Sunday, 31 December 2023

Release Notes - Eurex T7 Enhanced Trading Interface (ETI) Handler C++ - Version 9.17.0

Improvement

  • [CPPEUREXETI-600] - Add encrypted password logon to Trading Client sample
  • [CPPEUREXETI-599] - Replace "Migration Guidelines" sections with "What's New?" section

New Feature

Thursday, 28 December 2023

Release Notes - .NET Framework FIX Engine - Version 4.10.0.0

New Feature

  • [DOTNET-3897] - Add FlatMessage.Insert(..) methods
  • [DOTNET-3886] - Add Engine.IncomingTelecommunicationLink(..) event
  • [DOTNET-3885] - Add Engine.IncomingConnection(..) event
  • [DOTNET-3883] - EngineSettings.FirstLogonTimeout()
  • [DOTNET-3882] - Session.ResendingStarted/Session.ResendingFinished events

Improvement

  • [DOTNET-3890] - PossDupFlag and OrigSendingTime fields should be added to the message header when the FlatMessage mode is used

Task

  • [DOTNET-3887] - Add the latest EP284 dictionary to the engine package

Wednesday, 27 December 2023

Release Notes - FIX Engine C++ - Version 4.10.0

Improvement

  • [CPP-4441] - BREAKING CHANGE: Rename "Endianess" to "Endianness"
  • [CPP-4425] - Integer fields should use signed/unsigned types depending on the nature of the field
  • [CPP-4423] - PossDupFlag and OrigSendingTime fields should be added to the message header when the FlatMessage mode is used
  • [CPP-4403] - Add the TimestampFormat parameter to Timestamp/TimeSpan setters/getters of typed messages
  • [CPP-4395] - Migrate TypedMessagesGenerator project to .NET 7 and VS2022
  • [CPP-4383] - Add "Using Different Sessions with Different Threading Models" article

New Feature

  • [CPP-4431] - Add FlatMessage::insert(..) methods
  • [CPP-4415] - Add a demonstration of the ExternalThread mode to the SessionScheduler sample
  • [CPP-4408] - Add IEngineListener::onIncomingConnection(..) callback
  • [CPP-4386] - Support the ExternalThread mode by the Scheduler
  • [CPP-4385] - Scheduler: support sessions that work in the ExternalThread mode
  • [CPP-4365] - EngineSettings::firstLogonTimeout()
  • [CPP-4339] - Add IEngineListener::onIncomingTelecommunicationLink(..) callback
  • [CPP-4224] - Publish samples online

Task

  • [CPP-4416] - Add the latest EP284 dictionary to the engine package

Bug

  • [CPP-4409] - FAST decoder should use the specifyApplVerIdField setting
  • [CPP-4394] - Mistake in the TypedGroup::Iterator class template in TypedMessagesGenerator

Friday, 8 December 2023

Release Notes - Eurex T7 Enhanced Trading Interface (ETI) Handler C++ - Version 9.16.0

New Feature

  • [CPPEUREXETI-583] - Become ready to Introduction of Release 12.0 (D0003) on 31 October 2023

Tuesday, 5 December 2023

Release Notes - CME iLink 3 Binary Order Entry C++ - Version 1.16.2

New Feature

Bug

Release Notes - eSpeed ITCH Market Data Handler C++ - Version 1.7.3

Improvement

Monday, 4 December 2023

Release Notes - eSpeed ITCH Market Data Handler C++ - Version 1.7.2

Bug

Thursday, 30 November 2023

Release Notes - .NET FIX Engine - Version 1.12.3

Bug

  • [NETCOREFIXENGINE-1387] - QuickFIX Data Dictionary: wrong processing of "isRequired" attribute for components
  • [NETCOREFIXENGINE-1386] - MessageValidationFlags.ValidateFieldValues ignores ‘,' as a decimal point

Release Notes - .NET FIX Engine - Version 1.12.3

Bug

  • [NETCOREFIXENGINE-1387] - QuickFIX Data Dictionary: wrong processing of "isRequired" attribute for components
  • [NETCOREFIXENGINE-1386] - MessageValidationFlags.ValidateFieldValues ignores ‘,' as a decimal point

