Wednesday, 30 December 2015

Release Notes - Java Hotspot ITCH Market Data Handler - Version 1.4.0

New Feature

Monday, 28 December 2015

Release Notes - C++ CME Drop Copy - Version 4.0.1.0

Bug

  • [CPPCMEDRCPY-58] - InitializationSettings::licenseStore doesn't work as expected

Friday, 25 December 2015

Release Notes - C++ CBOE CMi 2.0 Trading Handler - Version 1.0.1.0

New Feature

Improvement

Friday, 18 December 2015

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 3.0.3.5

New Feature

Improvement

Wednesday, 16 December 2015

Release Notes - C++ CME MDP3 Market Data Handler - Version 3.7.0.0

Improvement

  • [CCMEMDH-571] - Update packet subsystem to reflect recent SBE decoding improvements

New Feature

Bug

Tuesday, 17 November 2015

Release Notes - Java FIX Engine - Version 1.22.1

Improvement

  • [JAVA-1226] - Create more exception types, that will describe logonAsInitiator() failure
  • [JAVA-1232] - Add CannotEstablishLinkException to Session.logonAsInitiator method

Bug

  • [JAVA-1214] - Connection lose before FIX session is established cause NPE

Release Notes - C++ CME MDP3 Market Data Handler - Version 3.6.1.0

New Feature

  • [CCMEMDH-542] - Market Event related listeners
  • [CCMEMDH-527] - Support new data fields introduced in New Schema (SBE templates version 6).
  • [CCMEMDH-490] - Failover to secondary feed in case of data absence on primary feed
  • [CCMEMDH-472] - Recovery & Arbitration: Reporting Feed Sequence Issues
  • [CCMEMDH-442] - Support Visual Studio 2015
  • [CCMEMDH-430] - Parameterize Handler instance with Watch service

Improvement

  • [CCMEMDH-539] - BREAKING CHANGE: Expose public fields via property style functions
  • [CCMEMDH-515] - Eliminate erasing packet reception time for queued incrementals.
  • [CCMEMDH-503] - DirectBookChange::toString() should use price(), quantity() and numberOfOrders() instead of priceLevelData()
  • [CCMEMDH-479] - Improvements into market state recovery to handle better inconsistent recovery loops
  • [CCMEMDH-476] - HaltReason=6 (Recovery in Process)
  • [CCMEMDH-469] - BREAKING CHANGE: RFQ received for filtered contract

Bug

  • [CCMEMDH-519] - TradeIndex sometimes begins with 1, should be 0
  • [CCMEMDH-500] - lastAppliedSecurityLevelSeqNumber should be copied, when obtaining book snapshot.

Monday, 16 November 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.9.2

New Feature

  • [JCMEMDH-266] - Implement ISecurityDefinition.clone()
  • [JCMEMDH-265] - Implement IFieldSet.clone() and IMessage.clone()

Improvement

  • [JCMEMDH-251] - BREAKING CHANGE: Statistics properties are removed from IOrderBook interface
  • [JCMEMDH-242] - BREAKING CHANGE: Rename TradeEventArgs.getTradeIndex() to TradeEventArgs.getCurrentTradeIndexInEvent()

Wednesday, 11 November 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.9.1

Bug

  • [JCMEMDH-263] - Handler build implied books, despite the instructions to maintain only regular books

Improvement

  • [JCMEMDH-260] - BREAKING CHANGE: Remove IMessage parameter from callbacks where IGroup present
  • [JCMEMDH-255] - Use log instead of console output in SBE package
  • [JCMEMDH-254] - Update Programming Guide to display new SBE API usage
  • [JCMEMDH-246] - If field with wrong type requested from fieldset, exception other than TagNotFoundException should be thrown
  • [JCMEMDH-243] - BREAKING CHANGE: Remove getDataBlockIndex() member from EventArgs

New Feature

  • [JCMEMDH-244] - Implement IFieldSet IGroup.getParent() method

Release Notes - C++ CBOE Streaming Market (CSM) Data Handler - Version 1.2.3.0

Improvement

  • [CCSMCDH-123] - Add PacketGapListener
  • [CCSMCDH-119] - BREAKING CHANGE: Rename DataSource::packetMessageNumber to DataSource::messageIndex

Tuesday, 10 November 2015

Release Notes - .NET CME Cleared Trades (STP) Handler - Version 2.6.4.0

Bug

  • [NETCMECTH-130] - Multiple instances of Session causes garbled packets receiving

