Release Notes - Java CME Drop Copy - Version 4.1.1

Improvement

• [JCMEDC-32] - Update to the latest 1.25.1 version of Java FIX Engine

Download details

• onixs-cme-dropcopy-handler-java-4.1.1-bin.zip
• onixs-cme-dropcopy-handler-java-4.1.1-bin.tar.gz

Authentication details:

User: java
Password: IlRCkdl7r4

 

Release Notes - Java FIX Engine - Version 1.25.1

Bug

• [JAVA-1480] - NPE when setting null via Session.setSenderSubID(..) and Session.setTargetSubID(..) methods

Improvement

• [JAVA-1478] - Add Using Component Block section into Programming Guide
• [JAVA-1476] - BREAKING CHANGE: Session.reset() rename to Session.resetLocalSequenceNumbers()
• [JAVA-1263] - Improve Accepting FIX Session Without a Prior Creation of Session Object section
• [JAVA-1238] - Session.logonAsAcceptor() and Session.logonAsInitiator() methods should be called in DISCONNECTED state only otherwise exception must be thrown
• [JAVA-1194] - Update Exchanging Messages section of Programming Guide
• [JAVA-1186] - The dialect "override" mode should be described in Programming Guide

New Feature

• [JAVA-1127] - Implement Session.resetSeqNumViaLogonExchange() and Session.resetLocalSequenceNumbers() methods

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.12.0.0

Bug

• [NCMMDH-299] - Handler feeds were not stopped after Handler.Stop() was called.

Task

• [NCMMDH-298] - BREAKING CHANGE: PacketsPullingStrategy.Buffered is deprecated

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.14.0

Bug

• [JCMEMDH-393] - Handler feeds were not stopped after Handler.stop() was called.

Task

• [JCMEMDH-392] - BREAKING CHANGE: PacketsPullingStrategy.BUFFERED is deprecated

New Feature

• [JCMEMDH-391] - Add getMessageSequenceNumber() and getSecurityId() to OrderIdEventArgs

Release Notes - .NET CME Drop Copy - Version 4.2.2.0

Task

• [NETCMEDRCPY-148] - Migrate to FixEngine 3.21.0.0

Bug

• [NETCMEDRCPY-137] - Application messages from payload created without session dialect

New Feature

• [NETCMEDRCPY-134] - Process StartSequenceNumber<5024> from ResendRequest reject to request missed messages within correct range

Release Notes - CME Audit Trail Generator - Version 3.0.0.0

Task

• [CMEAUDIT-5] - Initial implementation in C++

Release Notes - Java FIX Engine - Version 1.25.0

Improvement

• [JAVA-1474] - Update Programming Guide
• [JAVA-1465] - Add to Programming Guide information about DirectMode
• [JAVA-1460] - Avoid memory allocation in the receiving path
• [JAVA-1459] - Get ride of all ValuePtr from Message class getters
• [JAVA-1458] - Avoid memory allocation in the sending path
• [JAVA-1452] - Optimize interaction with MsgSeqNum in Sending/Reciving paths
• [JAVA-1450] - Add threading model to Java programming guide
• [JAVA-1437] - TimestampNanosProvider should not allocate temporary String
• [JAVA-1428] - Implement Group.hasFlag(..) and Group.setFlag(..) methods
• [JAVA-1427] - Move Message.hasFlag(..) and Message.setFlag(..) to FixBlock interface
• [JAVA-1421] - Message.set(int tag, double value) should avoid memory allocation
• [JAVA-1409] - Controlling Engine Logging section should be added to Programming Guide
• [JAVA-1401] - Reducing Garbage Collection Overhead section should be added to Programming Guide
• [JAVA-1399] - Group.getDouble(int tag) should avoid memory allocation
• [JAVA-1396] - Message.getDouble(int tag) should avoid memory allocation
• [JAVA-1303] - Update FIX Repeating Group section
• [JAVA-1105] - Reduce GC load

New Feature

• [JAVA-1467] - Add MessageFieldsIteration sample
• [JAVA-1464] - FixBlock.contains(int tag, boolean nested) returns whether the field with the specified tag number is set
• [JAVA-1462] - Message.iterator() iterate over structured internal representation
• [JAVA-1461] - BREAKING CHANGE: Current Message.iterator() method renamed to Message.iteratorOverRawMsg()
• [JAVA-1446] - FixBlock.hasGroup(..) checks whether repeating group belongs to the fix block and actually exists
• [JAVA-1439] - DirectSend mode
• [JAVA-1438] - Session.warmUp(..) method warms up the sending path
• [JAVA-1398] - Group.getChar(int tag) method
• [JAVA-1397] - Message.getChar(int tag) method

