Friday, 31 May 2013

Release Notes - .NET ICAP BrokerTec Market Data and Trading Handler - Version 1.1.1.0

Bug

  • [NETBRTEC-72] - Wrong order book processing (sequence number mismatch)

Friday, 24 May 2013

Release Notes - C++ IDEM SOLA HSVF Market Data Handler - Version 1.1.0.0

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

  • [CPPIDEMMD-75] - IncrementalUpdates sample should be added

Release Notes - C++ ICAP BrokerTec Market Data and Trading Handler - Version 2.4.0.0

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

  • [CPPBRTEC-171] - IncrementalUpdates sample should be added

Thursday, 23 May 2013

Release Notes - Java FIX Engine - Version 1.10.4

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

Wednesday, 22 May 2013

Release Notes - C++ Eurex Enhanced Trading Interface (ETI) Handler - Version 1.10.0.0

Improvement

  • [CPPEUREXETI-85] - HandlerSettings::logFile should be renamed to the HandlerSettings::logFileNamePrefix

New Feature

Friday, 17 May 2013

Thursday, 16 May 2013

Release Notes - .NET FIX Engine - Version 3.5.0.1

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

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.8.2

Task

Tuesday, 14 May 2013

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.8.1

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

Friday, 10 May 2013

Release Notes - Java FIX Engine - Version 1.10.3

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