Friday, 6 November 2015

Release Notes - Java CME Drop Copy - Version 4.1.0

New Feature

  • [JCMEDC-21] - Automatic switching between primary and backup sessions

Wednesday, 4 November 2015

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.3.0.0

Bug

  • [CPPICEIMPACT-574] - Missing last character from "Error Response Message" in onWarning
  • [CPPICEIMPACT-573] - Handler blocked after obtaining product definitions

Improvement

  • [CPPICEIMPACT-569] - BREAKING CHANGE ThreadModel::SharedQueue is no longer supported
  • [CPPICEIMPACT-549] - FeedListener::onMulticastMessageBlockEnd behavior should be changed
  • [CPPICEIMPACT-545] - BREAKING CHANGE: OrderBookUpdateListener::onOrderBookUpdated signature changed
  • [CPPICEIMPACT-544] - BREAKING CHANGE: OrderBookBundleUpdateListener::onOrderBookUpdated should be renamed
  • [CPPICEIMPACT-532] - BREAKING CHANGE: Replace OffMarketTradeType::Undefined with OffMarketTradeType::Regular

New Feature

Release Notes - .NET FIX Engine - Version 3.20.0.0

Improvement

  • [DOTNET-1793] - BREAKING CHANGE: Threading.ThreadPriority enum should be used in Session.*ThreadPriority
  • [DOTNET-1774] - Information about EngineSettings.LocalTimeUsage property should be added to Programming Guide
  • [DOTNET-1751] - Information about the logging order of incoming messages should be added to Programming Guide
  • [DOTNET-1738] - 'How to control the order of the tags' question should be added to FAQ section
  • [DOTNET-1710] - Add description of how to modify outgoing message in outgoing callback to documentation
  • [DOTNET-1705] - Describe settings which allow user create a maximum number of sessions
  • [DOTNET-1700] - Add more details about Custom FIXML dictionaries
  • [DOTNET-1696] - Ability to process the custom main XML schema file which contains all definitions itself
  • [DOTNET-1681] - Message.Validate() method should validate required fields for the application level only
  • [DOTNET-1674] - Thread Safety section should be added to Programming Guide
  • [DOTNET-1653] - ErrorEvent should be invoked if there is an unhandled exception in InboundApplicationMsgEvent handler
  • [DOTNET-1629] - Add default values of classes properties to Programming Guide
  • [DOTNET-1613] - SendingBytes.ToFixString method should not throw exceptions

New Feature

  • [DOTNET-1790] - Session.TcpNoDelayOption
  • [DOTNET-1787] - Group.Set(int, int, ArraySegment<byte>)
  • [DOTNET-1784] - EngineSettings.LogOutboundMessages
  • [DOTNET-1783] - EngineSettings.LogInboundMessages
  • [DOTNET-1781] - Group.TryGetDecimal(..)
  • [DOTNET-1780] - Group.TryGetByteArray(..)
  • [DOTNET-1767] - EngineSettings.LogFileName property
  • [DOTNET-1766] - EngineSettings.MessageGrouping property
  • [DOTNET-1765] - Session.ReceiveSpinningTimeoutUsec property
  • [DOTNET-1764] - EngineSettings.ReceiveSpinningTimeout property
  • [DOTNET-1763] - Update the ICE Trading Client sample in accordance with ICE FIX OS Reference Manual - 3.4.9
  • [DOTNET-1717] - Add setter/getter to the Group class for DateTime values
  • [DOTNET-1715] - Add info that AnyCpu paltform is not supported to FAQ
  • [DOTNET-1697] - FixmlConverter(ProtocolVersion version, String schemaString) constructor
  • [DOTNET-1694] - FixmlConverter.AddCustomMessage(..)
  • [DOTNET-1692] - FixmlConverter.AddCustomRepeatingGroup(..)
  • [DOTNET-1691] - ErrorEventArgs.IncomingMessageBytes property
  • [DOTNET-1688] - Session.WarmUp(SerializedMessage)
  • [DOTNET-1683] - Message.Validate(MessageValidationFlags validationFlags)
  • [DOTNET-1678] - Session.IncomingMessageGapQueueMaximumSize
  • [DOTNET-1668] - ConfirmationLogonMessageErrorException
  • [DOTNET-1667] - TimeoutException
  • [DOTNET-1666] - UnexpectedSequenceNumberException
  • [DOTNET-1665] - LinkErrorException
  • [DOTNET-1663] - Session.IgnoreLessThanExpectedSequenceNumber property
  • [DOTNET-1660] - Add setter/getter to the Group class for char values
  • [DOTNET-1628] - FieldSet.Set(int, ArraySegment<byte>)
  • [DOTNET-1603] - Session.PreFill methods for a single message