Wednesday, 29 November 2023

Release Notes - Eurex T7 Enhanced Trading Interface (ETI) Handler Java - Version 1.7.0

New Feature

  • [JAVAEUREXETI-116] - Become ready to Introduction of Release 12.0 (D0003) on 31 October 2023

Monday, 27 November 2023

Release Notes - Eurex F7 Repo PRODUCTION update 040.060.000

Update details: OnixS FIX Support Pack update for Eurex F7 Repo - update for FIX API specification <040.060.000>

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

onixs-eurex-f7-sample-java-1.5.0-bin.tar.gz

onixs-eurex-f7-sample-java-1.5.0-bin.zip

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EurexF7RepoFixDialect.xml

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All FIX Dialects are session-level dialects. This requires explicit dialect specification while creating message and session objects.

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Wednesday, 22 November 2023

Release Notes - CME MDP Premium Market Data Handler C++ - Version 5.8.3

Improvement

  • [CCMEMDH-1909] - Do not invoke onEndOfRealtimeProcessing on nested gap

Tuesday, 21 November 2023

Release Notes - Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers C++ - Version 15.0.5

Bug

  • [CPPEEMDIRDI-1006] - FeedEngineThreadPoolSettings::threadAffinity is not passed trought

Release Notes - Eurex F7 Repo update 4.0

Update details: OnixS FIX Support Pack update for Eurex F7 Repo - update for FIX API specification <4.0>

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

onixs-eurex-f7-sample-java-1.4.1-bin.tar.gz

onixs-eurex-f7-sample-java-1.4.1-bin.zip

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EurexF7RepoFixDialect.xml

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All FIX Dialects are session-level dialects. This requires explicit dialect specification while creating message and session objects.

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Saturday, 18 November 2023

Release Notes - MTS BondVision/SDP Handler C++ - Version 1.1.0

Improvement

Thursday, 16 November 2023

Release Notes - .NET SBE Codec - Version 4.2.0

Improvement

  • [SCN-36] - CODE BREAKING CHANGE: Rename the StrongTypedCodeGenerator class into Generator
  • [SCN-30] - CODE BREAKING CHANGE: Remove the type from MemoryPointer
  • [SCN-28] - CODE BREAKING CHANGE: Rename IMessage.MsgSize to MessageLength
  • [SCN-24] - CODE BREAKING CHANGE: Capitalize the first letter of the field name
  • [SCN-20] - CODE BREAKING CHANGE: Rename IMessage.Version to SchemaVersion
  • [SCN-19] - CODE BREAKING CHANGE: Remove Decoder.WrapPreCreatedMessageWithoutFramingHeader(ReadOnlySpan<byte> data)
  • [SCN-18] - CODE BREAKING CHANGE: Remove Decoder.WrapWithoutFramingHeader(ReadOnlySpan<byte> data)
  • [SCN-17] - Add IMessage.Dispose()
  • [SCN-16] - CODE BREAKING CHANGE: Remove the type parameter from MemoryPointer

New Feature

  • [SCN-2] - Implement method chaining

Release Notes - FIX Engine Java - Version 2.11.1

Improvement

  • [JAVA-3071] - PossDupFlag and OrigSendingTime fields are added at the end of the message if the Flat message mode is selected
  • [JAVA-3064] - Replace the lastAccessTime usage with the lastModifiedTime
  • [JAVA-2443] - Support new datatypes from the latest EP

New Feature

Wednesday, 15 November 2023

Release Notes - Trading Technologies update v238

Update details: OnixS FIX Support Pack update for Trading Technologies - update for FIX API specification <v238>

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

TradingTechnologiesClientCpp_1.39.0.0.zip

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onixs-trading-technologies-client-java-1.19.1-bin.tar.gz

onixs-trading-technologies-client-java-1.19.1-bin.zip

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TradingTechnologiesClientSample-net-4.8-x64-Setup-1.47.0.0.msi

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OnixS.Net.TradingTechnologiesClient.2.21.0.zip

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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:

 

Tuesday, 14 November 2023

Release Notes - Eurex T7 Enhanced Trading Interface (ETI) Handler Java - Version 1.6.2

Bug

Release Notes - .NET FIX Engine - Version 1.12.2

Bug

  • [NETCOREFIXENGINE-1366] - PossDupFlag and OrigSendingTime fields should be added to the message header when the FlatMessage mode is used
  • [NETCOREFIXENGINE-1363] - MessageResending event returns Message object in FlatMessage mode.

