Release Notes - LSE Drop Copy update 11.11

Update details: OnixS FIX Support Pack update for LSE Drop Copy - update for FIX API specification <11.11>

Updated reference implementation sample distributions incorporating the FIX Dialect and reference implementation samples can be downloaded from here:

onixs-lse-dropcopy-client-java-1.2.0-bin.tar.gz

onixs-lse-dropcopy-client-java-1.2.0-bin.zip

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Updated individual FIX Dialect files, which reflect the corresponding changes, can be downloaded from here:

LSEDropCopyFixDialect.xml

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

 

Release Notes - TradeXpress update 97.7

Update details: OnixS FIX Support Pack update for TradeXpress - update for FIX API specification <97.7>

Updated reference implementation sample distributions incorporating the FIX Dialect and reference implementation samples can be downloaded from here:

onixs-tradeweb-tradexpress-client-java-1.4.0-bin.tar.gz

onixs-tradeweb-tradexpress-client-java-1.4.0-bin.zip

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Updated individual FIX Dialect files, which reflect the corresponding changes, can be downloaded from here:

TradeWebFixDialect.xml

TradeWebFixDialect42.xml

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

 

Release Notes - Trading Technologies update July 2019

Update details: OnixS FIX Support Pack update for Trading Technologies - update for FIX API specification <July 2019>

Updated reference implementation sample distributions incorporating the FIX Dialect and reference implementation samples can be downloaded from here:

TradingTechnologiesClientCpp_1.6.0.0.zip

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TradingTechnologiesClientSample-net-4.5.2-x64-Setup-1.14.0.0.msi

TradingTechnologiesClientSample-net-4.5.2-x86-Setup-1.14.0.0.msi

TradingTechnologiesClientSample-net-4.6.2-x64-Setup-1.14.0.0.msi

TradingTechnologiesClientSample-net-4.6.2-x86-Setup-1.14.0.0.msi

TradingTechnologiesClientSample-net-4.7.2-x64-Setup-1.14.0.0.msi

TradingTechnologiesClientSample-net-4.7.2-x86-Setup-1.14.0.0.msi

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Updated individual FIX Dialect files, which reflect the corresponding changes, can be downloaded from here:

TT-FIX42Prod.xml

TT-FIX42UAT.xml

TT-FIX44Prod.xml

TT-FIX44UAT.xml

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

 

Release Notes - ICE Private Order Feed (POF) .NET - Version 1.11.0

Task

• [NETICEPOF-162] - Update: ICE FIX POF Version 3.6 Draft 07.11.2019

Release Notes - ICE Private Order Feed (POF) Java - Version 1.8.0

Task

• [JICEPOF-53] - Update: ICE FIX POF Version 3.6 Draft 07.11.2019

Release Notes - ICE Private Order Feed (POF) C++ - Version 1.4.2

Task

• [ICEPOFCPP-22] - Update: ICE FIX POF Version 3.6 Draft 07.11.2019

Release Notes - ICE Trade Capture .NET Core - Version 3.1.0

Task

• [ITCNCORE-1] - Update: ICE FIX TRADE CAPTURE VERSION 4.6

Release Notes - ICE Trade Capture .NET - Version 2.28.0

Task

• [ICETC-505] - Update: ICE FIX TRADE CAPTURE VERSION 4.6

Improvement

• [ICETC-500] - Add support of .NET 4.7.2
• [ICETC-499] - Migrate to FIX Engine 4.0.0

Release Notes - ICE Trade Capture Java - Version 2.14.0

Task

• [JAVAICEFIXTC-210] - Update: ICE FIX TRADE CAPTURE VERSION 4.6

Release Notes - ICE iMpact Multicast Price Feed Handler C++ - Version 5.0.0

New Feature

• [CPPICEIMPACT-983] - Support iMpact Multicast Feed Message Specification version 1.1.39.3
• [CPPICEIMPACT-982] - Support iMpact Multicast Feed Message Specification version 1.1.39.2
• [CPPICEIMPACT-976] - Add MarketSubscription::deserialize(const char*) method
• [CPPICEIMPACT-974] - Replay PCAP data without conversion to the log file format
• [CPPICEIMPACT-973] - Add a tool to convert .bin and .pcap files from IDS to the Handler log file format
• [CPPICEIMPACT-972] - Add "PCAP Replay" section to the Programming Guide
• [CPPICEIMPACT-971] - Add PcapReplay sample
• [CPPICEIMPACT-964] - Add TcpSettings::timeoutInMilliseconds
• [CPPICEIMPACT-960] - Support iMpact Multicast Feed Message Specification version 1.1.39.1

Improvement

• [CPPICEIMPACT-968] - Move LogReplayInputStream class to a standalone header
• [CPPICEIMPACT-958] - BREAKING CHANGE: Change MarketIds typedef
• [CPPICEIMPACT-956] - BREAKING CHANGE: Change MarketSubscriptions typedef
• [CPPICEIMPACT-729] - BREAKING CHANGE: Remove MessageInfo::originalReceivingTime

Release Notes - Cboe CFE Multicast PITCH Market Data Handler C++ - Version 1.3.3

Improvement

• [CBATSPITCH-118] - Improve latency

Release Notes - FIX Engine for .NET Core - Version 1.2.0

Improvement

• [NETCOREFIXENGINE-297] - Better system error codes processing
• [NETCOREFIXENGINE-267] - Remove out of order logging in the .summary log file
• [NETCOREFIXENGINE-178] - Support QuickFX Dictionaries with duplicated fields

