Wednesday, 13 December 2017

Release Notes - .NET ICE FIX Trade Capture - Version 2.23.0.0

Sub-task

  • [ICETC-437] - Pass ICE TC Conformance New Style certification test

Task

  • [ICETC-436] - Support ICE TC 4.0 Final specification

Release Notes - .NET ICE FIX Private Order Feed (POF) - Version 1.6.0.0

Sub-task

  • [NETICEPOF-100] - Pass ICE POF Conformance New Style certification test

Task

Friday, 8 December 2017

Release Notes - .NET ICE iMpact Multicast Price Feed Handler - Version 3.4.0.0

New Feature

  • [NETICEIMPACT-215] - BREAKING CHANGE: Support iMpact Multicast Feed Message Specification version 1.1.29
  • [NETICEIMPACT-214] - Add Handler.SessionNumberChange event
  • [NETICEIMPACT-213] - TcpOptions.MaximumNumberOfReconnectAttempts should be added
  • [NETICEIMPACT-212] - TcpOptions.ReconnectTimeoutInSeconds should be added

Thursday, 7 December 2017

Release Notes - Java FIX Engine - Version 2.1.0

New Feature

  • [JAVA-1740] - Log full FIX dialect information
  • [JAVA-1733] - Engine.addSslListeningPort(int, SSLContext) method
  • [JAVA-1725] - TimestampPicosProvider
  • [JAVA-1724] - TimestampDateProvider
  • [JAVA-1723] - Session.getSendingTimeFormat()/setSendingTimeFormat(..) methods
  • [JAVA-1721] - FixBlock.set(..)/getHighResolutionTimestamp(..) methods
  • [JAVA-1714] - Session.setSendSpinningTimeout(..)/getSendSpinningTimeout() methods
  • [JAVA-1675] - Threads affinity
  • [JAVA-1568] - Support the pico second timestamps that are required by MiFID II

Improvement

  • [JAVA-1735] - Send Logon to respond to Logon message with 141=Y when the initial Logon message was sent without this flag
  • [JAVA-1661] - Migrate to Java 1.8

Bug

  • [JAVA-1695] - Sequence gap state is not reset in case of disconnecting during processing of incoming message

Sub-task

  • [JAVA-1663] - Fix javadocs generation errors

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.11.0.0

New Feature

  • [CPPICEIMPACT-764] - BREAKING CHANGE: Support iMpact Multicast Feed Message Specification version 1.1.29
  • [CPPICEIMPACT-757] - TcpOptions::maximumNumberOfReconnectAttempts should be added
  • [CPPICEIMPACT-756] - TcpOptions::reconnectTimeoutInSeconds should be added
  • [CPPICEIMPACT-749] - BREAKING CHANGE: Add FeedListener::onSessionNumberChange

Improvement

Friday, 1 December 2017

Release Notes - Java CME STP Handler - Version 2.8.0

Improvement

Release Notes - .NET CME STP Handler - Version 2.12.0.0

Improvement

Thursday, 23 November 2017

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 6.0.4

Bug

  • [CPPEEMDIRDI-651] - Segmentation fault in ListenerHolder::invokeFlexibleInstrumentUpdate if no listener registered

Tuesday, 21 November 2017

Release Notes - C++ CME Drop Copy - Version 5.1.0.0

New Feature

Monday, 20 November 2017

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 6.0.3

Task

  • [CPPEEMDIRDI-647] - Test aginast simulation environemnt under T7 Release 6.0

Bug

Thursday, 16 November 2017

Release Notes - C++ CME Market Data Handler - Version 4.4.1

Bug

  • [CCMEMDH-1175] - Incremental refreshes received on a snapshot feed
  • [CCMEMDH-1174] - toStr() produces strange results for Timestamp objects
  • [CCMEMDH-1173] - Segmentation fault while selecting instruments on end of recovery

Release Notes - .NET FIX Engine - Version 3.24.0.0

Bug

  • [DOTNET-2406] - BREAKING CHANGE: Error in a message structure of standard FIX 5.0 dictionary
  • [DOTNET-2398] - Issue with a concurrent initialization of FAST Decoder/Encoder
  • [DOTNET-2386] - Sequence gap state is not reset in case of disconnecting during processing of incoming message
  • [DOTNET-2299] - Field value constants should not be empty
  • [DOTNET-2281] - Exchange Emulator: Market Data Session's OutSeqNum is copied from Trading Session

