Release Notes - .NET ICE FIX Trade Capture - Version 2.6.1.0

Information Request

• [ICETC-113] - Broken references

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.8.6

Bug

• [JAVACMEFAST-208] - Freshly started engine gets many "no definition available" messages

Release Notes - .NET FIX Engine - Version 3.7.0.0

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

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.8.4

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• [JAVACMEFAST-185] - Handler should process security definitions in incremental feed, event if it were outdated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

Release Notes - .NET CME FIX/FAST Market Data Handler - Version 2.16.0.0

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.

Release Notes - C++ IDEM SOLA HSVF Market Data Handler - Version 1.1.2.0

Improvement

• [CPPIDEMMD-86] - Prices for market orders (‘____OUV’) should be parsed correctly

Release Notes - C++ FIX Engine - Version 3.7.0.0

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

Release Notes - C++ ICAP EBS Live XML Market Data Handler - Version 1.5.0.0

New Feature

• [CPPICAPEBSLIVEXML-24] - isStale() and isInactive () should be added to Decimal

Improvement

• [CPPICAPEBSLIVEXML-21] - Changes in lib names

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 2.22.0.0

Information Request

• [CPPICEIMPACT-208] - HandlerOptions::heartbeatInterval should be added

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 2.21.2.0

Improvement

• [CPPICEIMPACT-204] - Message info should be added to log file

Release Notes - C++ Eurex Market and Reference Data Interfaces (EMDI, RDI) Handler - Version 1.4.3.5

Bug

• [CPPEEMDIRDI-241] - Bug in processing BP messages in EMDI
• [CPPEEMDIRDI-232] - Unexpected snapshot feeds stop in Direct Mode
• [CPPEEMDIRDI-228] - No Depth Snapshot on 1.4.2.0 Eurex release

Release Notes - Java CME Trading Client - Version 1.0.5

Task

• [JAVA-690] - Upgrade to engine 1.10.3
• [JAVA-694] - Add engine and utils javadoc to distro

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.15.1.1

New Feature

• [CPPCMEFAST-567] - Add support of tag 1300 MarketSegmentID and tag 1003 TradeID