Task

• [JAVA-1416] - Migration to onixs-utils 1.0.49
• [JAVA-1322] - Update documentation related to TimestampProvider interface

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.13.1

Task

• [JCMEMDH-388] - BREAKING CHANGE: Order book interfaces
• [JCMEMDH-384] - AutoCert+: Consolidated Recovery Test for Market by Price (implied)
• [JCMEMDH-383] - AutoCert+: Market State Message
• [JCMEMDH-382] - AutoCert+: Complex Book Management - Market By Price
• [JCMEMDH-381] - AutoCert+: Request For Quote Message
• [JCMEMDH-380] - AutoCert+: Channel Reset for Market by Price
• [JCMEMDH-379] - AutoCert+: Statistic Messages
• [JCMEMDH-378] - AutoCert+: Recovery Test for Market by Price (outrights only)
• [JCMEMDH-377] - AutoCert+: Consolidated Book Management Messages for Market by Price (implied)
• [JCMEMDH-376] - AutoCert+: Book Management Messages for Market by Price (outrights only)
• [JCMEMDH-375] - AutoCert+: UDS Instrument Deletion
• [JCMEMDH-374] - AutoCert+: Security Definition Messages For Options and Spreads
• [JCMEMDH-373] - AutoCert+: Security Definition Messages For Options
• [JCMEMDH-372] - AutoCert+: Security Definition Messages For Futures and Spreads
• [JCMEMDH-371] - AutoCert+: Secuty Definition Messages For Futures
• [JCMEMDH-370] - AutoCert+: Implied Order Book Management for Market by Order Systems
• [JCMEMDH-369] - AutoCert+: Implied Recovery Test for Market by Order Systems
• [JCMEMDH-368] - AutoCert+: Recovery Test for Market by Order
• [JCMEMDH-367] - AutoCert+: Channel Reset for Market by Order
• [JCMEMDH-366] - AutoCert+: Book Management Messages for Market by Order test case

New Feature

• [JCMEMDH-365] - Implement MBP from MBO book building feature
• [JCMEMDH-364] - Add support of Request for Quote message
• [JCMEMDH-319] - Implement Market By Order book

Improvement

• [JCMEMDH-359] - Filters should be used only in STOPPED and SECURITY_DEFINITIONS_RECOVERY_STARTED states

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 4.0.1.0

Bug

• [CPPEEMDIRDI-524] - Segmentation fault on stopping of a handler manager

Release Notes - C++ CME MDP3 Market Data Handler - Version 3.9.1.0

First Production Release with Market By Order (MBO) support

In order to speed up the development of customer systems to support the upcoming Market By Order (MBO) functionality we publish this MBO-ready Production release.

Using this release OnixS has passed the MBO related CME AutoCert+ tests, the certification tips and replay log files are attached to the corresponding Jira tickets.

NOTE: To make sure that the existing Market By Price functionality works correctly after the introduction of MBO market data in Production it is required to migrate to this version or at least to the version 3.8.0.0, earlier releases will not work as soon as MBO market data appears in Production. Information about the availability of MBO can be found in CME Globex Notices.

Task

• [CCMEMDH-851] - AutoCert+: Channel Reset for Market by Price
• [CCMEMDH-850] - AutoCert+: Complex Book Management - Market By Price
• [CCMEMDH-849] - AutoCert+: Market State Message
• [CCMEMDH-848] - AutoCert+: Statistic Messages
• [CCMEMDH-841] - AutoCert+: Consolidated Recovery Test for Market by Price (implied)
• [CCMEMDH-840] - AutoCert+: Recovery Test for Market by Price (outrights only)
• [CCMEMDH-839] - AutoCert+: Consolidated Book Management Messages for Market by Price (implied)
• [CCMEMDH-838] - AutoCert+: Book Management Messages for Market by Price (outrights only)
• [CCMEMDH-837] - AutoCert+: Request For Quote Message
• [CCMEMDH-836] - AutoCert+: UDS Instrument Deletion
• [CCMEMDH-835] - AutoCert+: Security Definition Messages For Options and Spreads
• [CCMEMDH-834] - AutoCert+: Security Definition Messages For Options
• [CCMEMDH-833] - AutoCert+: Security Definition Messages For Futures and Spreads
• [CCMEMDH-831] - AutoCert+: Secuty Definition Messages For Futures

