Tuesday, 30 September 2014

Release Notes - C++ ICAP BrokerTec Market Data and Trading Handler - Version 2.8.0.0

Improvement

  • [CPPBRTEC-218] - New member PriceLevel::orderCount should be added

New Feature

Release Notes - C++ LIFFE XDP Market Data Handler - Version 1.28.5.0

Improvement

Monday, 29 September 2014

Release Notes - C++ ICE FIX Trade Capture - Version 1.8.0.0

New Feature

  • [CPPICETC-28] - CRITICAL UPDATE: Implement dialect changes from 2.0.36 specification

Release Notes - Java ICE FIX Trade Capture - Version 2.2.0

New Feature

  • [JAVAICEFIXTC-130] - CRITICAL UPDATE: Implement dialect changes from 2.0.36 specification

Release Notes - .NET ICE FIX Trade Capture - Version 2.13.0.0

New Feature

  • [ICETC-192] - CRITICAL UPDATE: Implement dialect changes from 2.0.36 specification

Thursday, 25 September 2014

Release Notes - .NET FIX Engine - Version 3.16.0.0

Improvement

  • [DOTNET-1436] - Message.UpdateBodyLengthAndCheckSum
  • [DOTNET-1415] - BREAKING CHANGE: Remove Session.OutboundQueueCount() method
  • [DOTNET-1406] - Update Best Practices > Low Latency Best Practices
  • [DOTNET-1383] - Add the Decoder.MaximumNumberOfRepeatingGroupEntries property
  • [DOTNET-1351] - Add the remark that session and scheduler state changing methods shouldn't be called from event handlers directly.
  • [DOTNET-1311] - Add UseMemoryPressure option to engine configuration file
  • [DOTNET-1224] - BREAKING CHANGE: Create ISession interface

Bug

  • [DOTNET-1427] - SerializedMessage cannot find BeginString tag
  • [DOTNET-1387] - FIX Engine cannot be started if %USERPROFILE% environment variable is not defined

New Feature

  • [DOTNET-1417] - BREAKING CHANGE: Add removeFragmentedPacket parameter for Session::clearOutboundQueue(..) function

Release Notes - C++ FIX Engine - Version 3.16.0.0

New Feature

  • [CPP-1772] - CentOS 7.0 package
  • [CPP-1739] - Add removeFragmentedPacket parameter for Session::clearOutboundQueue(..) function
  • [CPP-1737] - Session::throttle
  • [CPP-1715] - Stream output operator should be defined for Session
  • [CPP-1714] - Session::toString() method
  • [CPP-1684] - Session::socketHandle
  • [CPP-1676] - Session threads scheduling policy
  • [CPP-1675] - Session threads priority
  • [CPP-1640] - FieldSet::getDecimal (Tag tag, Int32 exponent)

Improvement

  • [CPP-1770] - Message::updateBodyLengthAndCheckSum
  • [CPP-1729] - BREAKING CHANGE: Remove Session::outboundQueueCount() method
  • [CPP-1716] - Session::warmUp() should be described in the "Low Latency Best Practices" section
  • [CPP-1697] - Description of "Warning:Garbled message received. Invalid number of repeating group instances" issue should be added to FAQ section of Programming Guide
  • [CPP-1689] - Add methods to control number of repeating group items
  • [CPP-1654] - EngineSettings::logFileName
  • [CPP-1649] - BREAKING CHANGE: Remove counterpartyHost parameter from EngineListener::onUnknownIncomingConnection

Bug

  • [CPP-1602] - Custom field cannot be assigned to the Logout inside ISessionListener::onOutboundSessionMsg(..) unless it is described in the Dialect file

Thursday, 18 September 2014

Release Notes - C++ CME MDP3 Market Data Handler - Version 3.3.2.0

Improvement

  • [CCMEMDH-159] - BookChangeSide misses entries for implied bids and asks
  • [CCMEMDH-158] - Access to collection of order ids from trade summary
  • [CCMEMDH-154] - "Low Latency Best Practices" section should be added to Programming Guide

Friday, 12 September 2014

Release Notes - C++ LIFFE XDP Market Data Handler - Version 1.28.4.0

Improvement

Thursday, 11 September 2014

Release Notes - C++ CME MDP3 Market Data Handler - Version 3.3.0.0

Improvement

  • [CCMEMDH-153] - On-demand use of price level attributes in book changes
  • [CCMEMDH-152] - BREAKING CHANGE: Book Cloning Improvements
  • [CCMEMDH-144] - New naming of working threads
  • [CCMEMDH-143] - BREAKING CHANGE: Changes in packet gap detection logic

New Feature

Friday, 5 September 2014

Release Notes - .NET ICAP EBS Live FAST Market Data Handler - Version 1.8.0.0

Improvement

New Feature

Monday, 1 September 2014

Release Notes - C++ CME MDP3 Market Data Handler - Version 3.2.3.0 [UPDATED]

Bug

  • [CCMEMDH-128] - SBE decoding subsystem fails to decode received packet.
  • [CCMEMDH-126] - OnixS::CME::MDP3::YearMonth::toString() prints Unknown
  • [CCMEMDH-109] - Improper handling of DeleteFrom book change.

Improvement