New Feature

  • [DOTNET-2365] - Support for Visual Studio 2017
  • [DOTNET-2344] - Session.SendingTimeFormat(TimestampFormat format)
  • [DOTNET-2343] - Session.UpdateSendingTimeField property
  • [DOTNET-2337] - Session.ReuseEventArguments property
  • [DOTNET-2336] - Session.ReuseOutgoingMessage property
  • [DOTNET-2330] - License file expiration alerting and warnings
  • [DOTNET-2306] - Support different DateTime/TimeSpan formats
  • [DOTNET-2282] - Support the pico second timestamps that are required by MiFID II
  • [DOTNET-2202] - FAST Decoding Benchmark Sample

Task

Improvement

  • [DOTNET-2345] - Store small text values more efficiently
  • [DOTNET-2326] - Optimize GC load when Message is sent or received
  • [DOTNET-2325] - BREAKING CHANGE: Ability to add/remove event handlers should be allowed only in DISCONNECTED state
  • [DOTNET-2316] - Add information about the delay between Wireshark and FIX Engine logs timestamps
  • [DOTNET-2274] - Session.SendResendRequest(..) should throw an Exception if EndSeqNum is less than BeginSeqNum
  • [DOTNET-2268] - Samples that create Session objects should subscribe to the Session's ErrorEvent
  • [DOTNET-2266] - Modify the Latency benchmark to optimize the results for the first few Send(..) calls
  • [DOTNET-2265] - Samples should use Console.ReadKey() instead of Console.ReadLine()
  • [DOTNET-2253] - Optimization of messages extraction from the session storage
  • [DOTNET-2234] - Add information about how TLS/SSL version is chosen when TLS/SSL encryption is used

Wednesday, 1 November 2017

Release Notes - Java CME Drop Copy - Version 4.3.1

Improvement

  • [JCMEDC-40] - Ignore NewSeqNum in SequnceReset-GapFill, if it is higher than missed range

Friday, 27 October 2017

Release Notes - C++ FIX Engine - Version 3.24.0

New Feature

  • [CPP-2719] - Support for Visual Studio 2017
  • [CPP-2717] - BREAKING CHANGE: Changing of the library name
  • [CPP-2705] - Support ICE FIX Order Routing v4.0
  • [CPP-2678] - Session::sendingTimeFormat(TimestampFormat::Enum format)
  • [CPP-2635] - License file expiration alerting and warnings
  • [CPP-2624] - Session::socketOptions(..)
  • [CPP-2612] - Support the pico second timestamps that are required by MiFID II
  • [CPP-2596] - Support ICE FIX Order Routing v3.6

Improvement

  • [CPP-2687] - Avoid unnecessary calls of the time service on the sending path
  • [CPP-2665] - Add information about string constant and typed constant values
  • [CPP-2656] - Add default values for setting members of classes
  • [CPP-2641] - Store small text values more efficiently
  • [CPP-2639] - Add information about the delay between Wireshark and FIX Engine logs timestamps
  • [CPP-2630] - BREAKING CHANGE: Redesign Timestamp/TimeSpan headers
  • [CPP-2623] - Session::sendResendRequest(..) should throw an Exception if EndSeqNum is less than BeginSeqNum
  • [CPP-2621] - Add a question about "Cannot logon: after sending the initial Logon message the telecommunication link error is detected" error to FAQ
  • [CPP-2598] - Optimization of messages extraction from the session storage
  • [CPP-2595] - Improve the Solarflare Onload Features page
  • [CPP-2586] - Add information about how TLS/SSL version is chosen when TLS/SSL encryption is used

Thursday, 26 October 2017

Release Notes - Java CME Drop Copy - Version 4.3.0

Task

  • [JCMEDC-39] - Migrate to Java Engine 2.0.0
  • [JCMEDC-38] - MIgrate to Java 8
  • [JCMEDC-37] - Pass CME Globex API Secure Logon certification test

New Feature

  • [JCMEDC-36] - Implement CME Globex API Secure Logon

Release Notes - .NET CME Drop Copy - Version 4.4.0.0

Task

New Feature

Wednesday, 18 October 2017

Release Notes - C++ CME Market Data Handler - Version 4.4.0

Improvement

  • [CCMEMDH-1150] - Better detecting replay settings for logs recorded by Handler v3.X
  • [CCMEMDH-1149] - Redefine handling errors raised by logger while processing market data
  • [CCMEMDH-1146] - Shorter market recovery in case of snapshot absense when recovery caused by gap

Thursday, 5 October 2017

Release Notes - C++ Eurex T7 Enhanced Trading Interface (ETI) Handler - Version 6.0.0.0