Bug

• [CCMEMDH-809] - Crash when MboBookUpdateListener is not registered and MBO messages are received

New Feature

• [CCMEMDH-798] - Handler::channelId() method

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.6.0.0

Bug

• [CPPICEIMPACT-656] - Wrong field type in FixingIndicativePrice

Release Notes - .NET ICE iMpact Multicast Price Feed Handler - Version 2.33.0.0

New Feature

• [NETICEIMPACT-144] - Support iMpact Multicast Feed Message Specification version 1.1.25

CRITICAL UPDATE: ICE dialects update

CRITICAL UPDATE: ICE dialects update

Dear customers.

Starting from November 11, 2016 dialect update will be available in production as a part of the ICE Trading platform upgrade.

New dialect files, which reflect the corresponding changes, can be downloaded from our site:

ICE Trade Captire 3.2
IceTradeCaptureFixDialect.xml

ICE Private Order Feed 2.0
IcePrivateOrderFeedFixDialect.xml

ICE Order Server 3.5
IceTradingFixDialect.xml

User: fixDialect
Password: K1D7&S~TG1R>

Please note that these changes are required.

---

All dialects are session-level dialects. This requires explicit dialect specification while creating message and session objects. You can find more information about session-level dialects for .NET, C++ or Java.

For those, who cannot change their code to work with session level dialects, please remove id attribute from a dialect file:

For example: session-level dialect <FIX id="IceTrading" version="4.2" comment="FIX Protocol Support Document Version 3.5 August 11, 2016">
should become: engine-level dialect <FIX version="4.2" comment="FIX Protocol Support Document Version 3.5 August 11, 2016">

Release Notes - C++ CME MDP3 Market Data Handler - Version 3.9.0.0

PREVIEW release with Market By Order (MBO) support

In order to speed up the development of customer systems to support the upcoming Market By Order (MBO) functionality we publish this PREVIEW release.

Using this release OnixS has passed the MBO related CME AutoCert+ tests, the certification tips and replay log files are attached to the corresponding Jira tickets.

• NOTE This preview release should NOT be used in Production.
• NOTE To make sure that the existing Market By Price functionality works correctly after the introduction of MBO market data in Production it is required to migrate to the version 3.8.0.0 .

Information about the availability of MBO can be found in CME Globex Notices.

Task

• [CCMEMDH-786] - AutoCert+: Channel Reset for Market by Order
• [CCMEMDH-784] - AutoCert+: Implied Recovery Test for Market by Order Systems
• [CCMEMDH-783] - AutoCert+: Implied Order Book Management for Market by Order Systems
• [CCMEMDH-778] - AutoCert+: Book Management Messages for Market by Order test case
• [CCMEMDH-777] - AutoCert+: Recovery Test for Market by Order

New Feature

• [CCMEMDH-740] - Implement Market By Order order book

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.12.1

Improvement

• [JCMEMDH-355] - Latency improved by 60%

New Feature

• [JCMEMDH-322] - Natural Refresh recovery mode
• [JCMEMDH-283] - Direct Threading model

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 4.0.0.8

Improvement

• [CPPEEMDIRDI-511] - Added EOBI::SecurityTradingEvent::securityTradingEvent field
• [CPPEEMDIRDI-510] - Added EOBI::AuctionClearingPrice::imbalanceQty field

Release Notes - C++ Eurex T7 Enhanced Trading Interface (ETI) Handler - Version 4.0.0.0

New Feature

• [CPPEUREXETI-200] - Become ready to Introduction of Release 4.0 on 21 November 2016

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.5.0.0

New Feature

• [CPPICEIMPACT-643] - MessageInfo::numberOfMessages
• [CPPICEIMPACT-639] - Support iMpact Multicast Feed Message Specification version 1.1.25

Improvement

• [CPPICEIMPACT-606] - BREAKING CHANGE: HandlerSettings::receivingThreadAffinity renamed to processingThreadAffinity

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 4.0.0.7

Improvement

• [CPPEEMDIRDI-509] - Update for templates v4.0.4 (Extended Market Data Service)

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.11.0

Improvement

• [JCMEMDH-352] - BREAKING CHANGE: BooksMaintenanceOptions enum was removed
• [JCMEMDH-349] - Improve Thread Naming
• [JCMEMDH-342] - Provide access to securityStatusMessage in SecurityStatusChangedEventArgs for snapshot message
• [JCMEMDH-339] - Major Update: MBO incremental 43 should be ignored