Improvement

Wednesday, 8 November 2023

Release Notes - CME MDP Premium Market Data Handler C++ - Version 5.8.2

Bug

  • [CCMEMDH-1908] - onRealtimeProcessing can be invoked prematurely

Improvement

Friday, 27 October 2023

Release Notes - CME MDP Market Data Handler .NET - Version 4.2.3

Improvement

Thursday, 19 October 2023

Release Notes - CME MDP Premium Market Data Handler C++ - Version 5.8.1

Improvement

Bug

  • [CCMEMDH-1885] - Pcap replay: feed matching can be incorrect

Task

Tuesday, 17 October 2023

Release Notes - Eurex F7 Repo update 4.0

Update details: OnixS FIX Support Pack update for Eurex F7 Repo - update for FIX API specification <4.0>

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

onixs-eurex-f7-sample-java-1.4.0-bin.tar.gz

onixs-eurex-f7-sample-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:

EurexF7RepoFixDialect.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:

 

Friday, 13 October 2023

Release Notes - .NET FIX Engine - Version 1.12.1

New Feature

Thursday, 12 October 2023

Wednesday, 11 October 2023

Release Notes - CME STP FIX update CME STP FIX for EBS

Update details: OnixS FIX Support Pack update for CME STP FIX - update for FIX API specification <CME STP FIX for EBS>

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

CmeStpFixClient_1.6.0.0.zip

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OnixS.Net.CmeStpFix.1.4.0.zip

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

CmeStpFix.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:

 

Friday, 6 October 2023

Release Notes - Trading Technologies update v231

Update details: OnixS FIX Support Pack update for Trading Technologies - update for FIX API specification <v231>

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

TradingTechnologiesClientCpp_1.38.0.0.zip

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onixs-trading-technologies-client-java-1.18.0-bin.tar.gz

onixs-trading-technologies-client-java-1.18.0-bin.zip

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TradingTechnologiesClientSample-net-4.8-x64-Setup-1.46.0.0.msi

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OnixS.Net.TradingTechnologiesClient.2.20.0.zip

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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

FIX Dialect Download authentication credentials
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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:

 

Thursday, 5 October 2023

Release Notes - CME STP Handler Java - Version 2.13.0

Task

Release Notes - CME STP Handler .NET - Version 3.3.0

Improvement

Task

Thursday, 28 September 2023

Release Notes - Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers C++ - Version 15.0.1

New Feature

  • [CPPEEMDIRDI-984] - Update RDI, EMDI, MDI and EOBI Release12 to version2
  • [CPPEEMDIRDI-982] - Include the multicast packets gap analyzer into the distribution package

Task

Monday, 25 September 2023

Release Notes - CME iLink 2 Audit Trail Generator Java - Version 3.3.0

Improvement

Friday, 22 September 2023

Release Notes - CME Drop Copy C++ - Version 5.6.0

Improvement

  • [CPPCMEDRCPY-200] - Visual Studio 2019 is no longer supported
  • [CPPCMEDRCPY-197] - Switch from *.chm to *.html for C++ Windows products documentation

Friday, 15 September 2023

Release Notes - Fenics UST BIMP Market Data Handler - Version 1.1.0

New Feature

  • [FENICS-27] - Hardware timestamp of incoming packets
  • [FENICS-26] - Add EfViFeedEngine
  • [FENICS-25] - Add LicenseString configuration parameter
  • [FENICS-24] - BREAKING CHANGE: Introduce user-controlled `process` for FeedEngine

