verbose level.
- [NETCMEFAST-277] - Prevent handler from running two Instrument feeds simultaneously.
New Feature
Task
- [ICETC-96] - Analyze version 2.0.31 of ICE FIX Trade Capture API
Improvement
- [JAVA-244] - Message constructors with the same argument number and type but different sequence should avoided
- [JAVA-546] - Add start order number prefix to the start scripts where applicable
New Feature
- [JAVA-518] - Implement session property that specifies the number of messages that should be written to the outgoing TCP buffer together
Improvement
- [CPPEUREXETI-78] - Set correct value for Logon::fixEngineName in samples
Bug
Improvement
New Feature
Task
Bug
- [DOTNET-785] - "RECONNECTING state -> call Session.Logout() -> call Session.LogonAsInitiator() again immediately" sequence is not handled properly
- [DOTNET-792] - Dialect path resolving uses wrong root folder
Improvement
- [DOTNET-791] - int Message.Copy(byte[] buffer) method added
New Feature
Improvement
- [CPPCMEFAST-504] - Tabs should be removed from header files as well as samples source code
Bug
- [CPPEEMDIRDI-51] - InstrumentType enumeration values inconsistent with exchange values
Improvement
- [CPPEEMDIRDI-100] - Log file doesn't contain version number when running with warning level logging
- [CPPEEMDIRDI-113] - Normalize project properties to correspond to common naming schemes
- [CPPEEMDIRDI-123] - Output library files should have "_x86" as part of name (similar to "_x64")
- [CPPEEMDIRDI-132] - Add FieldSet::getOptionalGroup(Tag numberOfInstancesTag) method
New Feature
Improvement
- [JAVA-536] - Speed up session storage re-open
New Feature
- [JAVA-533] - Add "Resending.QueueSize" configuration option
Task
- [JAVA-531] - onixs-utils javadoc must be added to the distribution package
- [JAVA-544] - Add all modules javadoc jars for using inside IDE
Improvement
- [CPP-704] - Improve Data fields deserialization error messages.
- [CPP-719] - Message.Validate() should also validate user-defined fields
- [CPP-725] - Decrease session startup time
- [CPP-759] - All Engine threads should be named
New Feature
- [CPP-722] - Add optional NextExpectedMsgSeqNum field (tag 789) support in Logon message
Bug
- [CPPEUREXETI-76] - Handler failed to reconnect over Eurex gateway failover Focus day.
Improvement
New Feature
Task
Bug
- [DOTNET-651] - Scheduler must works correctly if sessionDuration = week and firstDay = lastDay
- [DOTNET-755] - Access Violation Error during session initialization when .summary file has errors
- [DOTNET-757] - Access Violation Error when there is not enough memory
- [DOTNET-761] - Missed some parts of FAST documentation
Improvement
- [DOTNET-664] - Message.Validate() should also validate user-defined fields
- [DOTNET-754] - Support for Visual Studio 2012
- [DOTNET-758] - Spelling mistakes in SessionScheduler.cs
- [DOTNET-759] - Diagnostics of file-based storage errors improved
- [DOTNET-762] - FixControls project added to all sample solutions
Task
Bug
- [CPPEUREXETI-72] - Handler tries to connect to 127.0.0.1 instead of given IP in Win32
Improvement
Task
- [JAVA-532] - Upgrade to onixs-utils 1.9.30
Bug
- [JAVA-530] - Session stores additional empty storage if keepSequenceNumbersAfterLogout is set to false in constructor
New Feature
- [JAVA-527] - Add back Message/Group getter/setter for double with potential risk notice
Improvement
Information Request
- [NETCMEFAST-252] - Synthetically generated log can't be replayed by the Handler
New Feature
- [NETCMEFAST-249] - Handler should support pre-opening start as C++ version does.
Bug
Improvement
- [CPPEEMDIRDI-117] - On Linux AdvancedSample should stop on Control-C (SIGINT) rather than on console input
Bug
Information Request
- [CPPEUREXETI-68] - Usage of 'Session-Id Session-Name Password' values from Eurex
Bug
- [CPPEEMDIRDI-101] - Exception in handlerLoop when VTune detaches from process
Improvement
Bug
- [CPPEEMDIRDI-105] - DeleteThru operation should delete price levels from 1 to the specified price level.
- [CPPEEMDIRDI-98] - Spelling error in Message::toStringWihtFieldNames()
Improvement
- [CPPEEMDIRDI-103] - Add methods to check existence of optional groups
- [CPPEEMDIRDI-43] - Visual Studio 2010 projects should be added to the Setup package
Task
Bug
- [CPPEUREXETI-60] - ETI handler fails to connect with the error message "session already logged in"
- [CPPEUREXETI-62] - Handler failed to reconnect over Eurex Focus day.
Bug
- [CPPEUREXTH-133] - Symlink libAce.so not found and libeurexEtsTradingHandler.so stored in the 'sample' folder (instead 'lib' folder)
Improvement
- [CPPEUREXTH-134] - Linux sample: Makefile should use rpath to avoid dependency on LD_LIBRARY_PATH
New Feature