Bug

  • [DOTNET-1739] - BREAKING CHANGE: Errors in standard FIX dictionaries
  • [DOTNET-1734] - Data types of fields are incorrectly parsed from FIXML scheme for versions 5.0SP1/5.0SP2

Wednesday, 21 October 2015

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.9.0.0

Improvement

  • [NCMMDH-216] - BREAKING CHANGE: Statistics properties are removed from security definition interface

Bug

  • [NCMMDH-214] - Error replaying Nanotick log files in .NET CME MDH

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 3.0.1.0

Bug

  • [CPPEEMDIRDI-448] - Fix the issue with processing EOBI packets for release 3.0

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.9.0

Bug

  • [JCMEMDH-250] - Inconsistent behavior in IFieldSet.tryGet(String) IFieldSet.tryGet(IntRef)
  • [JCMEMDH-249] - Handler cannot receive all security definitions, when logging is enabled

Improvement

  • [JCMEMDH-237] - Provide a way to get a real fix string from an IMessage
  • [JCMEMDH-236] - Could the classes with .getSendingTime() implement a common interface?
  • [JCMEMDH-226] - Please improve the documentation of the IGroup and IFieldSet interfaces

Friday, 16 October 2015

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.8.0.0

New Feature

  • [NCMMDH-211] - Add properties to configure Thread priorities
  • [NCMMDH-189] - Add constructor, which accept Stream, to ReplayOptions

Improvement

  • [NCMMDH-204] - BREAKING CHANGE: Remove obsolete statistics properties from IOrderBook
  • [NCMMDH-195] - Rename messageSequenceNumber and seqNum parameters in callbacks to packetSeqNum
  • [NCMMDH-165] - BREAKING CHANGE: PacketsPullingStrategy.Direct is a default PacketsPullingStrategy

Bug

  • [NCMMDH-182] - StatisticsReset is not called during replay

Thursday, 15 October 2015

Release Notes - FIX Analyser - Version 1.21.0.0

Bug

  • [FA-188] - Fix Analyzer displays times inconsistently
  • [FA-186] - Incorrect message prefix was show when filter is enabled
  • [FA-161] - Long field value is not shown
  • [FA-146] - Invalid field name is shown
  • [FA-17] - ShowMessagePrefix - doesn't change summary window layout immediately

New Feature

  • [FA-163] - Would like to export a header row

Thursday, 8 October 2015

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 3.0.0.0

New Feature

Wednesday, 7 October 2015

Release Notes - C++ Eurex T7 Enhanced Trading Interface (ETI) Handler - Version 3.0.0.0

New Feature

Tuesday, 6 October 2015

Release Notes - .NET CME Cleared Trades (STP) Handler - Version 2.6.1.0

New Feature

  • [NETCMECTH-119] - Add SslProtocol property to the session to specify protocol used for authentication

Friday, 2 October 2015

Release Notes - Java ICE FIX Trade Capture - Version 2.5.0

Improvement

Release Notes - C++ ICE FIX Trade Capture - Version 1.11.0.0

Improvement

Release Notes - .NET ICE FIX Trade Capture - Version 2.17.0.0

Improvement

  • [ICETC-259] - Specification version 3.0 update

Thursday, 1 October 2015

Release Notes - Java FIX Engine - Version 1.22.0

Bug

  • [JAVA-1197] - FIX dictionary generator does not generate LegSecAltIDGrp repeating group of FIX 5.0
  • [JAVA-1189] - Data types of fields are incorrectly parsed from FIXML schema for version 5.0SP2
  • [JAVA-1188] - Header of the generated FIXML message is incorrect for versions other than 4.4

New Feature

  • [JAVA-1185] - Message should override equals(..) and hashCode()
  • [JAVA-446] - Add FIX 5.0 support to FIX <-> FIXML converter

Improvement

  • [JAVA-1171] - Option to turn off the formatting of resulting FIXML message
  • [JAVA-1163] - Make standard Fixml schemas part of package
  • [JAVA-1161] - Log warning if encountering an XML element / attribute that cannot be converted into FIX
  • [JAVA-1160] - Converter should be more tolerant to the definition of fields with _enum_t prefix

Friday, 25 September 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.8.1

Improvement

  • [JCMEMDH-232] - BREAKING CHANGE: Group implements iterator interface instead of List-like
  • [JCMEMDH-231] - BREAKING CHANGE: Split description, decoder and writer parts into separated packages
  • [JCMEMDH-230] - BREAKING CHANGE: Removed field accessor for type char in Message/FieldSet
  • [JCMEMDH-229] - BREAKING CHANGE: Message and FieldSet are Read-Only now
  • [JCMEMDH-228] - BREAKING CHANGE: removed access by name from Messages and FieldSets
  • [JCMEMDH-227] - BREAKING CHANGE: public API methods tend to use interface instead of class types as parameters or return values
  • [JCMEMDH-224] - Handler performance improvement.
  • [JCMEMDH-223] - User-defined message and group headers support