Release Notes - Eurex T7 Enhanced Trading Interface (ETI) Handler C++ - Version 9.15.1

Improvement

Thursday, 14 September 2023

Release Notes - Euronext Optiq MDG Market Data Handler - Version 1.1.0

New Feature

  • [EOMHC-28] - Add EfViFeedEngine
  • [EOMHC-27] - Hardware timestamp of incoming packets
  • [EOMHC-26] - BREAKING CHANGE: Introduce user-controlled `process` for FeedEngine

Monday, 11 September 2023

Release Notes - Cboe CFE Multicast PITCH Market Data Handler C++ - Version 1.12.0

New Feature

Improvement

  • [CBATSPITCH-168] - BREAKING CHANGE: Introduce user-controlled `process` for FeedEngine

Sunday, 10 September 2023

Release Notes - Eurex T7 Enhanced Trading Interface (ETI) Handler Java - Version 1.6.0

New Feature

  • [JAVAEUREXETI-107] - BREAKING CHANGE: Become ready to Introduction of Release 12.0 (D0002) on 11 September 2023
  • [JAVAEUREXETI-106] - BREAKING CHANGE: Become ready to Introduction of Release 12.0 (D0001) on 11 September 2023

Release Notes - Eurex T7 Enhanced Trading Interface (ETI) Handler C++ - Version 9.15.0

New Feature

  • [CPPEUREXETI-566] - BREAKING CHANGE: Become ready to Introduction of Release 12.0 (D0002) on 11 September 2023
  • [CPPEUREXETI-565] - BREAKING CHANGE: Become ready to Introduction of Release 12.0 (D0001) on 11 September 2023

Improvement

Friday, 8 September 2023

Release Notes - FIX Analyser - Version 1.25.5

Improvement

  • [FA-312] - Migrate to .NET 7
  • [FA-299] - Sample FIX logs to use with FIX Analyser evaluation downloads

New Feature

  • [FA-297] - [GUI] Add the license file path to the Options dialog

Bug

  • [FA-231] - Duplicated field while message copying

Wednesday, 6 September 2023

Release Notes - FIX Engine Java - Version 2.11.0

Task

  • [JAVA-3058] - Update Distribution Package page according to the latest updates
  • [JAVA-3056] - Remove Upgrade Notes page
  • [JAVA-3042] - Add the latest FIX5.0SPEP280 to the engine package

Improvement

  • [JAVA-3049] - BREAKING CHANGE: Add an ability to scramble any tag in the Logon message
  • [JAVA-3034] - Describe the case with ResetSeqNumFlag when the initial Logon message was sent without this flag
  • [JAVA-3033] - Parse QuickFIX dialects for SP1 and SP2
  • [JAVA-3030] - Get rid of jakarta dependency
  • [JAVA-2593] - Links are expected but missing in docs

New Feature

  • [JAVA-3045] - Add Session.logoutAsync(..) method
  • [JAVA-3031] - "override" mode should remove all predefined valid values
  • [JAVA-3023] - Message JSON parser
  • [JAVA-2986] - Publish samples online
  • [JAVA-2943] - Add Session.logonAsInitiatorAsync(..) methods
  • [JAVA-2573] - Dynamic Acceptor Sample
  • [JAVA-1603] - Support SOCKS Proxy

Bug

  • [JAVA-3013] - Session.setThrottlingLimit(int messagesCount, long intervalDuration, TimeUnit intervalUnit) method does not set interval properly

Friday, 1 September 2023

Release Notes - Fenics UST BIMP Market Data Handler - Version 1.0.8

Improvement

Monday, 28 August 2023

Release Notes - CME MDP Conflated UDP Handler C++ - Version 1.1.1

Improvement

Release Notes - CME MDP Conflated TCP Handler C++ - Version 1.3.1

Improvement

Release Notes - ICE iMpact Multicast Price Feed Handler C++ - Version 8.15.1

Improvement

  • [CPPICEIMPACT-1287] - Type migration from `short` to `int` for `NewExpiry::NumOfCycles`

