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

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

Release Notes - Java CME Drop Copy - Version 4.2.0

New Feature

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

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.

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