New Feature

• [JCMEMDH-346] - Add an option to turn off recovery
• [JCMEMDH-331] - Add receiveTime parameter to TradeEventArgs

Release Notes - Java ICE Private Order Feed - Version 1.1.0

Improvement

• [JICEPOF-2] - CRITICAL UPDATE: Support FIX POF v2.0 JAVA

Release Notes - Java Hotspot ITCH Market Data Handler - Version 1.4.2

Bug

• [JAVAHOTSPOTITCH-33] - Thread.interrupted(..) is set to true in DisconnectListener.onDisconnect(..) callback

Improvement

• [JAVAHOTSPOTITCH-32] - Gracefully shutdown receiving thread

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 4.0.0.6

Improvement

• [CPPEEMDIRDI-506] - Update for templates v4.0.2

Release Notes - Java ICE FIX Trade Capture - Version 2.7.1

Improvement

• [JAVAICEFIXTC-175] - Remove artifacts of previous versions

Release Notes - .NET ICE FIX Private Order Feed - Version 1.2.0.0

Improvement

• [NETICEPOF-56] - CRITICAL UPDATE: Support FIX POF v2.0

Release Notes - Java ICE FIX Trade Capture - Version 2.7.0

Improvement

• [JAVAICEFIXTC-172] - CRITICAL UPDATE: Support FIX Trade Capture v3.2

Release Notes - C++ ICE FIX Trade Capture - Version 1.13.0.0

Improvement

• [CPPICETC-53] - CRITICAL UPDATE: Support FIX Trade Capture v3.2

Release Notes - .NET ICE FIX Trade Capture - Version 2.19.0.0

Improvement

• [ICETC-336] - CRITICAL UPDATE: Support FIX Trade Capture v3.2

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.11.0.0

Bug

• [NCMMDH-288] - Major Update: "Tag 83 does not exist in fieldset or is not UnsignedInteger" error while processing MBO incremental 43

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 4.0.0.0

Improvement

• [CPPEEMDIRDI-491] - Become ready to Introduction of Release 4.0 on 21 November 2016

Release Notes - C++ CBOE CMi 2.0 Trading Handler - Version 1.1.1.0

Task

• [CPPCBOECMI-155] - Add ability to pre-serialize messages

Release Notes - C++ CME MDP3 Market Data Handler - Version 3.8.0.0

Bug

• [CCMEMDH-744] - Handler fails to process market data containing MBO-related changes.

Improvement

• [CCMEMDH-743] - Make Handler recognize new MBO snapshot feeds

Release Notes - Java Hotspot ITCH Market Data Handler - Version 1.4.1

Improvement

• [JAVAHOTSPOTITCH-30] - Use licenceDirectory instead of licenceFile

Bug

• [JAVAHOTSPOTITCH-29] - Incoming date cannot parsed, when several instances of Handler were created

Release Notes - Java FIX Engine - Version 1.24.0

Improvement

• [JAVA-1385] - Verification of FIX dialect
• [JAVA-1376] - OrigSendingTime for the Sequence Reset(Gap Fill) and resent messages should be specified with milliseconds precision
• [JAVA-1353] - Update stack trace of Session.logonAsInitiator method exceptions
• [JAVA-1346] - Message.get(Tag.BeginString) and Message.getVersion() should return same value
• [JAVA-1329] - Ignore token while finding acceptor for incoming connection.
• [JAVA-1307] - TimestampProvider should populate SendingTime tag as well
• [JAVA-1196] - Specify ApplVerID(1128) tag optionally to the outgoing messages

Bug

• [JAVA-1371] - Exception is thrown during engine shutdown process
• [JAVA-1319] - Incorrect internal session object state after logout confirmation timeout
• [JAVA-1125] - Override mode of the FIX dictionary removes session level messages

New Feature

• [JAVA-1337] - Iterator support for GroupInstance class
• [JAVA-1336] - GroupInstance Group.getEntry(int index)
• [JAVA-1335] - FIX Repeating GroupInstance implementation
• [JAVA-1298] - GroupInstance single instance of FIX Repeating Group
• [JAVA-1252] - FixBlock.getSize() method
• [JAVA-1243] - Iterator support for Group class