New Feature

  • [CPPEUREXETI-256] - Become ready to Introduction of Release 6.0 on 4 December 2017

Improvement

Thursday, 28 September 2017

Release Notes - .NET ICE iMpact Multicast Price Feed Handler - Version 3.3.0.0

New Feature

  • [NETICEIMPACT-207] - Support iMpact Multicast Feed Message Specification version 1.1.27
  • [NETICEIMPACT-206] - Support iMpact Multicast Feed Message Specification version 1.1.28

Improvement

  • [NETICEIMPACT-203] - Change SnapshotRecoveryOptions.MaximumSizeOfLiveMessageQueue default value

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.10.0.0

New Feature

  • [CPPICEIMPACT-737] - Support iMpact Multicast Feed Message Specification version 1.1.27
  • [CPPICEIMPACT-736] - New Market Type ICE Rotterdam Coal/Newcastle Coal Futures Spread (160)
  • [CPPICEIMPACT-735] - Support iMpact Multicast Feed Message Specification version 1.1.28

Improvement

  • [CPPICEIMPACT-724] - Stream output operator should be added to HandlerStateChange
  • [CPPICEIMPACT-713] - When the message queue is overloaded only the oldest message should be dropped
  • [CPPICEIMPACT-710] - Change SnapshotRecoveryOptions::maximumSizeOfLiveMessageQueue default value

Wednesday, 27 September 2017

Release Notes - .NET ICE iMpact Multicast Price Feed Handler - Version 3.2.1.0

Bug

  • [NETICEIMPACT-210] - The Handler stopped snapshot feed if an exception thrown during live message queue processing

Release Notes - .NET ICE FIX Trade Capture - Version 2.22.0.0

Task

  • [ICETC-416] - Support ICE FIX Trade Capture v4.0

Release Notes - .NET ICE FIX Private Order Feed (POF) - Version 1.5.0.0

Task

Tuesday, 26 September 2017

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.9.1.0

Bug

  • [CPPICEIMPACT-742] - The Handler stopped snapshot feed if an exception thrown during live message queue processing

Monday, 25 September 2017

Release Notes - C++ CME Drop Copy - Version 5.0.0.0

New Feature

Release Notes - Java CME STP Handler - Version 2.7.0

New Feature

Improvement

  • [JAVACMECTH-60] - Add default None member to all enums for TradeCaptureReport

Friday, 22 September 2017

Release Notes - .NET CME STP Handler - Version 2.11.0.0

Task

  • [NETCMECTH-214] - BREAKING CHANGE: .NET 4.0 was no longer supported, because it does not support TLS 1.2

New Feature

Bug

Improvement

  • [NETCMECTH-206] - Add default None member to all enums for TradeCaptureReport

Wednesday, 20 September 2017

Release Notes - C++ CME Market Data Handler - Version 4.3.0

Improvement

  • [CCMEMDH-1139] - Actualize benchmarking results
  • [CCMEMDH-1138] - Improve market data processing on channels with MBO support

New Feature

Tuesday, 19 September 2017

Release Notes - Java FIX Engine - Version 2.0.0

Improvement

  • [JAVA-1657] - FixBlock.set(int tag, double value, int precision) should round towards nearest neighbor
  • [JAVA-1654] - Use asynchronous networking IO API
  • [JAVA-1600] - Include list of dependencies in the engine packages in pom.xml format

New Feature

  • [JAVA-1656] - Implement TimestampMicrosProvider

Task

Tuesday, 5 September 2017

Release Notes - Java CME STP Handler - Version 2.6.0

New Feature

Monday, 21 August 2017

Release Notes - Java CME STP Handler - Version 2.5.0

New Feature

  • [JAVACMECTH-56] - Support of Bilateral and Cleared Elsewhere Trades

Release Notes - .NET CME STP Handler - Version 2.10.0.0

New Feature

  • [NETCMECTH-189] - Support of Bilateral and Cleared Elsewhere Trades

Thursday, 17 August 2017

Release Notes - C++ CME MDP3 Market Data Handler - Version 4.2.0

Improvement

New Feature

Bug

  • [CCMEMDH-1098] - Access violation while accessing Feed Engine settings from listener callbacks
  • [CCMEMDH-1087] - Instrument definition cache remains empty after live recovery
  • [CCMEMDH-1034] - Production configuration file is included in the distribution package

Monday, 7 August 2017

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.15.0.0

New Feature

  • [NCMMDH-379] - Create a property to specify decoder full type name
  • [NCMMDH-346] - Add FeedType property to the Packet class