Bug

  • [JCMEMDH-215] - onStatisticsReset is not called during replay

Monday, 31 August 2015

Release Notes - C++ CME MDP3 Market Data Handler - Version 3.5.0.0

Improvement

  • [CCMEMDH-437] - Add Handler state change diagram to Programming Guide
  • [CCMEMDH-414] - DirectBookChange missing price and size information for delete
  • [CCMEMDH-413] - Reduce amount of memory occupied by Handler instance
  • [CCMEMDH-404] - Compile error for DecimalComparator
  • [CCMEMDH-389] - Add ability to control logging level from command line
  • [CCMEMDH-366] - Make order updates to follow securities order
  • [CCMEMDH-312] - Tool for converting OnixS logs into readable logs
  • [CCMEMDH-301] - Add security filter in started mode
  • [CCMEMDH-233] - Add SendingTime to Debug Log Output

New Feature

Wednesday, 12 August 2015

Release Notes - Java FIX Engine - Version 1.21.1

Bug

  • [JAVA-1157] - Message.reset() fails with NPE on messages which does not have repeating group in definition
  • [JAVA-1154] - Validation of the number of repeating group instances is not work properly

New Feature

  • [JAVA-1150] - FixmlConverter.addCustomMessage(..)

Friday, 7 August 2015

Release Notes - .NET CME Cleared Trades (STP) Handler - Version 2.6.0.0

New Feature

  • [NETCMECTH-117] - BREAKING CHANGE: Add static Session.LicensePath property to specify path to license
  • [NETCMECTH-99] - Make event which indicates the last report in the reply to a query

Bug

  • [NETCMECTH-115] - OriginalTimeUnit does not parsed correctly for Month value

Wednesday, 5 August 2015

Release Notes - Java CME Drop Copy - Version 4.0.0

Task

Monday, 3 August 2015

Release Notes - Java FIX Engine - Version 1.21.0

Bug

  • [JAVA-1146] - Creation of persistence storage is not thread safe
  • [JAVA-1108] - Remove exception name from tag 58 of logout message sent on exception

Improvement

  • [JAVA-1145] - Reduce GC load in InboundMessageReuse mode
  • [JAVA-1138] - Implement all subset of Fix Messages and Repeating Groups in FIXML Converter
  • [JAVA-1131] - Migrate from commons-pool to commons-pool2
  • [JAVA-1114] - Do not send heartbeat in AWAIT_CONFIRMING_LOGON state
  • [JAVA-1088] - LicenseNotFoundException and LicenseExpiredException

New Feature

  • [JAVA-1133] - Implement Enhanced CME Globex Resend Logic
  • [JAVA-1095] - Ability to selectively stop listening on certain ports
  • [JAVA-1094] - Adding listening ports at runtime
  • [JAVA-1091] - Session.reportNewMessagesWhileWaitingForMissedMessages(bool report) method

Tuesday, 28 July 2015

Release Notes - C++ CME Drop Copy - Version 4.0.0.0

New Feature

Sub-task

Release Notes - C++ CME Drop Copy - Version 4.0.0.0

New Feature

Sub-task

Thursday, 9 July 2015

Release Notes - .NET FIX Engine - Version 3.19.0.0

New Feature

  • [DOTNET-1656] - Add method to FAST Decoder to reuse .NET message
  • [DOTNET-1636] - Implement Enhanced CME Globex Resend Logic
  • [DOTNET-1580] - GroupInstance.ToString()
  • [DOTNET-1552] - Ability to selectively stop listening on certain ports
  • [DOTNET-1551] - Adding listening ports at runtime
  • [DOTNET-1548] - Session.SendResendRequestOnEachMessageGap property
  • [DOTNET-1545] - Session.ReportNewMessagesWhileWaitingForMissedMessages property
  • [DOTNET-1533] - Session.RecevingThreadAffinity property
  • [DOTNET-1532] - Session.SendingThreadAffinity property
  • [DOTNET-304] - Message Object Model Wrappers (aka Typed Messages)

Improvement

  • [DOTNET-1645] - Add to System Requirements page information about "Cannot load assembly FixForge.dll or one of its dependency" error
  • [DOTNET-1601] - High-Availability solution example should be added to Pluggable Session Storage topic
  • [DOTNET-1587] - Fields order information should be added to Programming Guide
  • [DOTNET-1547] - Sequence number of the sequence gap message should not be stored in the session storage