Task

• [JAVA-670] - Replace dom4j

Release Notes - C++ FIX Engine - Version 3.21.0.0

Improvement

• [CPP-2415] - Add an information about Session::send method behavior in the disconnected state
• [CPP-2395] - Improve the handling of Session::logout() from inbound callbacks
• [CPP-2392] - Add information about Tick-to-Trade latency measurement to FAQ
• [CPP-2379] - "Failover" section should be added to Programming Guide
• [CPP-2378] - Market Segment Gateway failover logic should be added to CME Trading Client reference implementation
• [CPP-2358] - Describe the Component Block in the Editing Dictionaries Descriptions page
• [CPP-2355] - Add information about the internal warning to FAQ
• [CPP-2340] - Use '-' separator in Reject Reason field instead of ','
• [CPP-2338] - Update ICAP EBS Ai FIX Trading Client sample to 1.9 specification
• [CPP-2326] - Add a note that the custom Logon from logonAsInitiator is used during reconnection
• [CPP-2324] - Add information about trailing zeros of decimal values
• [CPP-2316] - Add question about "Cannot transform Double value into decimal" exception to FAQ
• [CPP-2304] - Support sequence gap before logout response
• [CPP-2302] - Improve EbsSpotAiTradingClient sample
• [CPP-2288] - Support ICE FIX Order Routing v3.4.10
• [CPP-2238] - Add more details about the "ThreadPool" connection mode
• [CPP-2221] - Thread options support for SSL sessions

Bug

• [CPP-2411] - Scheduler does not work properly when the Scheduler.utcTimeUsage property is true
• [CPP-2410] - Scheduler does not work properly when the LocalTimeUsage FIX Engine setting is true
• [CPP-2397] - Message Grouping property is not being set for acceptor session
• [CPP-2247] - Sequence gap state is not reset in case of an exception during processing of incoming message

New Feature

• [CPP-2402] - Add the "async" parameter to Session::logout(..) methods
• [CPP-2372] - CME TradingClient update - new Nanosecond Timestamp field (tag 5979-RequestTime)
• [CPP-2371] - Add MessageFieldsIteration sample
• [CPP-2357] - Iterator for Message/Group classes
• [CPP-2353] - Session::resetLocalSequenceNumbersOnLogon
• [CPP-2323] - SessionScheduler::utcTimeUsage
• [CPP-2306] - BREAKING CHANGE: SessionScheduler::reconnectAttempts and SessionScheduler::reconnectInterval settings
• [CPP-2294] - "Venue Specific Settings" pages
• [CPP-2277] - ThisThread::id
• [CPP-2276] - ThisThread::policy
• [CPP-2275] - ThisThread::priority
• [CPP-2274] - EngineSettings::serviceThreadPolicy
• [CPP-2273] - EngineSettings::serviceThreadPriority
• [CPP-2234] - Session::considerRejectOnResendRequestAsGapFill(bool value) method
• [CPP-2223] - Zero-Copy Feature
• [CPP-2217] - OnixS::FIX::Session::sendSpinningTimeoutUsec(..)

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.10.0.0

Improvement

• [NCMMDH-268] - Add templates v7 support
• [NCMMDH-234] - Validate setting of using of A and B feeds for all feed types

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 3.0.5.0

Improvement

• [CPPEEMDIRDI-497] - Add processing for a full restart of the Eurex EOBI service

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 3.0.5.0

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.9.2.0

Bug

• [NCMMDH-265] - Any SecurityDefinition.DefinitionMessage from BookUpdate.SecurityDefinition, points to the last received Security Definition

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.9.1.0

Improvement

• [NCMMDH-263] - SBE templates schema updated to v7

Bug

• [NCMMDH-259] - .NET CME MDP3 handler sample freeze

Release Notes - C++ eSpeed ITCH Market Data Handler - Version 1.0.2.0

Improvement

• [CESPDITCH-46] - Add filtering by OrderBookId

Release Notes - C++ CBOE Streaming Market (CSM) Data Handler - Version 1.2.9.0

Sub-task

• [CCSMCDH-170] - Update programmer's guide

Improvement

• [CCSMCDH-169] - [BREAKING CHANGE] ThreadModel::SharedQueue is no longer supported

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.10.0

Improvement

• [JCMEMDH-314] - Add templates v7 support
• [JCMEMDH-284] - Forced processing of cached instrument definions while recovering order books is to be improved.

Release Notes - C++ CBOE Streaming Market (CSM) Data Handler - Version 1.2.8.1

New Feature

• [CCSMCDH-162] - Add PacketDataListener

Improvement

• [CCSMCDH-153] - Warm-up calling of message callbacks on handler start.