Friday, 25 August 2023

Release Notes - ICE iMpact Multicast Price Feed Handler Java - Version 1.59.0

New Feature

  • [JAVAICEIMPACT-758] - Support iMpact Multicast Feed Message Specification version 1.1.48 (26 July 2023)

Improvement

Release Notes - Trading Technologies update v227

Update details: OnixS FIX Support Pack update for Trading Technologies - update for FIX API specification <v227>

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

TradingTechnologiesClientCpp_1.37.0.0.zip

Download authentication credentials:

User: Cpp
Password: x4o5VhNGG3Ufj1uwZyh1Fw

onixs-trading-technologies-client-java-1.17.0-bin.tar.gz

onixs-trading-technologies-client-java-1.17.0-bin.zip

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TradingTechnologiesClientSample-net-4.8-x64-Setup-1.45.0.0.msi

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Password: IyeIMYRsTPwkJZMT7KItDA

OnixS.Net.TradingTechnologiesClient.2.19.0.zip

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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

FIX Dialect Download authentication credentials
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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:

 

Release Notes - FIX Engine for .NET Core/.NET 6 - Version 1.11.0

Improvement

New Feature

Thursday, 24 August 2023

Release Notes - ICE iMpact Multicast Price Feed Handler C++ - Version 8.15.0

New Feature

Improvement

Thursday, 17 August 2023

Release Notes - Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers C++ - Version 14.4.0

Bug

New Feature

Wednesday, 16 August 2023

Release Notes - Eurex T7 Enhanced Trading Interface (ETI) Handler C++ - Version 9.14.0

New Feature

Improvement

Monday, 14 August 2023

Release Notes - ICE Private Order Feed (POF) Java - Version 1.17.1

Task

  • [JICEPOF-97] - Update for ICE POF 3.17 Final spec

Release Notes - ICE Private Order Feed (POF) C++ - Version 1.13.1

Task

Release Notes - ICE Private Order Feed (POF) .NET Core - Version 2.8.1

Task

Release Notes - ICE Private Order Feed (POF) .NET - Version 1.21.1

Task

Monday, 7 August 2023

Release Notes - ICE Private Order Feed (POF) Java - Version 1.17.1

Task

  • [JICEPOF-97] - Update for ICE POF 3.17 Final spec

Release Notes - ICE Private Order Feed (POF) C++ - Version 1.13.1

Task

Release Notes - ICE Private Order Feed (POF) .NET Core - Version 2.8.1

Task

Release Notes - ICE Private Order Feed (POF) .NET - Version 1.21.1

Task

Release Notes - Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers C++ - Version 14.3.0

New Feature

  • [CPPEEMDIRDI-958] - BREAKING CHANGE: Introduce user-controlled `process` for FeedEngine

Wednesday, 2 August 2023

Release Notes - CME iLink 3 Binary Order Entry C++ - Version 1.16.1

Improvement

Task

Tuesday, 1 August 2023

Release Notes - CME STP FIX update

Update details: OnixS FIX Support Pack update for CME STP FIX - update for FIX API specification <>

CME STP FIX GUI sample updated after CME Autocert+ certification tests.

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

OnixS.Net.Core.CmeStpFix.1.3.0.zip

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

CmeStpFix.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:

 

Monday, 31 July 2023

Release Notes - Eurex T7 Enhanced Trading Interface (ETI) Handler Java - Version 1.5.0

Improvement

  • [JAVAEUREXETI-101] - Receive timeout should be aligned to LogonResponse.HeartBtInt

New Feature

Friday, 21 July 2023

Wednesday, 19 July 2023

Release Notes - FIX Engine .NET Framework - Version 4.9.0.0

Task

  • [DOTNET-3869] - Add the latest EP277 dictionary to the engine package
  • [DOTNET-3862] - Programming Guide: replace ".NET FIX Engine" with ".NET Framework FIX Engine"
  • [DOTNET-3861] - Rename the package prefix from "OnixS.NET.FIX.Engine" to "OnixS.NET.Framework.FIX.Engine"