Bug

  • [DOTNET-1622] - SerializedMessage.Set( .. ) methods do not work properly for char values
  • [DOTNET-1621] - Logout response is not sent when the sequence gap is detected in the incoming Logout request
  • [DOTNET-1588] - SSL reconnection functionality

Release Notes - .NET CME Drop Copy - Version 4.0.0.0

New Feature

Task

Improvement

Wednesday, 8 July 2015

Release Notes - C++ FIX Engine - Version 3.19.0.0

Improvement

  • [CPP-2053] - BREAKING CHANGE: Remove extra constructor of the FAST Decoder class
  • [CPP-2027] - Information about message type changing should be added to Programming Guide
  • [CPP-1989] - Thread Safety section should be added to Programming Guide
  • [CPP-1988] - Thread safety information should be added to the API documentation
  • [CPP-1954] - Sequence number of the sequence gap message should not be stored in the session storage
  • [CPP-1946] - BREAKING CHANGE: OnixS::FIX::ConnectionMode::InternalThreadsBlocking should be removed from the API and from the documentation

Bug

  • [CPP-2014] - SSL reconnection functionality

New Feature

  • [CPP-2000] - GroupInstance::toString()
  • [CPP-1983] - Socket options in TcpClient
  • [CPP-1979] - Ability to selectively stop listening on certain ports
  • [CPP-1977] - Adding listening ports at runtime
  • [CPP-792] - Session::sendResendRequestOnEachMessageGap(..)

Tuesday, 30 June 2015

Release Notes - C++ Hotspot ITCH Market Data Handler - Version 1.9.1.0

Task

New Feature

Monday, 22 June 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.7.0

Improvement

Thursday, 11 June 2015

Release Notes - C++ Eurex T7 Enhanced Trading Interface (ETI) Handler - Version 2.5.1.0

Bug

  • [CPPEUREXETI-156] - Assertion failure at process launch in CoreSpecificPerformanceCounter::getFrequency()

Thursday, 4 June 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.6.1

New Feature

  • [JCMEMDH-208] - Add switch to setup BookUpdated callback raise policy

Release Notes - Java CME Cleared Trades (STP) Handler - Version 2.4.1

Improvement

  • [JAVACMECTH-41] - BREAKING CHANGE: Use MessageListener.OnEndOfQuery() callback instead of TradeCaptureReport.isLastReport()

Bug

  • [JAVACMECTH-40] - MultiLegReportingType is always set to MultiLegOfAMultiLegTrade for subscriptions

Wednesday, 3 June 2015

Release Notes - C++ ICAP BrokerTec Market Data and Trading Handler - Version 2.11.0.0

New Feature

Improvement

  • [CPPBRTEC-252] - BREAKING CHANGE: FirmOrderBookListener::onFirmOrderBookUpdate should be removed
  • [CPPBRTEC-247] - Environment variables OAPI_TIMEOUT and OAPI_DATATIMEOUT should be set
  • [CPPBRTEC-246] - OAPI_TIMEOUT and OAPI_DATATIMEOUT should be reported in the Handler's log file
  • [CPPBRTEC-242] - Supported session types should be described in the Programming Guide

Tuesday, 2 June 2015

Release Notes - C++ ICE FIX Trade Capture - Version 1.10.0.0

Improvement

  • [CPPICETC-35] - CRITICAL UPDATE: Implement dialect changes from 2.0.38 specification

Release Notes - Java ICE FIX Trade Capture - Version 2.4.0

Improvement

  • [JAVAICEFIXTC-145] - CRITICAL UPDATE: Implement dialect changes from 2.0.38 specification

Release Notes - .NET ICE FIX Trade Capture - Version 2.16.0.0

Improvement

  • [ICETC-239] - CRITICAL UPDATE: Implement dialect changes from 2.0.38 specification

Friday, 22 May 2015

Release Notes - Java CME Cleared Trades (STP) Handler - Version 2.4.0

Improvement

  • [JAVACMECTH-37] - Remove TradeCaptureRequest message for Unsubscribe and all related code
  • [JAVACMECTH-35] - PartyRole enum that doesn’t have value 44 (OrderEntryOperator).
  • [JAVACMECTH-34] - Add new properties to the Leg class

New Feature

  • [JAVACMECTH-32] - Make property which indicates the last report in the reply to a query

Thursday, 21 May 2015

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.2.0.0

New Feature

  • [CPPICEIMPACT-386] - New Products and Market Type Launch
  • [CPPICEIMPACT-383] - New Multicast Group and Market Types for ICE Futures Singapore and ICE Endex Spot on iMpact Multicast Price Feed
  • [CPPICEIMPACT-380] - Support iMpact Multicast Feed Message Specification version 1.1.21

