Friday, 28 June 2013

Release Notes - C++ IDEM SOLA HSVF Market Data Handler - Version 1.1.1.0

Improvement

  • [CPPIDEMMD-84] - Exception handling and diagnosis should be improved

Thursday, 27 June 2013

Release Notes - FIX Analyser - Version 1.18.2.0

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

Release Notes - .NET CME FIX/FAST Market Data Handler - Version 2.15.0.0

Improvement

Release Notes - .NET CME Drop Copy - Version 1.5.0.0

Improvement

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.15.1.0

Bug

  • [CPPCMEFAST-563] - Handlers fails to recognize begining of order book reset event.

Friday, 21 June 2013

Release Notes - C++ ICAP BrokerTec Market Data and Trading Handler - Version 2.5.0.0

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

Thursday, 20 June 2013

Release Notes - .NET FIX Engine - Version 3.6.0.0

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

Wednesday, 19 June 2013

Release Notes - C++ OSE Handler - Version 1.3.1.0

Bug

  • [CPPOSE-131] - All TradInfo fields should be updated

Tuesday, 18 June 2013

Release Notes - Java ICE iMpact Multicast Price Feed Handler - Version 1.5.2

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

Monday, 17 June 2013

Release Notes - .NET ICE iMpact Multicast Price Feed Handler - Version 2.21.1.0

Improvement

  • [NETICEIMPACT-42] - Add replay data log to ICE iMpact Market Data Handler LogReplay samples

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 2.21.1.0

Improvement

  • [CPPICEIMPACT-200] - Add replay data log to ICE iMpact Market Data Handler LogReplay samples

Release Notes - C++ Eurex Market and Reference Data Interfaces (EMDI, RDI) Handler - Version 1.4.2.0

Bug

Sub-task

Improvement

  • [CPPEEMDIRDI-182] - Combine Method 1 and Method 2 for snapshot cycle processing

New Feature

Friday, 14 June 2013

Release Notes - Java FIX Engine - Version 1.10.5

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 '_'

Release Notes - C++ FIX Engine - Version 3.5.0.3

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'

Thursday, 13 June 2013

Release Notes - C++ Eurex Enhanced Trading Interface (ETI) Handler - Version 1.11.0.0

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

Tuesday, 11 June 2013

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 2.21.0.0

Improvement

Monday, 10 June 2013

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.15.0.0

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

Friday, 7 June 2013

Release Notes - .NET CME Drop Copy - Version 1.4.0.0

Improvement

Release Notes - Java CME Cleared Trades Handler - Version 1.1.5

Task

  • [JAVACMECTH-12] - Add support of CMECE exchange (spec version 3.3.6).

Release Notes - .NET CME Cleared Trades Handler - Version 1.9.0.0

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).