Friday, 28 February 2014

Release Notes - FIX Analyser - Version 1.19.2.0

Bug

  • [FA-160] - "index out of range" error

Release Notes - C++ eSpeed Multicast Market Data Handler - Version 1.4.0.0

Task

Release Notes - C++ eSpeed Native Trading Handler - Version 1.1.0.0

Task

New Feature

Improvement

Wednesday, 26 February 2014

Release Notes - Java FIX Engine - Version 1.11.1

Bug

  • [JAVA-891] - Message is validated before standard header fields are set

Improvement

  • [JAVA-887] - Rename "biz.onixs.fix.scheduler.SessionScheduler#register(Session, SessionSchedule)" to registerAcceptor(...)
  • [JAVA-882] - SingleDayLengthSchedule and MultiDayLengthSchedule should allow "(firstDay == lastDay) && (logonTime.compareTo(logoutTime) > 0)"
  • [JAVA-875] - Re-work index page to simplify navigation
  • [JAVA-874] - Add installation section
  • [JAVA-865] - Update run script names in the documentation
  • [JAVA-849] - Introduce async file storage as separate storage type

New Feature

  • [JAVA-878] - Add field names
  • [JAVA-877] - Add message names
  • [JAVA-876] - FIX benchmarks: add GC logging
  • [JAVA-861] - Overloaded Message.toString() method to print field names

Task

  • [JAVA-869] - Migration to onixs-utils 1.0.42
  • [JAVA-867] - Reconnector sampe: add description page
  • [JAVA-866] - FIXML converter samples: add description page
  • [JAVA-818] - Improve API documentation of "biz.onixs.util.Converter"

Tuesday, 25 February 2014

Release Notes - C++ ICAP BrokerTec Market Data and Trading Handler - Version 2.7.2.0

Improvement

Task

  • [CPPBRTEC-204] - Recertify ICAP BrokerTec Handler for latest Genium INET platform

Thursday, 20 February 2014

Release Notes - C++ BGC eSpeed Multicast Market Data Handler - Version 1.3.0.0

Improvement

Tuesday, 18 February 2014

Release Notes - C++ BGC eSpeed Multicast Market Data Handler - Version 1.2.0.0

New Feature

  • [CPPBGCESPEEDMD-24] - [CODE BREAKING CHANGE] MarketDataListener::onPriceLevelRemoved should be added
  • [CPPBGCESPEEDMD-23] - [CODE BREAKING CHANGE] MarketDataListener::onPriceLevelAdded should be added

Improvement

Thursday, 13 February 2014

Release Notes - .NET FIX Engine - Version 3.12.0.0

Improvement

  • [DOTNET-1197] - Ability to pass the null second parameter to SerializedMessage.Find method
  • [DOTNET-1191] - SerializedFieldKey SerializedMessage.AllocateKey(int tag)
  • [DOTNET-1170] - FIXForge.NET.FIX.SerializedMessage.ToString() should return the = representation of the message.
  • [DOTNET-1164] - SerializedMessages should be logged

Sub-task

  • [DOTNET-1181] - "Message Validation" sub-section should be added to Programming Guide

Bug

  • [DOTNET-1180] - scheduler-settings-1.5.xsd specifies invalid DayOfWeek values

New Feature

  • [DOTNET-1173] - CODE BREAKING CHANGE: ISessionStorage.StoreOutboundMessage(FIXForge.NET.FIX.SerializedMessage message, int sequenceNumber, bool keepMessage)' method is added
  • [DOTNET-1171] - Message(SerializedMessage other) constructor
  • [DOTNET-502] - Field value validation

Tuesday, 11 February 2014

Release Notes - C++ FIX Engine - Version 3.12.0.0

New Feature

  • [CPP-1374] - ConfirmationLogonMessageErrorException
  • [CPP-1373] - UnexpectedSequenceNumberException
  • [CPP-1372] - LinkErrorException
  • [CPP-1371] - TimeoutException
  • [CPP-1294] - Session::receivingThreadAffinity (const CpuIndex& cpuIndex)
  • [CPP-1293] - Session::sendingThreadAffinity (const CpuIndex& cpuIndex)
  • [CPP-1284] - char FieldSet::getChar(Tag) const
  • [CPP-1263] - Field value validation
  • [CPP-1246] - CODE BREAKING CHANGE: ISessionStorage::storeOutbound(const SerializedMessage&, int sequenceNumber, const RawMessagePointer& pointer) method
  • [CPP-1228] - CME iLink: Mass Order Cancel support
  • [CPP-1051] - FirstMessageNotLogonException
  • [CPP-213] - Structured Exceptions