Wednesday, 20 May 2015

Release Notes - .NET CME Cleared Trades (STP) Handler - Version 2.5.1.0

Bug

Release Notes - C++ CME MDP 3 Market Data Handler - Version 3.4.1.0

Improvement

  • [CCMEMDH-378] - BREAKING CHANGE: onProcessingIdle callback has been removed from MessageProcessingListener interface.
  • [CCMEMDH-377] - BREAKING CHANGE: Packet Pulling Strategies have been eliminated.
  • [CCMEMDH-376] - BREAKING CHANGE: Per Security and Per Message Book Update Notification strategies has been eliminated.
  • [CCMEMDH-367] - Can we please add 99th percentile to our benchmarks?
  • [CCMEMDH-305] - Update documentation to reflect recent changes and features
  • [CCMEMDH-283] - Improve price comparing performance
  • [CCMEMDH-264] - Switching Using Live Instrument Recovery Feed in Natural Refresh
  • [CCMEMDH-263] - BREAKING CHANGE: Shared TCP recovery service
  • [CCMEMDH-247] - Improve running environment logging
  • [CCMEMDH-236] - BREAKING CHANGE: message() member removed from BookBase template class
  • [CCMEMDH-235] - BREAKING CHANGE: onIdle callback renamed to follow consistency in listener members naming
  • [CCMEMDH-234] - BREAKING CHANGE: New book update notification strategy
  • [CCMEMDH-214] - bool FieldSet::contain (Tag tag) const method
  • [CCMEMDH-208] - Consolidated books are VERY slow
  • [CCMEMDH-200] - Converting best bid / ask as double takes 0.2usec
  • [CCMEMDH-82] - BREAKING CHANGE: Synchronize SecurityDefinition class with latest specs

Bug

  • [CCMEMDH-347] - InstrumentAttribute returns empty string
  • [CCMEMDH-346] - BookStates::toString() linker error

New Feature

Friday, 15 May 2015

Release Notes - .NET CME Cleared Trades (STP) Handler - Version 2.5.0.0

Improvement

  • [NETCMECTH-95] - Add new properties to the Leg class
  • [NETCMECTH-94] - Remove TradeCaptureRequest message for Unsubscribe and all related code

Bug

  • [NETCMECTH-90] - PartyRole enum that doesn’t have value 44 (OrderEntryOperator).

Wednesday, 6 May 2015

Release Notes - C++ Eurex T7 Enhanced Trading Interface (ETI) Handler - Version 2.5.0.0

Improvement

  • [CPPEUREXETI-153] - BREAKING CHANGE: ConnectionGatewayListener::onConnectionGatewayResponse

Thursday, 30 April 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.6.0

Bug

  • [JCMEMDH-192] - OrdeIdsOrTradesMissed reported while filtering enabled
  • [JCMEMDH-190] - Incorrect TagId for EventTime

Wednesday, 22 April 2015

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.7.0.0

Bug

  • [NCMMDH-161] - OrdeIdsOrTradesMissed reported while filtering enabled
  • [NCMMDH-144] - Incorrect TagId for EventTime

Improvement

  • [NCMMDH-157] - Use non-blocking queue in buffered mode.
  • [NCMMDH-156] - Improve latency measurement

Tuesday, 31 March 2015

Release Notes - Java CME Cleared Trades (STP) Handler - Version 1.1.7

New Feature

Release Notes - Java CME Cleared Trades (STP) Handler - Version 2.3.0

New Feature

Release Notes - .NET CME Cleared Trades (STP) Handler - Version 2.4.1.0

Improvement

Release Notes - C++ CBOE Streaming Market (CSM) Data Handler - Version 1.2.2.0

New Feature

  • [CCSMCDH-96] - Add packet sending time to DataSource

Friday, 27 March 2015

Release Notes - C++ CBOE Streaming Market (CSM) Data Handler - Version 1.2.1.0

Bug

Improvement

Wednesday, 18 March 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.5.0

New Feature

  • [JCMEMDH-184] - Add method getAsset to ISecurityDefinition
  • [JCMEMDH-181] - Add getMessageSequenceNumber method to SecurityStatusChangedEventArgs
  • [JCMEMDH-68] - Create timestamp class to store nanoseconds precision

Improvement

  • [JCMEMDH-179] - Please include FIX tag id in documentation for all convenience API classes
  • [JCMEMDH-177] - No javadoc for onixs-cme-sbe-1.3.1.jar

Monday, 16 March 2015

Release Notes - .NET ICE FIX Trade Capture - Version 2.15.0.0

New Feature

Task

  • [ICETC-229] - BREAKING CHANGE: .NET version 3.5 is no longer supported

Improvement

  • [ICETC-228] - Migrate to FixEngine 3.18.0.0
  • [ICETC-203] - Distribution packages should use the My Documents folder as the default target folder.