Release Notes - .NET FIX Engine - Version 3.21.0.0

Improvement

• [DOTNET-1975] - Describe the Component Block in the Dialect Description page
• [DOTNET-1973] - Add an information about the internal warning to FAQ
• [DOTNET-1956] - Use '-' separator in Reject Reason field instead of ','
• [DOTNET-1949] - Add a note that the custom Logon from logonAsInitiator is used during reconnection
• [DOTNET-1935] - Add a dialect attribute to the scheduler connections xml config for the custom Logon message
• [DOTNET-1934] - Support sequence gap before logout response
• [DOTNET-1930] - Add the behavioral aspect concerning the Sheduler reconnect logic
• [DOTNET-1924] - Thread options support for SSL sessions
• [DOTNET-1921] - Correct 'Important Behavioral Aspects' of the Sheduler concerning Reconnect Attempts and Interval
• [DOTNET-1919] - Support ICE FIX Order Routing v3.4.10
• [DOTNET-1914] - Add Exception object to Scheduler.Error event args
• [DOTNET-1911] - Errors from Scheduler callbacks should be reported in Scheduler.Error event
• [DOTNET-1908] - Add more details about the "ThreadPool" connection mode
• [DOTNET-1903] - Add information about the control of tags order to the Dialect Description section
• [DOTNET-1876] - Visual studio cannot open Windows Form or Control in designer for x64 sample projects
• [DOTNET-1865] - Add ngen icompatibility description to deployment page of engine documentation
• [DOTNET-1836] - Describe a timeout, which is used to wait Logon/Logout response.
• [DOTNET-1820] - "Reconnection Facility" article should be added to Programing Guide
• [DOTNET-1740] - EngineSettings.SpecifyApplVerIdField
• [DOTNET-1609] - Improve the id generation when the QuickFIX dialect is used

New Feature

• [DOTNET-1953] - Session.SendSpinningTimeoutUsec(..)
• [DOTNET-1938] - Scheduler.UtcTimeUsage
• [DOTNET-1926] - "Venue Specific Settings" pages
• [DOTNET-1913] - EngineSettings.ServiceThreadPriority
• [DOTNET-1885] - Session.SendResendRequest(..)
• [DOTNET-1884] - Session.ConsiderRejectOnResendRequestAsGapFill property
• [DOTNET-1848] - EngineSettings.AsyncFileBasedStorageThreadAffinity
• [DOTNET-1682] - Add the support of .NET Framework 4.5.2/4.6 and Visual Studio 2015

Bug

• [DOTNET-1886] - Sequence gap state is not reset in case of an exception during processing of incoming message
• [DOTNET-1822] - Session.Logout is stuck when Session.BreakConnection is called in LOGOUT_IN_PROGRESS state
• [DOTNET-1812] - Session does not store FIX messages of the gap continuation on certain condition
• [DOTNET-1810] - Unexpected "MsgSeqNum too low" exception

Release Notes - .NET CME STP Handler - Version 2.9.0.0

Improvement

• [NETCMECTH-153] - Improve SSL Stream stability
• [NETCMECTH-152] - Use encoding specified in HTTP header.

Bug

• [NETCMECTH-151] - ArgumentOutOfRangeException was thrown if incoming incremental message was split into several parts

Release Notes - Java ICE FIX Trade Capture - Version 2.6.1

Improvement

• [JAVAICEFIXTC-167] - CRITICAL UPDATE: Support FIX Trade Capture v3.1.1

Release Notes - C++ ICE FIX Trade Capture - Version 1.12.1.0

Improvement

• [CPPICETC-51] - CRITICAL UPDATE: Support FIX Trade Capture v3.1.1

Release Notes - .NET ICE FIX Trade Capture - Version 2.18.1.0

Improvement

• [ICETC-314] - CRITICAL UPDATE: Support FIX Trade Capture v3.1.1

Release Notes - .NET ICE FIX Private Order Feed - Version 1.1.0.0

New Feature

• [NETICEPOF-52] - Add Mass Order Cancel functionality to sample

Improvement

• [NETICEPOF-48] - Support FIX Private Order Feed v1.9.12

Release Notes - C++ Brokertec ITCH Market Data Handler - Version 1.1.0.1

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.4.0.0

New Feature

• [CPPICEIMPACT-601] - Support iMpact Multicast Feed Message Specification version 1.1.24
• [CPPICEIMPACT-599] - Addition of multicast full implied channels for ICE Endex
• [CPPICEIMPACT-511] - Support Visual Studio 2015

