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Bug
- [CPPCMEDRCPY-58] - InitializationSettings::licenseStore doesn't work as expected
Improvement
- [CCMEMDH-571] - Update packet subsystem to reflect recent SBE decoding improvements
New Feature
Bug
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
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.
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()
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
Improvement
- [CCSMCDH-123] - Add PacketGapListener
- [CCSMCDH-119] - BREAKING CHANGE: Rename DataSource::packetMessageNumber to DataSource::messageIndex
Bug
- [NETCMECTH-130] - Multiple instances of Session causes garbled packets receiving
New Feature
- [JCMEDC-21] - Automatic switching between primary and backup sessions
Bug
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
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
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
Bug
- [CPPEEMDIRDI-448] - Fix the issue with processing EOBI packets for release 3.0
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
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
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
New Feature
- [NETCMECTH-119] - Add SslProtocol property to the session to specify protocol used for authentication
Improvement
- [ICETC-259] - Specification version 3.0 update
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
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
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
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(..)
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
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
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
New Feature
Task
Improvement
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(..)
Bug
- [CPPEUREXETI-156] - Assertion failure at process launch in CoreSpecificPerformanceCounter::getFrequency()
New Feature
- [JCMEMDH-208] - Add switch to setup BookUpdated callback raise policy
Improvement
- [JAVACMECTH-41] - BREAKING CHANGE: Use MessageListener.OnEndOfQuery() callback instead of TradeCaptureReport.isLastReport()
Bug
- [JAVACMECTH-40] - MultiLegReportingType is always set to MultiLegOfAMultiLegTrade for subscriptions
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
Improvement
- [CPPICETC-35] - CRITICAL UPDATE: Implement dialect changes from 2.0.38 specification
Improvement
- [JAVAICEFIXTC-145] - CRITICAL UPDATE: Implement dialect changes from 2.0.38 specification
Improvement
- [ICETC-239] - CRITICAL UPDATE: Implement dialect changes from 2.0.38 specification
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
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
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
New Feature
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).
Improvement
- [CPPEUREXETI-153] - BREAKING CHANGE: ConnectionGatewayListener::onConnectionGatewayResponse
Bug
- [JCMEMDH-192] - OrdeIdsOrTradesMissed reported while filtering enabled
- [JCMEMDH-190] - Incorrect TagId for EventTime
Bug
- [NCMMDH-161] - OrdeIdsOrTradesMissed reported while filtering enabled
- [NCMMDH-144] - Incorrect TagId for EventTime
Improvement
New Feature
- [CCSMCDH-96] - Add packet sending time to DataSource
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
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.
Task
- [FA-175] - Migrate to .NET 4.0
Bug
- [NCMMDH-131] - NullReferenceException while handler was not subscribed to ImpliedOrderBookTopOfTheBookUpdated
New Feature
Improvement
Task
- [NETCMEFAST-476] - BREAKING CHANGE: .NET version 3.5 is no longer supported
New Feature
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
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.
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.
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
New Feature
- [JCMEMDH-154] - Access to collection of order ids from trade summary
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
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
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
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
Bug
- [JCMEDC-13] - Handler did not report manually requested messages, if them already were processed
Bug
- [CPPCMEDRCPY-35] - Handler did not report manually requested messages, if them already were processed
Bug
- [NETCMEDRCPY-79] - Handler did not report manually requested messages, if them already were processed
Improvement
- [CPPICETC-32] - CRITICAL UPDATE: Implement dialect changes from 2.0.37 specification
Improvement
- [JAVAICEFIXTC-137] - CRITICAL UPDATE: Implement dialect changes from 2.0.37 specification
Improvement
- [ICETC-212] - CRITICAL UPDATE: Implement dialect changes from 2.0.37 specification
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.
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
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