Release Notes - FIX Analyser - Version 1.20.0.0

Task

  • [FA-175] - Migrate to .NET 4.0

Tuesday, 10 March 2015

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.5.0.0

Bug

  • [NCMMDH-131] - NullReferenceException while handler was not subscribed to ImpliedOrderBookTopOfTheBookUpdated

New Feature

Release Notes - .NET CME FIX/FAST Market Data Handler - Version 2.25.0.0

Improvement

Task

  • [NETCMEFAST-476] - BREAKING CHANGE: .NET version 3.5 is no longer supported

New Feature

Release Notes - .NET CME Drop Copy - Version 1.9.0.0

Improvement

  • [NETCMEDRCPY-87] - Migrate to FixEngine 3.18.0.0
  • [NETCMEDRCPY-73] - Distribution packages should use the My Documents folder as the default target folder.

Task

  • [NETCMEDRCPY-86] - BREAKING CHANGE: .NET version 3.5 is no longer supported

New Feature

Release Notes - .NET CME Cleared Trades (STP) Handler - Version 2.4.0.0

Task

  • [NETCMECTH-78] - BREAKING CHANGE: .NET version 3.5 is no longer supported

New Feature

Improvement

  • [NETCMECTH-66] - Distribution packages should use the My Documents folder as the default target folder.

Release Notes - .NET CME Cleared Trades (STP) Handler - Version 1.10.0.0

Task

  • [NETCMECTH-78] - BREAKING CHANGE: .NET version 3.5 is no longer supported

New Feature

Improvement

  • [NETCMECTH-66] - Distribution packages should use the My Documents folder as the default target folder.

Thursday, 26 February 2015

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.4.0.0

Improvement

  • [NCMMDH-124] - When using codedom, full path to referenced assembly should be specified
  • [NCMMDH-121] - BREAKING CHANGES: OrderBookUpdated callbacks should be called after corresponding MatchEventIndicator received
  • [NCMMDH-114] - Access to collection of order ids from trade summary

Task

  • [NCMMDH-122] - BREAKING CHANGE: .NET version 3.5 is no longer supported

New Feature

  • [NCMMDH-113] - Packet class should implement IClonable interface

Tuesday, 24 February 2015

Release Notes - C++ Eurex T7 Enhanced Trading Interface (ETI) Handler - Version 2.4.0.0

New Feature

Wednesday, 18 February 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.4.1

New Feature

  • [JCMEMDH-154] - Access to collection of order ids from trade summary

Thursday, 12 February 2015

Release Notes - Java FIX Engine - Version 1.20.0

Improvement

  • [JAVA-1081] - Add year to storage file name timestamp
  • [JAVA-1064] - After sending the initial Logout message, the Iogout initiator should not send any messages (unless requested to do so by the logout acceptor)

Task

  • [JAVA-1077] - Create fix benchmark sample using MessageSending and ReceivedBytes listeners

Bug

  • [JAVA-1074] - Incorrect link in Scheduler Samples section
  • [JAVA-790] - Shutdowning of engine does not clear dialects

New Feature

  • [JAVA-1073] - MessageSending listener for Session
  • [JAVA-1072] - ReceivedBytes listener for Session
  • [JAVA-1061] - Session.ErrorReason.EXCEPTION_DURING_PROCESSING_OF_INCOMING_MESSAGE

Release Notes - C++ eSpeed ITCH Market Data Handler - Version 0.3.0.0

Task

Tuesday, 3 February 2015

Release Notes - .NET FIX Engine - Version 3.18.0.0

New Feature

  • [DOTNET-1506] - BREAKING CHANGE: Access to the raw message buffer before sending
  • [DOTNET-1487] - Ability to specify the SSL Certificate chain
  • [DOTNET-1485] - The base dialect XML descriptions should be included to the distribution package

Improvement

  • [DOTNET-1504] - Add missed FieldSet.TryGet methods
  • [DOTNET-1503] - BREAKING CHANGE: FieldSet.Fields returns only fields that belongs to current fieldset without nested repeating groups
  • [DOTNET-1501] - After sending the initial Logout message, the Iogout initiator should not send any messages (unless requested to do so by the logout acceptor)
  • [DOTNET-1167] - CME iLink: remove tag 48 SecurityID from all outgoing messages
  • [DOTNET-615] - Threading model should be described in Programming Guide