Improvement

  • [CPP-1365] - ThreadPoolSize configuration settings should be written to the log file
  • [CPP-1341] - Useful getter functions for properties of Session
  • [CPP-1326] - Session::preFill(..) should set SenderSubID and TargetSubID fields
  • [CPP-1311] - Decimal constructor should be inline
  • [CPP-1307] - FIX::Decimal compare operator
  • [CPP-1305] - FIX engine version info
  • [CPP-1297] - void SerializedMessage::set(SerializedFieldKey, Char)
  • [CPP-1288] - SerializedFieldKey SerializedMessage::allocateKey(Tag)
  • [CPP-1287] - void SerializedMessage::set(SerializedFieldRef&, Char)
  • [CPP-1244] - CODE BREAKING CHANGE: SerializedMessages should be logged

Bug

  • [CPP-1355] - Resource leakage in MulticastClient
  • [CPP-1340] - preFill creates empty 143= but no 50 or 57
  • [CPP-1335] - operator != (const Decimal&) produces wrong result
  • [CPP-1325] - Session::preFill(..) creates empty fields
  • [CPP-786] - scheduler-settings-1.5.xsd specifies invalid DayOfWeek values

Sub-task

  • [CPP-1207] - In the Latency sample the order should be updated before each new send(..) call

Monday, 10 February 2014

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.9.0

Improvement

  • [JAVACMEFAST-260] - Code Breaking Change: tradeDate field in event args classes has type changed from DateMidnight to LocalDate
  • [JAVACMEFAST-248] - Improve exception processing while decoding FAST message
  • [JAVACMEFAST-235] - Advance packaged Joda Time to 2.3

Task

  • [JAVACMEFAST-257] - Migrate to OnixS Fix Engine 1.11.0 and OnixS Utils 1.0.41

Release Notes - C++ CME Drop Copy - Version 1.3.0.0

New Feature

  • [CPPCMEDRCPY-28] - Tags ApplicationSystemName<1603>, TradingSystemVersion<1604> and ApplicationSystemVendor<1605> are required in Logon message

Friday, 7 February 2014

Release Notes - Java FIX Engine - Version 1.11.0

Task

  • [JAVA-863] - Migrate to onixs-utils version 1.0.41
  • [JAVA-862] - Sample classes are packaged to jar
  • [JAVA-859] - Upgrade SLF4J to 1.7.6
  • [JAVA-856] - Upgrade "logback-core" and "logback-classic" jars to 1.1.0
  • [JAVA-853] - CODE BREAKING CHANGES: Move class "biz.onixs.fix.parser.ValuePtr" to "biz.onixs.util.ValuePtr"
  • [JAVA-852] - CODE BREAKING CHANGES: Move class "biz.onixs.fix.util.Converter" to "biz.onixs.util.Converter"
  • [JAVA-847] - Update "utils / StorageReader" to process new session storage format correctly
  • [JAVA-841] - Move "biz.onixs.fix.util.Converter" to onixs-utils

Improvement

  • [JAVA-851] - Optimize Message.contains() and Group.contains()
  • [JAVA-842] - FIX benchmarks: correct names of benchmarks with file-based storage
  • [JAVA-773] - Make message sequence number available in the application and session outgoing message listener

New Feature

  • [JAVA-844] - Enhanced CME Globex Resend Logic
  • [JAVA-838] - FIX benchmarks: calculate and report distribution

Information Request

  • [JAVA-813] - Option to skip updating common header fields

Thursday, 6 February 2014

Tuesday, 4 February 2014

Release Notes - .NET CME Drop Copy - Version 1.7.0.0

New Feature

  • [NETCMEDRCPY-64] - Tags ApplicationSystemName<1603>, TradingSystemVersion<1604> and ApplicationSystemVendor<1605> are required in Logon message