Improvement

  • [NCMMDH-369] - Make the handler GC-free
  • [NCMMDH-361] - BREAKING CHANGE: PacketsPullingStrategy enum was removed
  • [NCMMDH-351] - Include the multicast packets gap analyzer into the distribution package

Bug

  • [NCMMDH-368] - Books was not cleared during transition over weekend

Task

  • [NCMMDH-365] - LatencyTracking TraceSwitch was removed

Thursday, 20 July 2017

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 5.0.8.0

Improvement

Bug

  • [CPPEEMDIRDI-613] - BREAKING CHANGE: Updated InstrumentAttributeType enum

Wednesday, 19 July 2017

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 5.0.7.0

Bug

Tuesday, 18 July 2017

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.15.0

Bug

  • [JCMEMDH-461] - Books was not cleared during transition over weekend

Task

  • [JCMEMDH-446] - BREAKING CHANGE: Handler property UseOneReceiverOnSamePort is no longer available

Improvement

  • [JCMEMDH-443] - Use Java NIO channels instead of sockets
  • [JCMEMDH-432] - BREAKING CHANGE: PacketsPullingStrategy enum was removed

New Feature

  • [JCMEMDH-441] - Add missed packet count argument to the packet gap detected callback

Friday, 14 July 2017

Release Notes - .NET ICE iMpact Multicast Price Feed Handler - Version 3.2.0.0

New Feature

Improvement

Thursday, 13 July 2017

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.9.0.0

New Feature

  • [CPPICEIMPACT-709] - SnapshotRecoveryOptions: maximumSizeOfSnapshotMessageQueue and maximumSizeOfLiveMessageQueue
  • [CPPICEIMPACT-708] - HandlerSettings::maxMulticastMessageBlockSize
  • [CPPICEIMPACT-707] - BREAKING CHANGE: OrderBookUpdateListener::onOrderBookUpdated
  • [CPPICEIMPACT-265] - Tracking the Best Bids and Asks Only

Improvement

  • [CPPICEIMPACT-706] - BREAKING CHANGE: OrderBookChangeListener::onOrderBookChanged

Thursday, 29 June 2017

Release Notes - .NET ICE iMpact Multicast Price Feed Handler - Version 3.1.1.0

Improvement

  • [NETICEIMPACT-192] - Add information about online location of the connectivity configuration files to the Programming Guide

Thursday, 22 June 2017

Release Notes - .NET ICE iMpact Multicast Price Feed Handler - Version 3.1.0.0

New Feature

  • [NETICEIMPACT-188] - Support iMpact Multicast Feed Message Specification version 1.1.26.1

Wednesday, 21 June 2017

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.8.0.0

New Feature

  • [CPPICEIMPACT-697] - Support iMpact Multicast Feed Message Specification version 1.1.26.1

Improvement

  • [CPPICEIMPACT-688] - BREAKING CHANGE: IndicativeQuoteMessage should be renamed to IndicativeQuote

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 5.0.6.0

Bug

  • [CPPEEMDIRDI-595] - Incorrect FeedEngine object could be passed in FeedEngineListener::onFeedEngineThreadBegin callback

Tuesday, 20 June 2017

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 5.0.5.0

Bug

Task

Improvement

Friday, 16 June 2017

Release Notes - Java FIX Engine - Version 1.26.2

Bug

  • [JAVA-1590] - AsyncFileSessionStorage does not store incoming messages
  • [JAVA-1583] - FIX version is parsed incorrectly in case BeginString=FIXT.1.1 and DefaultApplVerID=6

Friday, 9 June 2017

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.14.0.0

New Feature

Bug

  • [NCMMDH-335] - Packet receiving timestamp was not set during log replay

Tuesday, 6 June 2017

Thursday, 1 June 2017

Release Notes - .NET CME Drop Copy - Version 4.3.1.0

Improvement

  • [NETCMEDRCPY-160] - Ignore NewSeqNum in SequnceReset-GapFill, if it is higher than missed range

Friday, 26 May 2017

Release Notes - Java ICE FIX Trade Capture - Version 2.8.0

Task

Release Notes - JAVA ICE FIX Private Order Feed (POF) - Version 1.2.2

Improvement

Task

Release Notes - C++ ICE FIX Trade Capture - Version 1.14.0.0

Task

Release Notes - .NET ICE FIX Trade Capture - Version 2.21.0.0

Task

Improvement

  • [ICETC-384] - Store the configuration file locally
  • [ICETC-383] - Use the local message storage folder

