Friday, 31 July 2020

Release Notes - FIX Engine Java - Version 2.7.1

Bug

  • [JAVA-2534] - Receiver thread sometimes hangs when the SSL-secure FIX session used

Thursday, 30 July 2020

Release Notes - CME STP Handler .NET - Version 3.0.0

Task

Release Notes - Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers C++ - Version 8.4.1

Bug

Friday, 24 July 2020

Release Notes - Trading Technologies update 116

Update details: OnixS FIX Support Pack update for Trading Technologies - update for FIX API specification <116>

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

TradingTechnologiesClientCpp_1.16.0.0.zip

Download authentication credentials:

User: Cpp
Password: 1AAVbVLsu3

TradingTechnologiesClientSample-net-4.6.2-x64-Setup-1.24.0.0.msi

TradingTechnologiesClientSample-net-4.6.2-x86-Setup-1.24.0.0.msi

TradingTechnologiesClientSample-net-4.7.2-x64-Setup-1.24.0.0.msi

TradingTechnologiesClientSample-net-4.7.2-x86-Setup-1.24.0.0.msi

TradingTechnologiesClientSample-net-4.8-x64-Setup-1.24.0.0.msi

TradingTechnologiesClientSample-net-4.8-x86-Setup-1.24.0.0.msi

Download authentication credentials:

User: dotNet
Password: bKHu0u773V

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

FIX Dialect Download authentication credentials
User: fixDialect
Password: K1D7&S~TG1R>


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 - FIX Engine .NET - Version 4.3.0.0

Improvement

  • [DOTNET-3286] - Replace FIX50SP2EP233 dictionary to more recent FIX50SP2EP257 in base dialects folder
  • [DOTNET-3277] - Resolve issues related to MarketDepth
  • [DOTNET-3253] - BREAKING CHANGE: Rename ConnectionMode to ThreadingModel
  • [DOTNET-3251] - Add the "Message Throttling" section to the Programming Guide
  • [DOTNET-3244] - Do not perform the TCP connect under the session's lock during the Session.LogonAsInitiator(..) call
  • [DOTNET-3239] - Switch to return Decimal instead of Double for typed messages
  • [DOTNET-3220] - The Session.SendResendRequestOnEachMessageGap property should affect session-level messages too
  • [DOTNET-3189] - Support new datatypes from the latest EP
  • [DOTNET-3134] - Avoid settings explicit application version fields (ApplVerID(1128), ApplExtID(1156), CstmApplVerID(1129)) on Session Level Messages

Bug

  • [DOTNET-3242] - Session state does not move to "Disconnected" after the telecommunication link error in some cases

New Feature

Thursday, 23 July 2020

Release Notes - CME MDP Market Data Handler Java - Version 3.19.0

New Feature

  • [JCMEMDH-700] - Support CME Smart Stream MDP data on the Google Cloud Platform

Wednesday, 22 July 2020

Release Notes - FIX Engine C++ - Version 4.3.0

Improvement

  • [CPP-3509] - FieldSet::getTimestamp(..) without the format parameter
  • [CPP-3506] - Replace FIX50SP2EP233 dictionary to more recent FIX50SP2EP257 in base dialects folder
  • [CPP-3474] - Add the "Message Throttling" section to the Programming Guide
  • [CPP-3470] - BREAKING CHANGE: Replace bool conversion operator of FieldSet/Group classes to the explicit valid() method
  • [CPP-3457] - The Session::sendResendRequestOnEachMessageGap setting should affect session-level messages too
  • [CPP-3449] - Do not perform the TCP connect under the session's lock during the Session::logonAsInitiator(..) call
  • [CPP-3424] - Support new datatypes from the latest EP
  • [CPP-3409] - BREAKING CHANGE: Rename ConnectionMode to ThreadingModel
  • [CPP-3349] - Avoid settings explicit application version fields (ApplVerID(1128), ApplExtID(1156), CstmApplVerID(1129)) on Session Level Messages