Release Notes - .NET ICE iMpact Multicast Price Feed Handler - Version 2.31.0.0

Improvement

• [NETICEIMPACT-123] - Support iMpact Multicast Feed Message Specification version 1.1.24

Release Notes - .NET CME Cleared Trades (STP) Handler - Version 2.7.0.0

Bug

• [NETCMECTH-137] - Gracefully abort polling thread

New Feature

• [NETCMECTH-136] - Make TradeCaptureReport.FromXml method public

Release Notes - Java ICE iMpact Multicast Price Feed Handler - Version 1.12.0

Improvement

• [JAVAICEIMPACT-133] - Support iMpact Multicast Feed Message Specification version 1.1.24

Release Notes - Java ICE FIX Trade Capture - Version 2.6.0

Improvement

• [JAVAICEFIXTC-162] - Migrate to Java FIX Engine 1.23.0
• [JAVAICEFIXTC-161] - BREAKING CHANGE: Fix dialect should be accessed by id
• [JAVAICEFIXTC-160] - Support FIX Trade Capture v3.1

Release Notes - C++ ICE FIX Trade Capture - Version 1.12.0.0

Improvement

• [CPPICETC-48] - BREAKING CHANGE: Fix dialect should be accessed by id
• [CPPICETC-45] - Support FIX Trade Capture v3.1

Release Notes - .NET ICE FIX Trade Capture - Version 2.18.0.0

Improvement

• [ICETC-304] - Support FIX Trade Capture v3.1

Release Notes - Java FIX Engine - Version 1.23.0

Bug

• [JAVA-1297] - No session state change triggered upon Reject in response to ResendRequest
• [JAVA-1279] - Sequence gap state is not reset in case of an exception during processing of incoming message
• [JAVA-1272] - MessageDiff does not check the maximum(last) tag of the FIX message/group

New Feature

• [JAVA-1295] - Iterator support for Message class
• [JAVA-1294] - Group.addEntry() and Group.removeEntry(..) methods
• [JAVA-1289] - Implement EngineNotInitedException and EngineAlreadyInitedException
• [JAVA-1277] - Session.sendResendRequest(..) method
• [JAVA-1276] - Session.setConsiderRejectOnResendRequestAsGapFill(..) method
• [JAVA-1274] - Session.setIncomingMessageGapQueueMaximumSize(..) method
• [JAVA-1261] - Implement TimestampProvider interface
• [JAVA-1260] - High resolution timestamps provider for the storage files
• [JAVA-1213] - Message diff with logical comparison of repeating groups
• [JAVA-1179] - Convenience method set(int tag, Calendar value)

Task

• [JAVA-1287] - Migration to onixs-utils 1.0.48
• [JAVA-1271] - Migration to onixs-utils 1.0.47
• [JAVA-1250] - Review/update FixBlock interface

Improvement

• [JAVA-1273] - Implemented handling of TestRequest while in WAIT_FOR_RETRANSMISSION state

Release Notes - C++ CBOE CMi 2.0 Trading Handler - Version 1.0.3.2

New Feature

• [CPPCBOECMI-117] - Add possibility to "warm-up" sending of messages

Release Notes - C++ Hotspot ITCH Market Data Handler - Version 1.9.2.0

Bug

• [CPPFXIITCH-98] - NewOrderMessage wrong lenth for optional fields enabled

Release Notes - C++ CBOE Streaming Market (CSM) Data Handler - Version 1.2.7.0

Bug

• [CCSMCDH-138] - L2 Spread books

Release Notes - C++ CBOE CMi 2.0 Trading Handler - Version 1.0.2.0

New Feature

• [CPPCBOECMI-114] - Limit the max size of audit file and create another one if the limit is exceeded
• [CPPCBOECMI-113] - Add possibility to set the affinity of the AuditDumper thread

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 3.0.4.1

Improvement

• [CPPEEMDIRDI-480] - Add DataSource::cached field
• [CPPEEMDIRDI-475] - [BREAKING CHANGE] ThreadModel::SharedQueue is no longer supported
• [CPPEEMDIRDI-474] - Add DataSource::isLastInPacket field
• [CPPEEMDIRDI-461] - Add DataSource::originalPacketReceptionTime field