Bug

  • [ICETC-370] - SecurityDefinitionRequest form fails

Release Notes - .NET ICE FIX Private Order Feed (POF) - Version 1.4.0.0

Task

Thursday, 18 May 2017

Release Notes - Java FIX Engine - Version 1.26.1

Improvement

  • [JAVA-1567] - ErrorListener should be called in case Session.logonAsInitiator(...) throws an exception
  • [JAVA-1566] - Link error after sending Logout message

Bug

  • [JAVA-1565] - Deadlock if link error occurs while engine shutdown in progress
  • [JAVA-1562] - Incoming seq. number is incorrect in case validation of seq. numbers are turned off
  • [JAVA-1560] - Incoming original application level messages are not stored in WAIT_FOR_RETRANSMISSION state
  • [JAVA-1557] - Version is not updated in session state file

New Feature

  • [JAVA-1556] - Session.isValidateSequenceNumbers()/setValidateSequenceNumbers(boolean validate) methods

Thursday, 11 May 2017

Release Notes - .NET ICE iMpact Multicast Price Feed Handler - Version 3.0.0.0

New Feature

Improvement

  • [NETICEIMPACT-172] - Section "Product Definitions" should be added to Programming Guide
  • [NETICEIMPACT-149] - Section "Optional fields" should be added to Programming Guide
  • [NETICEIMPACT-139] - Add "Multicast Tunnel Proxy" section to "Connectivity Troubleshooting"
  • [NETICEIMPACT-134] - Add "Conformance Testing" page
  • [NETICEIMPACT-125] - Section "Replaying Log Files" should be added to Programming Guide
  • [NETICEIMPACT-100] - Handler state change graph should be added to the Programming Guide

Friday, 5 May 2017

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.7.0.0

New Feature

  • [CPPICEIMPACT-684] - Support iMpact Multicast Feed Message Specification version 1.1.26

Improvement

  • [CPPICEIMPACT-667] - Section "Product Definitions" should be added to Programming Guide
  • [CPPICEIMPACT-590] - Filtering by MarketID should be described in Programming Guide

Tuesday, 25 April 2017

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 5.0.1.0

New Feature

Improvement

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 4.0.3.0

Improvement

Tuesday, 18 April 2017

Release Notes - C++ Eurex T7 Enhanced Trading Interface (ETI) Handler - Version 5.0.0.0

New Feature

  • [CPPEUREXETI-236] - Become ready to Introduction of Release 5.0 on 24 April 2017

Saturday, 15 April 2017

Release Notes - Java FIX Engine - Version 1.26.0

Task

  • [JAVA-1543] - Migration to onixs-utils 1.0.54
  • [JAVA-1537] - BREAKING CHANGE: Rename SessionStorage.getMessages(..) to SessionStorage.getOutboundMessages(..) method
  • [JAVA-1536] - BREAKING CHANGE: Remove setKeepInMessages(..)/isKeepInMessages() methods from SessionStorage/SessionRepository interfaces
  • [JAVA-1526] - BREAKING CHANGE: Split SessionStorage.storeMessage(..) method into SessionStorage.storeInboundMessage(..) and SessionStorage.storeOutboundMessage() methods
  • [JAVA-1524] - BREAKING CHANGE: Remove SessionStorage.getMessage(MessageDirection direction, long sequenceNumber) method
  • [JAVA-1521] - BREAKING CHANGE: Remove SessionStorage.open() method
  • [JAVA-1400] - Add ValuePtr usage description in Programming Guide
  • [JAVA-1262] - Add Venue Specific Settings: CME Specific Settings section into Programming Guide

Improvement

  • [JAVA-1520] - Allow overriding the order of FIX tags in message standard header except tags 8, 9 and 35
  • [JAVA-1517] - Inbound Message Reuse feature
  • [JAVA-1514] - Session.resetLocalSequenceNumbers() method
  • [JAVA-1511] - MessageDiff performance
  • [JAVA-1498] - Hide stack trace of error messages from the engine log
  • [JAVA-1496] - Exceptions thrown by user code should be reported via ErrorListener as well
  • [JAVA-1495] - Receiving and processing of first message for acceptor session
  • [JAVA-1485] - Logout in reply on Resend Request scenario
  • [JAVA-1483] - Message.validate(..) method should also validate user-defined fields
  • [JAVA-1405] - Message.set(..) methods should not validate unknown fields
  • [JAVA-1347] - Update documentation for the Pluggable Storage sample
  • [JAVA-1245] - ByteBuffer class
  • [JAVA-1215] - Update documentation for the FIXML Converter

