Monday, 28 April 2014

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.12.0

Task

Release Notes - Java FIX Engine - Version 1.15.0

Task

  • [JAVA-954] - Migration to onixs-utils 1.0.45
  • [JAVA-948] - BREAKING CHANGE: Remove deprecated method "biz.onixs.fix.engine.Session#getLogInboundMessages"

Release Notes - Java ICE iMpact Multicast Price Feed Handler - Version 1.8.0

New Feature

  • [JAVAICEIMPACT-77] - Support iMpact Multicast Feed Message Specification version 1.1.17

Release Notes - .NET ICE iMpact Multicast Price Feed Handler - Version 2.25.0.0

New Feature

  • [NETICEIMPACT-72] - Support iMpact Multicast Feed Message Specification version 1.1.17
  • [NETICEIMPACT-65] - Support iMpact Multicast Feed Message Specification version 1.1.16

Improvement

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 2.25.0.0

New Feature

  • [CPPICEIMPACT-249] - Support iMpact Multicast Feed Message Specification version 1.1.17

Friday, 25 April 2014

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.11.0

Task

  • [JAVACMEFAST-272] - Migrate to OnixS Fix Engine 1.14.0 and OnixS Utils 1.0.45

Release Notes - .NET ICE FIX Trade Capture - Version 2.11.0.0

Task

  • [ICETC-169] - Migrate to Fix Engine 3.13.0.0

Bug

  • [ICETC-168] - Inability to connect a sample

Thursday, 24 April 2014

Release Notes - Java FIX Engine - Version 1.14.0

Task

  • [JAVA-945] - Migration to onixs-utils 1.0.44

Improvement

  • [JAVA-944] - fix-benchmark: shouldn't show negative throughput on big message numbers
  • [JAVA-942] - Acceptor shouldn't log "logon attempt #0"
  • [JAVA-941] - fix-benchmark: "tf2-ThroughputInitiatorFileBenchmark.sh": fix "WARN | Write to out stream took..."
  • [JAVA-939] - fix-benchmark: extract common part of the configuration files
  • [JAVA-929] - Protect file-based session storage from simultaneous write

New Feature

  • [JAVA-928] - Option to disable persisting of outgoing messages
  • [JAVA-905] - Add FirstMessageNotLogonException to "Session.logonAsInitiator" method

Wednesday, 16 April 2014

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 2.24.0.0

New Feature

Improvement

  • [CPPICEIMPACT-244] - CODE BREAKING CHANGE: SecurityType::UdsMarkets replaced with SecurityType::UdsOptionsMarkets
  • [CPPICEIMPACT-240] - UDP buffer size: OS default value should be used

Release Notes - C++ Eurex T7 Enhanced Trading Interface (ETI) Handler - Version 2.2.0.0

New Feature

Release Notes - .NET FIX Engine - Version 3.13.0.0

Improvement

  • [DOTNET-1293] - Update documentation for message validation options.
  • [DOTNET-1261] - Engine.AddSessionDialectFromString(dialectString)
  • [DOTNET-1257] - Document the chunkLength argument of Decoder.Decode(..) method
  • [DOTNET-1246] - "Threading Models" section should be added to Programming Guide
  • [DOTNET-1224] - Create ISession interface
  • [DOTNET-1107] - Update to the latest FIX dialect schema

New Feature

  • [DOTNET-1288] - UseMemoryPressure configuration option
  • [DOTNET-1287] - EngineSettings::validateDuplicatedField(..) and Session::validateDuplicatedField(..) methods
  • [DOTNET-1263] - CODE BREAKING CHANGE: BREAKING CHANGE: ModifiedMsg argument for events
  • [DOTNET-1260] - Engine.AddSessionDialect(dialectFile)
  • [DOTNET-1248] - "SSL Troubleshooting" sub-section should be added to Programming Guide
  • [DOTNET-1247] - Information about Session-level SSL setting should be added to Programming Guide
  • [DOTNET-1222] - Asynchronous File Based Storage
  • [DOTNET-1179] - Add support for customLogonMessageFile attribute in Scheduler's XML config file
  • [DOTNET-1178] - Add support for customLogonMessageFieldDelimiter attribute in Scheduler's XML config file
  • [DOTNET-1145] - Sell Side Windows Service sample

Bug

  • [DOTNET-1250] - Specifying type in dialect makes field required

Release Notes - C++ FIX Engine - Version 3.13.0.0

New Feature

  • [CPP-1510] - Stream output operator should be added to StringRef
  • [CPP-1509] - StringRef FieldValueRef::toStringRef() const method
  • [CPP-1492] - TimeSpan class
  • [CPP-1486] - EngineSettings::validateDuplicatedField(..) and Session::validateDuplicatedField(..) methods
  • [CPP-1414] - void Engine::addSessionDictionary(dictionaryFile)
  • [CPP-1412] - "SSL Troubleshooting" sub-section should be added to Programming Guide
  • [CPP-1382] - Session::reportNewMessagesWhileWaitingForMissedMessages(bool report) method
  • [CPP-1348] - A way to determine whether message is session level or appl level according to the dictionary
  • [CPP-998] - Asynchronous File Based Storage