New Feature

• [NETCOREFIXENGINE-277] - SerizlizedMessage warm-up
• [NETCOREFIXENGINE-276] - Thread affinity
• [NETCOREFIXENGINE-274] - Add LogBeforeSending option
• [NETCOREFIXENGINE-264] - Sender's outgoing queue size restriction
• [NETCOREFIXENGINE-260] - Ability to monitor host switching in the scheduler
• [NETCOREFIXENGINE-250] - SerializedMessage efficiency improvement
• [NETCOREFIXENGINE-179] - Add constructor with Message customLogonMessage parameter to the Scheduler ConnectionSettings

Release Notes - SGX Titan ITCH Market Data Handler C++ - Version 1.2.2

Improvement

• [SGXITCHCPP-60] - Improve order books performance & latency
• [SGXITCHCPP-59] - Improve performance & latency
• [SGXITCHCPP-58] - Improve errors and warnings reporting and processing

Release Notes - CME MDP Market Data Handler .NET - Version 4.0.0.0

New Feature

• [NCMMDH-469] - Create .NET Core version of market data handler

Release Notes - CME MDP Market Data Handler C++ - Version 5.0.4

Improvement

• [CCMEMDH-1529] - BREAKING CHANGE: Handler settings can be updated any type after instance construction
• [CCMEMDH-1528] - Samples options reworked and enhanced
• [CCMEMDH-1527] - BREAKING CHANGE: Changes in SBE message and group field access
• [CCMEMDH-1526] - BREAKING CHANGE: API changes caused by the new Feed Engine feature
• [CCMEMDH-1467] - Make TCP recovery to be asynchronous procedure
• [CCMEMDH-1108] - Documentation Enhancements

New Feature

• [CCMEMDH-1492] - PCAP file replay
• [CCMEMDH-1450] - Feed Engine abstraction to let the customers handle networking/data source layer on their own

Release Notes - Cboe CFE Multicast PITCH Market Data Handler C++ - Version 1.3.2

Improvement

• [CBATSPITCH-117] - Improve gap recovery performance

Bug

• [CBATSPITCH-116] - The handler gets crushed if logging is disabled and the user exception occurs in the callbach

Release Notes - Xetra update 7.1

Update details: OnixS FIX Support Pack update for Xetra - update for FIX API specification <7.1>

Updated reference implementation sample distributions incorporating the FIX Dialect and reference implementation samples can be downloaded from here:

onixs-xetra-sample-client-java-1.2.0-bin.tar.gz

onixs-xetra-sample-client-java-1.2.0-bin.zip

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User: java
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Updated individual FIX Dialect files, which reflect the corresponding changes, can be downloaded from here:

XetraFixDialect.xml

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---

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

 

Release Notes - Swiss Exchange update 2.48.0

Update details: OnixS FIX Support Pack update for Swiss Exchange - update for FIX API specification <2.48.0>

Updated individual FIX Dialect files, which reflect the corresponding changes, can be downloaded from here:

SwissExchangeFixDialect.xml

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

 

Release Notes - CBOE TRF update 1.32

Update details: OnixS FIX Support Pack update for CBOE TRF - update for FIX API specification <1.32>

Updated reference implementation sample distributions incorporating the FIX Dialect and reference implementation samples can be downloaded from here:

onixs-bats-europe-client-java-1.4.0-bin.tar.gz

onixs-bats-europe-client-java-1.4.0-bin.zip

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Updated individual FIX Dialect files, which reflect the corresponding changes, can be downloaded from here:

BatsChiXEuropeFIXDialect.xml

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---

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

 

Release Notes - CBOE CXE update 3.10

Update details: OnixS FIX Support Pack update for CBOE CXE - update for FIX API specification <3.10>

Updated reference implementation sample distributions incorporating the FIX Dialect and reference implementation samples can be downloaded from here:

onixs-cboe-cxe-trading-client-java-1.4.0-bin.tar.gz

onixs-cboe-cxe-trading-client-java-1.4.0-bin.zip

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Updated individual FIX Dialect files, which reflect the corresponding changes, can be downloaded from here:

BatsFIXDialect.xml

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---

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

 

Release Notes - Euronext Cash Markets update 1.7.0

Update details: OnixS FIX Support Pack update for Euronext Cash Markets - update for FIX API specification <1.7.0>

Updated reference implementation sample distributions incorporating the FIX Dialect and reference implementation samples can be downloaded from here:

onixs-euronext-cash-client-java-1.4.0-bin.tar.gz

onixs-euronext-cash-client-java-1.4.0-bin.zip

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Updated individual FIX Dialect files, which reflect the corresponding changes, can be downloaded from here:

EuronextCashOptiqDropCopyFixDialect.xml

EuronextCashFixDialect.xml

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

 

Release Notes - Wiener Borse update 7.1

Update details: OnixS FIX Support Pack update for Wiener Borse - update for FIX API specification <7.1>

Updated reference implementation sample distributions incorporating the FIX Dialect and reference implementation samples can be downloaded from here:

onixs-wiener-borse-sample-client-java-1.2.0-bin.tar.gz

onixs-wiener-borse-sample-client-java-1.2.0-bin.zip

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Updated individual FIX Dialect files, which reflect the corresponding changes, can be downloaded from here:

WienerBorseFixDialect.xml

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

 

Release Notes - CurveGlobal HSVF Market Data Handler C++ - Version 2.3.0.0

New Feature

• [CCGMDH-68] - Support SOLA 13 (30 May 2019)

Improvement

• [CCGMDH-67] - BREAKING CHANGE: Extend ImpliedPriceLevelListener::onImpliedPriceLevelChanged() with MarketDepthLevel parameter