Bug

  • [CPP-3476] - Session state does not move to "Disconnected" after the telecommunication link error in some cases
  • [CPP-3407] - The sporadical "connection closing process is not finished after the internal timeout" warning

New Feature

  • [CPP-3469] - Engine::settings()
  • [CPP-3456] - Session::resendTimeout
  • [CPP-3403] - BREAKING CHANGE: Method chaining
  • [CPP-3272] - Add password scrambling functionality
  • [CPP-3193] - Ability to monitor host switching in the scheduler
  • [CPP-823] - Strongly Typed Messages

Wednesday, 15 July 2020

Release Notes - ICE iMpact Multicast Price Feed Handler .NET - Version 4.4.0.0

Improvement

  • [NETICEIMPACT-334] - Type migration for SnapshotRecoveryOptions fields
  • [NETICEIMPACT-329] - Add RequestSeqId and RequestMarketType to OptionsStrategyDefinitionEventArgs
  • [NETICEIMPACT-328] - Add RequestSeqId and RequestMarketType to FuturesStrategyDefinitionEventArgs

Bug

  • [NETICEIMPACT-330] - Conversion from nanosecond timestamp causes System.ArgumentOutOfRangeException

Tuesday, 14 July 2020

Release Notes - ICE iMpact Multicast Price Feed Handler Java - Version 1.50.0

Bug

New Feature

Saturday, 11 July 2020

Release Notes - FIX Engine Java - Version 2.7.0

New Feature

  • [JAVA-2520] - FlatGroupReader for FlatMessage
  • [JAVA-2512] - Option to switch on/off logging of outbound messages before/after sending.
  • [JAVA-2508] - Implement thread pool spinning timeout
  • [JAVA-2506] - Implement receive spinning timeout
  • [JAVA-2494] - Support QuickFix required attribute of group tag
  • [JAVA-2490] - Ability to override Repeating Group and make number of instances tag as required

Improvement

  • [JAVA-2517] - FixBlock.getGroup() returns null in case a repeating group with 0 instances appears in raw message
  • [JAVA-2493] - Upgrade to "dialects-2.16.xsd"
  • [JAVA-2491] - Tag defined in a dialect without type should keep predefined type
  • [JAVA-2478] - Session.sendTestRequest(..)/sendResendRequest(..) method call in non-established state

Bug

  • [JAVA-2516] - FIX session is dropped when an incoming message type is not defined in an overridden dictionary
  • [JAVA-2484] - ResendRequest message stored before the incoming message
  • [JAVA-2482] - Incorrect RefSeqNum(45) for Session Reject(3) message

Wednesday, 8 July 2020

Release Notes - Trading Technologies update 109

Update details: OnixS FIX Support Pack update for Trading Technologies - update for FIX API specification <109>

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

TradingTechnologiesClientCpp_1.15.0.0.zip

Download authentication credentials:

User: Cpp
Password: 1AAVbVLsu3

TradingTechnologiesClientSample-net-4.6.2-x64-Setup-1.23.0.0.msi

TradingTechnologiesClientSample-net-4.6.2-x86-Setup-1.23.0.0.msi

TradingTechnologiesClientSample-net-4.7.2-x64-Setup-1.23.0.0.msi

TradingTechnologiesClientSample-net-4.7.2-x86-Setup-1.23.0.0.msi

TradingTechnologiesClientSample-net-4.8-x64-Setup-1.23.0.0.msi

TradingTechnologiesClientSample-net-4.8-x86-Setup-1.23.0.0.msi

Download authentication credentials:

User: dotNet
Password: bKHu0u773V

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

FIX Dialect Download authentication credentials
User: fixDialect
Password: K1D7&S~TG1R>


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 - CME MDP Market Data Handler Java - Version 3.18.0

Improvement

  • [JCMEMDH-710] - [Breaking Change] Rename registerMessageGapDetectedListener and unregisterMessageGapDetectedListener
  • [JCMEMDH-709] - [Breaking Change] Add timestamps to PacketGapDetectedListener