Improvement

  • [CPP-1498] - Reject should be sent for messages with duplicated fields
  • [CPP-1494] - Timestamp& Timestamp::operator -= (const TimeSpan&)
  • [CPP-1493] - Timestamp& Timestamp::operator += (const TimeSpan&)
  • [CPP-1469] - CODE BREAKING CHANGE: BREAKING CHANGE: void Session::heartbeatIntervalSec(int seconds) should be removed
  • [CPP-1439] - void Engine::addSessionDictionaryFromString(dialectString)
  • [CPP-1436] - "How can I tell what the latency from the last byte on the wire to when I get the onIncomingApplicationMessage() callback?" should be added to FAQ section
  • [CPP-1415] - Describe dialect modes in details
  • [CPP-1221] - Reject should be sent for messages with invalid repeating group
  • [CPP-1177] - Update to the latest FIX dialect schema
  • [CPP-787] - Connection's customLogonMessage attribute example should be added to "Predefined Schedules and Connection Settings" section of Programming Guide

Bug

  • [CPP-1457] - Cannot use Session::receiveSpinningTimeoutUsec(..) for acceptor sessions
  • [CPP-1442] - logDirectory() when called from Engine comes back empty

Task

  • [CPP-1390] - Update dictionary scheme and dialects files in engine samples to use new scheme version.

Sub-task

  • [CPP-1380] - "Message Validation" sub-section should be added to Programming Guide

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.52.2.0

Bug

  • [CPPCMEFAST-932] - Log replay fails to replay logs recorded in pre-opening mode.

Monday, 14 April 2014

Release Notes - Java FIX Engine - Version 1.13.0

Task

  • [JAVA-940] - Migration to onixs-utils 1.0.43
  • [JAVA-938] - fix-benchmark: throughput loopback benchmark shouldn't have telecom link error at the end
  • [JAVA-935] - Upgrade "slf4j-api" dependency: 1.7.6 -> 1.7.7
  • [JAVA-932] - Add "Distribution" module documentation
  • [JAVA-931] - Java 6 compliance
  • [JAVA-922] - Upgrade to "HdrHistogram-1.0.9.jar"
  • [JAVA-921] - Upgrade "logback-core" and "logback-classic" jars to 1.1.2
  • [JAVA-870] - CODE BREAKING CHANGE: Remove deprecated FileBasedStorageRepository options related to async mode

Improvement

  • [JAVA-937] - fix-benchmark: shouldn't show negative throughput and latency on big message numbers
  • [JAVA-933] - fix-benchmark: change MessageNum parameter to long type
  • [JAVA-930] - simple-fix: add "KeepSequenceNumbersAfterLogout" configuration parameter

New Feature

  • [JAVA-934] - fix-benchmark: add "WarmUpMessageNum" and "LogStatNumber" parameters
  • [JAVA-923] - Implement "biz.onixs.fix.fast.Decoder#decodeByteVector"
  • [JAVA-920] - Controlling number of scheduler threads
  • [JAVA-915] - Group field instruction decoding

Friday, 11 April 2014

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.52.0.0

Improvement

  • [CPPCMEFAST-928] - Error reporting while replaying queued incrementals.
  • [CPPCMEFAST-924] - CODE BREAKING CHANGE: Order books recovery behavior change

Bug

  • [CPPCMEFAST-927] - Updates are not fired for consolidated books when best bid/ask tracking is used.
  • [CPPCMEFAST-926] - Garbage is outputted when Message class instance is serialized using operator <<.

New Feature

  • [CPPCMEFAST-925] - Statistics on data pending from incremental feeds

Tuesday, 8 April 2014

Release Notes - .NET ICE FIX Trade Capture - Version 2.10.1.0

Task

  • [ICETC-166] - Migrate to Fix Engine 3.12.0.0

Improvement

  • [ICETC-146] - Sample: show incoming and outgoing session sequence numbers in the status panel
  • [ICETC-145] - Sample: add an option to quickly select all markets in the "Session Settings" dialog box

Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.10.0

Task

  • [JAVACMEFAST-267] - Migrate to OnixS Fix Engine 1.12.0 and OnixS Utils 1.0.42

Improvement

  • [JAVACMEFAST-264] - Handler should switch to BooksResynchronizationFinished after replaying of queued incrementals
  • [JAVACMEFAST-239] - Security Definitions shoud be reported like other messages

Monday, 7 April 2014

Release Notes - C++ LIFFE XDP Market Data Handler - Version 1.27.0.4

Improvement

  • [CPPLIFFEXDP-307] - Dont stop handler if standing data files cannot be found
  • [CPPLIFFEXDP-276] - All Handler's settings should always be written to the log file

Bug

Wednesday, 2 April 2014

Release Notes - Java FIX Engine - Version 1.12.0

Improvement

  • [JAVA-900] - "Session.dispose()" breaks reconnection immediately

New Feature

  • [JAVA-898] - Session Scheduler notification callback

Task

  • [JAVA-890] - CODE BREAKING CHANGE: Breaking change. Remove deprecated method "biz.onixs.fix.scheduler.SessionScheduler#register(Session, SessionSchedule)"