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.

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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">