Sub-task

• [CPPEEMDIRDI-476] - Update programmer's guide

Release Notes - .NET ICE FIX Trade Capture - Version 2.17.1.0

Improvement

• [ICETC-293] - Readme file was updated
• [ICETC-292] - BREAKING CHANGE: Fix dialect should be accessed by id
• [ICETC-283] - "Trade Capture Report Request (MsgType=AD)" message should be sent automatically
• [ICETC-279] - All toolbar buttons should be duplicated via the Session menu

Release Notes - .NET CME Drop Copy - Version 4.1.0.0

New Feature

• [NETCMEDRCPY-129] - Add scheduler to DropCopy Handler package and Sample
• [NETCMEDRCPY-120] - Add static property to setup path to dialect file
• [NETCMEDRCPY-119] - Add static TraceSwitch properties to control logging level from code
• [NETCMEDRCPY-109] - Add multisegment sample to DropCopy setup package

Release Notes - .NET ICE FIX Private Order Feed - Version 1.0.1.0

Task

• [NETICEPOF-24] - Publish first Public Version

Release Notes - C++ FIX Engine - Version 3.20.0.0

New Feature

• [CPP-2193] - EngineSettings::asyncFileBasedStorageThreadAffinity
• [CPP-2139] - EngineSettings::logOutboundMessages
• [CPP-2138] - EngineSettings::logInboundMessages
• [CPP-2083] - Support Visual Studio 2015
• [CPP-2079] - Session::incomingMessageGapQueueMaximumSize
• [CPP-2070] - Session::ignoreLessThanExpectedSequenceNumber option
• [CPP-2018] - EngineSettings::receiveSpinningTimeout

Improvement

• [CPP-2184] - Describe a timeout, which is used to wait Logon/Logout response.
• [CPP-2174] - “Reconnection Facility” article should be added to Programing Guide
• [CPP-2156] - Improve the id generation when the QuickFIX dialect is used
• [CPP-2125] - Add "Customizing Logging" topic to Programming Guide
• [CPP-2124] - All configuration settings should be present in the “Complete Reference of Configuration Settings” page
• [CPP-2116] - Information about the logging order of incoming messages should be added to Programming Guide
• [CPP-2109] - EngineSettings::specifyApplVerIdField
• [CPP-2108] - SBE Decoding and Encoding should be described in Programming Guide
• [CPP-2092] - Describe settings which allow user create a maximum number of sessions
• [CPP-2085] - Message::validate(MessageValidationFlags) method should validate required fields for the application level only
• [CPP-2056] - Improve warm-up effect when Solarflare's Onload is used

Bug

• [CPP-2181] - Session::logout is stuck when Session::breakConnection is called in LogoutInProgress state
• [CPP-2163] - Session does not store FIX messages of the gap continuation on certain condition
• [CPP-2161] - Unexpected “MsgSeqNum too low” exception
• [CPP-2113] - BREAKING CHANGE: Errors in standard FIX dictionaries
• [CPP-2066] - FIX Engine requests the received message when requestOnlyMissedMessages is true, on certain conditions

Release Notes - .NET ICE iMpact Multicast Price Feed Handler - Version 2.30.0.0

New Feature

• [NETICEIMPACT-114] - BREAKING CHANGE: Support iMpact Multicast Feed Message Specification version 1.1.23
• [NETICEIMPACT-105] - BREAKING CHANGE: Support iMpact Multicast Feed Message Specification version 1.1.22

Release Notes - .NET ICE iMpact Multicast Price Feed Handler - Version 2.30.0.0

New Feature

• [NETICEIMPACT-114] - BREAKING CHANGE: Support iMpact Multicast Feed Message Specification version 1.1.23
• [NETICEIMPACT-105] - BREAKING CHANGE: Support iMpact Multicast Feed Message Specification version 1.1.22

Release Notes - FIX Analyser - Version 1.22.0.0

Improvement

• [FA-198] - BREAKING CHANGE: Remove DialectConverter Tool
• [FA-197] - Add OnixS FixEngine dialects support
• [FA-196] - Add most frequently used dialects (CME , ICE) to Dialects folder
• [FA-195] - BREAKING CHANGE: Dialects should be installed in Documents folder

Bug

• [FA-194] - NullReferenceException occurs when open Message Details for message with nested group
• [FA-193] - Print does not work

Release Notes - Java ICE iMpact Multicast Price Feed Handler - Version 1.11.0

New Feature

• [JAVAICEIMPACT-126] - BREAKING CHANGE: Support iMpact Multicast Feed Message Specification version 1.1.23
• [JAVAICEIMPACT-123] - BREAKING CHANGE: Support iMpact Multicast Feed Message Specification version 1.1.22