Bug

  • [JAVA-1518] - Message deep-copy does not reset groups
  • [JAVA-1509] - Message.reset() does not reset groups
  • [JAVA-1497] - NPE when first logon message does not contains either SenderCompID or TargetCompID
  • [JAVA-1395] - No Javadocs for biz.onixs.util

New Feature

  • [JAVA-1503] - Group.getEntryBeginningTag() method
  • [JAVA-1501] - FixBlock.getNumberOfGroups() method
  • [JAVA-1500] - FixBlock.iteratorOverGroups() method
  • [JAVA-1499] - Group.getLeadingTag() method
  • [JAVA-1487] - FixBlock.set(int tag, double value, int precision) method
  • [JAVA-1434] - Quick FIX dialect format support
  • [JAVA-1419] - Session.getStateChangeListener() method
  • [JAVA-1352] - SSL certificate validity warning
  • [JAVA-1175] - Automatically detection of FIX/FIXML version for FIX to Fixml conversion

Friday, 14 April 2017

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.6.2.0

Bug

  • [CPPICEIMPACT-678] - Parsing of the OptionsStrategyDefinition and NewOptionsStrategyDefinition could fail

Improvement

Friday, 7 April 2017

Release Notes - C++ CME Market Data Handler - Version 4.0.0

Improvement

  • [CCMEMDH-981] - Significantly reduce latency
  • [CCMEMDH-858] - Market state recovery optimization
  • [CCMEMDH-668] - Packet and FeedEngine machinery improvements
  • [CCMEMDH-667] - Refactor listener callback signatures
  • [CCMEMDH-572] - New apporach of exposing public classes and exporting from dynamic/shared libraries

New Feature

Tuesday, 4 April 2017

Release Notes - C++ FIX Engine - Version 3.23.0.0

Improvement

  • [CPP-2577] - Improve the log warning when a garbled message is received
  • [CPP-2564] - Add a warning about the restriction of the thread pool support
  • [CPP-2551] - Ignore duplicated messages with PossDupFlag=Y
  • [CPP-2540] - Per-session ssl settings should support the certificate chain
  • [CPP-2534] - Repair external SSL related links

Bug

  • [CPP-2571] - Priority and policy cannot be set at the same time

New Feature

  • [CPP-2567] - Session.sendReject
  • [CPP-2550] - Add a constructor for seconds/nanoseconds for the Timestamp class
  • [CPP-2548] - Session level ssl settings to verify peer certificates
  • [CPP-2547] - Stream output operator for Group, GroupInstance, SerializedMessage classes
  • [CPP-2544] - Add an ability to set trusted certification authority ssl certificates

Monday, 3 April 2017

Release Notes - .NET FIX Engine - Version 3.23.1.0

Bug

  • [DOTNET-2228] - Issue with large messages when SSL connections are used

Wednesday, 29 March 2017

Release Notes - .NET FIX Engine - Version 3.23.0.0

Improvement

  • [DOTNET-2189] - Ignore duplicated messages with PossDupFlag=Y
  • [DOTNET-2176] - Per-session ssl settings should support the certificate chain
  • [DOTNET-2175] - ErrorEventArgs.IncomingMessageBytes should be populated in all cases when it is available
  • [DOTNET-2168] - Repair external SSL related links
  • [DOTNET-2155] - Setters/Getters of the FieldSet class should not create redundant strings

New Feature

  • [DOTNET-2182] - Session level ssl settings to verify peer certificates
  • [DOTNET-2179] - Add an ability to set trusted certification authority ssl certificates
  • [DOTNET-2167] - Session.SendReject
  • [DOTNET-2159] - Add SetV methods to Message and Group classes

Monday, 13 March 2017

Release Notes - C++ CBOE CMi 2.0 Trading Handler - Version 1.1.3.0

Improvement

  • [CPPCBOECMI-163] - Use signed type for MassQuoteWithClearingInfo::bidPrice and MassQuoteWithClearingInfo::askPrice