Monday, 2 February 2015

Release Notes - C++ FIX Engine - Version 3.18.0.0

New Feature

  • [CPP-1927] - EngineSettings (const std::string& configuration)
  • [CPP-1896] - BREAKING CHANGE: Access to the raw message buffer before sending
  • [CPP-1884] - The base dialect XML descriptions should be included to the distribution package
  • [CPP-1881] - Session::preFill (SerializedMessageBatch &)
  • [CPP-1877] - Dialect description should support Component Blocks
  • [CPP-1497] - Session::sendAsIs(const SerializedMessageBatch &)
  • [CPP-1163] - Ability to specify the SSL Certificate chain

Bug

  • [CPP-1923] - FIX Engine resends FIX messages even if an application is not subscribed to the onResendRequest(..) event

Improvement

  • [CPP-1910] - Batch message sending should be described in the "Low Latency Best Practices" section of the Programming Guide
  • [CPP-1906] - After sending the initial Logout message, the Iogout initiator should not send any messages (unless requested to do so by the logout acceptor)
  • [CPP-1100] - "Linux Signals" section should be added to Programming Guide

Tuesday, 27 January 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.4.0

Improvement

  • [JCMEMDH-161] - BREAKING CHANGES: OrderBookUpdated callbacks should be called after corresponding MatchEventIndicator received

New Feature

  • [JCMEMDH-160] - Add OrderBookUpdatedEventArgs.getMessage() method
  • [JCMEMDH-61] - Add Market Data events support

Monday, 26 January 2015

Release Notes - Java CME Drop Copy - Version 1.1.1

Bug

  • [JCMEDC-13] - Handler did not report manually requested messages, if them already were processed

Thursday, 22 January 2015

Release Notes - C++ CME Drop Copy - Version 1.3.1.0

Bug

  • [CPPCMEDRCPY-35] - Handler did not report manually requested messages, if them already were processed

Release Notes - .NET CME Drop Copy - Version 1.8.2.0

Bug

  • [NETCMEDRCPY-79] - Handler did not report manually requested messages, if them already were processed

Monday, 19 January 2015

Release Notes - C++ ICE FIX Trade Capture - Version 1.9.0.0

Improvement

  • [CPPICETC-32] - CRITICAL UPDATE: Implement dialect changes from 2.0.37 specification

Release Notes - Java ICE FIX Trade Capture - Version 2.3.0

Improvement

  • [JAVAICEFIXTC-137] - CRITICAL UPDATE: Implement dialect changes from 2.0.37 specification

Release Notes - .NET ICE FIX Trade Capture - Version 2.14.0.0

Improvement

  • [ICETC-212] - CRITICAL UPDATE: Implement dialect changes from 2.0.37 specification

Tuesday, 13 January 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.3.1

Improvement

  • [JCMEMDH-153] - BREAKING CHANGE: getNetChangeFromPreviousDay parameter in TradeEventArgs is no longer available
  • [JCMEMDH-147] - BREAKING CHANGE: getTradeVolume parameter in TradeEventArgs is no longer available

Information Request

  • [JCMEMDH-152] - BREAKING CHANGE: Change Packet sequence number type from int to long

New Feature

  • [JCMEMDH-150] - Add getSendingTime() method to StatisticsEventArgs class

Bug

  • [JCMEMDH-149] - TopOfTheBookUpdated was called even if top of the book was not changed.

Friday, 9 January 2015

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.3.0

Bug

New Feature

  • [JCMEMDH-138] - Make packet cache maximum size configurable
  • [JCMEMDH-132] - Expose tag 1151 in ISecurityDefinition

Improvement

  • [JCMEMDH-134] - Security Definitions shoud be reported like other messages
  • [JCMEMDH-133] - Handler should switch to BooksResynchronizationFinished after replaying of queued incrementals
  • [JCMEMDH-129] - Create SecurityId interface
  • [JCMEMDH-125] - In case of PacketCacheOverflow the name of the packetQueueMaxSize configuration setting should be added to the warning message.
  • [JCMEMDH-100] - The default value of the UDP buffer size should be set to 4MiB

Friday, 2 January 2015

Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.56.0.0

Improvement

  • [CPPCMEFAST-1229] - BREAKING CHANGE: Default settings have been changed.
  • [CPPCMEFAST-1190] - The CME environment Id should be written to the log file
  • [CPPCMEFAST-1184] - ioCompletionWaitTime should be described in the "Low Latency Best Practices" section
  • [CPPCMEFAST-1174] - The default value of the UDP buffer size should be set to 4MiB

New Feature