Release Notes - C++ CBOE Streaming Market (CSM) Data Handler - Version 1.2.10.0

Bug

  • [CCSMCDH-174] - Stop-start does not fully reset state

Wednesday, 15 February 2017

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.6.1.0

Bug

Tuesday, 14 February 2017

Release Notes - CME Audit Trail Generator - Version 3.1.0.0

Improvement

New Feature

  • [CMEAUDIT-16] - New parameters for AuditTrailGenerator's constructor

Tuesday, 7 February 2017

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.14.1

Bug

  • [JCMEMDH-429] - BOOKS_RESYNCHRONIZATION_FINISHED state never reached

Wednesday, 1 February 2017

Release Notes - .NET CME Drop Copy - Version 4.3.0.0

Task

Friday, 27 January 2017

Release Notes - .NET FIX Engine - Version 3.22.0.0

New Feature

  • [DOTNET-2143] - Message.CopyFields(Message)
  • [DOTNET-2138] - ResendingMessages sample
  • [DOTNET-2100] - Session.SendAsIs(SerializedMessage)
  • [DOTNET-2073] - Session.CustomKey property
  • [DOTNET-2071] - FixDialectValidator sample
  • [DOTNET-2038] - Add setters for DateTime values to the SerializedMessage class
  • [DOTNET-2037] - Add setters for TimeSpan values to the SerializedMessage class
  • [DOTNET-2036] - Add getter/setter for TimeSpan values to the FieldSet class
  • [DOTNET-2006] - Add the "async" parameter to Session.Logout(..) methods
  • [DOTNET-1983] - Add IEnumerable interface to FieldSet class
  • [DOTNET-1724] - Option to turn off the formatting of resulting FIXML message
  • [DOTNET-1661] - Introduce EXCEPTION_IN_EVENT_HANDLER session error reason

Improvement

  • [DOTNET-2139] - StateChangeEvent event should not be triggered when the new state is equal to the previous one
  • [DOTNET-2133] - Describe two options of the resend functionality when the sequence gap is detected
  • [DOTNET-2077] - Ignore field duplicates in QuickFIX dictionaries
  • [DOTNET-2070] - Add "Using QuickFIX dictionaries" page
  • [DOTNET-2065] - Update the ICE Trading Client sample in accordance with ICE FIX OS Reference Manual - 3.5
  • [DOTNET-2064] - Improve the Latency Benchmark sample
  • [DOTNET-2061] - Add "Understanding Send Latency" page
  • [DOTNET-2051] - Reducing Garbage Collection Overhead section should be added to Programming Guide
  • [DOTNET-2046] - Add information about MSGW to the "CME Specific Settings" page
  • [DOTNET-2025] - "Manipulating real numbers" page should be added
  • [DOTNET-2017] - Add an information about Tick-to-Trade latency measurement to FAQ
  • [DOTNET-2005] - Improve the handling of Session.Logout() from inbound event handlers
  • [DOTNET-1998] - Redesign the failover logic of the CME Trading Client
  • [DOTNET-1989] - Add information about Session.Send method behavior in the disconnected state
  • [DOTNET-1986] - "Failover" section should be added to Programming Guide
  • [DOTNET-1981] - CME TradingClient update - new Nanosecond Timestamp field (tag 5979-RequestTime)
  • [DOTNET-1898] - Add scheduler to CME TradingClient sample
  • [DOTNET-1776] - All log errors/warnings should trigger corresponding error/warning events
  • [DOTNET-1733] - Add the version specific information to the header of FIXML messages
  • [DOTNET-1718] - Ability to convert messages in accordance with session level dialects
  • [DOTNET-1370] - Migrate samples to OnixS.Common and OnixS.Common.UI libs instead of FixControls.

Bug

  • [DOTNET-2096] - Infinite recursive call when a Logout message is received in replay to the Resend Request message
  • [DOTNET-2010] - Scheduler does not work properly when the Scheduler.UtcTimeUsage property is true
  • [DOTNET-2009] - Scheduler does not work properly when the LocalTimeUsage FIX Engine setting is true
  • [DOTNET-1997] - Message Grouping property is not being set for acceptor session

Wednesday, 25 January 2017

Release Notes - C++ FIX Engine - Version 3.22.0.0

Improvement

  • [CPP-2520] - Describe two options of the resend functionality when the sequence gap is detected
  • [CPP-2519] - Remove the library initialization issue
  • [CPP-2511] - All log errors/warnings should trigger corresponding error/warning callbacks
  • [CPP-2510] - Restart the system call if it is returned with the EINTR error due to the interruption by a Linux signal
  • [CPP-2506] - Introduce ExceptionInEventHandler session error reason
  • [CPP-2490] - "PrettyPrint" sample should use iterators
  • [CPP-2486] - Add "Why is the outgoing buffer in the onMessageSending callback equals to NULL for SerializedMessage objects?" question to FAQ
  • [CPP-2465] - Ignore field duplicates in QuickFIX dictionaries
  • [CPP-2461] - Add "Using QuickFIX dictionaries" page
  • [CPP-2453] - Improve the Latency Benchmark sample
  • [CPP-2449] - ThisThread::affinity(const CpuIndex cpuIndex)
  • [CPP-2448] - EngineSettings::asyncFileBasedStorageThreadAffinity(const CpuIndex cpuIndex)
  • [CPP-2445] - Add “Understanding Send Latency” page
  • [CPP-2436] - FieldSet::set methods should not validate unknown fields
  • [CPP-2433] - Add information about MSGW to the "CME Specific Settings" page

New Feature

  • [CPP-2504] - ResendingMessages sample
  • [CPP-2479] - Session::sendAsIs(SerializedMessage*)
  • [CPP-2456] - Update the ICE Trading Client sample in accordance with ICE FIX OS Reference Manual - 3.5
  • [CPP-2454] - ThisThread::spinWait(int microseconds)
  • [CPP-2447] - SerializedMessage::toString() method
  • [CPP-2422] - Add setters for TimeSpan values to the SerializedMessage class
  • [CPP-2146] - Add getter/setter for TimeSpan values to the FieldSet class
  • [CPP-599] - Message::copyFields(const Message&)

Bug

  • [CPP-2493] - Infinite recursive call when a Logout message is received in replay to the Resend Request message

Friday, 13 January 2017

Release Notes - Java CME Drop Copy - Version 4.2.0

New Feature

  • [JCMEDC-34] - Add ConnectionRetriesNumber parameter to control connection retries count.

Thursday, 12 January 2017

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 4.0.2.1

Improvement

  • [CPPEEMDIRDI-530] - Skip packets with an old SenderCompId value after a fail-over.

Thursday, 5 January 2017

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.13.0.0

Usage of MBO-related events on channels without MBO data.

If a MBO-related event (MarketByOrderBookChanged or MarketByOrderBookUpdated) is registered with the Handler instance and the Handler is started in the LateJoin mode, then the Handler tries to do the market recovery using the MBO Snapshot feed.

If the corresponding MBO feed is described in the _config.xml_ file but there is no MBO data are sent for the selected channel, then the Handler cannot finish the market recovery.

Due to the reason described above it is critical to use MBO-related listeners on MBO-enabled channels only.

The production launch dates on the per-channel bases can be found at Key Events and Dates.

Task

  • [NCMMDH-331] - BREAKING CHANGE: Order book interfaces
  • [NCMMDH-330] - AutoCert+: Consolidated Recovery Test for Market by Price (implied)
  • [NCMMDH-329] - AutoCert+: Market State Message
  • [NCMMDH-328] - AutoCert+: Complex Book Management - Market By Price
  • [NCMMDH-327] - AutoCert+: Request For Quote Message
  • [NCMMDH-326] - AutoCert+: Channel Reset for Market by Price
  • [NCMMDH-325] - AutoCert+: Statistic Messages
  • [NCMMDH-324] - AutoCert+: Recovery Test for Market by Price (outrights only)
  • [NCMMDH-323] - AutoCert+: Consolidated Book Management Messages for Market by Price (implied)
  • [NCMMDH-322] - AutoCert+: Book Management Messages for Market by Price (outrights only)
  • [NCMMDH-321] - AutoCert+: UDS Instrument Deletion
  • [NCMMDH-320] - AutoCert+: Security Definition Messages For Options and Spreads
  • [NCMMDH-319] - AutoCert+: Security Definition Messages For Options
  • [NCMMDH-318] - AutoCert+: Security Definition Messages For Futures and Spreads
  • [NCMMDH-317] - AutoCert+: Secuty Definition Messages For Futures
  • [NCMMDH-316] - AutoCert+: Implied Order Book Management for Market by Order Systems
  • [NCMMDH-315] - AutoCert+: Implied Recovery Test for Market by Order Systems
  • [NCMMDH-314] - AutoCert+: Recovery Test for Market by Order
  • [NCMMDH-313] - AutoCert+: Channel Reset for Market by Order
  • [NCMMDH-312] - AutoCert+: Book Management Messages for Market by Order test case

New Feature

  • [NCMMDH-311] - Implement MBP from MBO book building feature
  • [NCMMDH-310] - Add support of Request for Quote message
  • [NCMMDH-276] - Natural Refresh recovery mode
  • [NCMMDH-273] - Implement Market By Order order book
  • [NCMMDH-173] - Add switch to setup BookUpdated callback raise policy

Improvement

  • [NCMMDH-308] - BREAKING CHANGE: BooksMaintenanceOptions enum was removed
  • [NCMMDH-307] - Provide access to securityStatusMessage in SecurityStatusChanged event for snapshot message

Bug

  • [NCMMDH-306] - In 3.12 re-start doesn't work after 4-5 attempts