Improvement

  • [DOTNET-3851] - Ability to limit the send queue maximum size
  • [DOTNET-3839] - Add an additional ability to deallocate memory after an overflow issue
  • [DOTNET-3828] - Detect the resend request loop when the Sequence Reset message with the wrong sequence number is received constantly
  • [DOTNET-3821] - Reconnect attempts should be applied for all counterparties
  • [DOTNET-3787] - Improve reconnect logging
  • [DOTNET-3766] - Avoid a concurrent call of the Session.StateChangeEvent event
  • [DOTNET-3765] - Improve the detection of connection issues when a ResendRequest with a large gap range is processed
  • [DOTNET-3750] - Add a warning when HeartBtInt < 0 in an incoming Logon
  • [DOTNET-3740] - BREAKING CHANGE: Use SecureString object to set a password for the private key
  • [DOTNET-3734] - Make the throttling functionality more stable and predictable

Bug

  • [DOTNET-3819] - The race condition when scheduled sessions have connection settings with different numbers of counterparties
  • [DOTNET-3747] - Incorrect SenderCompID and TargetCompID of a routed FIX message when DeliverToCompID is used

Release Notes - FIX Engine .NET Framework - Version 4.9.0.0

Task

  • [DOTNET-3869] - Add the latest EP277 dictionary to the engine package
  • [DOTNET-3862] - Programming Guide: replace ".NET FIX Engine" with ".NET Framework FIX Engine"
  • [DOTNET-3861] - Rename the package prefix from "OnixS.NET.FIX.Engine" to "OnixS.NET.Framework.FIX.Engine"

Improvement

  • [DOTNET-3851] - Ability to limit the send queue maximum size
  • [DOTNET-3839] - Add an additional ability to deallocate memory after an overflow issue
  • [DOTNET-3828] - Detect the resend request loop when the Sequence Reset message with the wrong sequence number is received constantly
  • [DOTNET-3821] - Reconnect attempts should be applied for all counterparties
  • [DOTNET-3787] - Improve reconnect logging
  • [DOTNET-3766] - Avoid a concurrent call of the Session.StateChangeEvent event
  • [DOTNET-3765] - Improve the detection of connection issues when a ResendRequest with a large gap range is processed
  • [DOTNET-3750] - Add a warning when HeartBtInt < 0 in an incoming Logon
  • [DOTNET-3740] - BREAKING CHANGE: Use SecureString object to set a password for the private key
  • [DOTNET-3734] - Make the throttling functionality more stable and predictable

Bug

  • [DOTNET-3819] - The race condition when scheduled sessions have connection settings with different numbers of counterparties
  • [DOTNET-3747] - Incorrect SenderCompID and TargetCompID of a routed FIX message when DeliverToCompID is used

Release Notes - FIX Engine .NET - Version 4.9.0.0

Task

  • [DOTNET-3869] - Add the latest EP277 dictionary to the engine package
  • [DOTNET-3862] - Programming Guide: replace ".NET FIX Engine" with ".NET Framework FIX Engine"
  • [DOTNET-3861] - Rename the package prefix from "OnixS.NET.FIX.Engine" to "OnixS.NET.Framework.FIX.Engine"

Improvement

  • [DOTNET-3851] - Ability to limit the send queue maximum size
  • [DOTNET-3839] - Add an additional ability to deallocate memory after an overflow issue
  • [DOTNET-3828] - Detect the resend request loop when the Sequence Reset message with the wrong sequence number is received constantly
  • [DOTNET-3821] - Reconnect attempts should be applied for all counterparties
  • [DOTNET-3787] - Improve reconnect logging
  • [DOTNET-3766] - Avoid a concurrent call of the Session.StateChangeEvent event
  • [DOTNET-3765] - Improve the detection of connection issues when a ResendRequest with a large gap range is processed
  • [DOTNET-3750] - Add a warning when HeartBtInt < 0 in an incoming Logon
  • [DOTNET-3740] - BREAKING CHANGE: Use SecureString object to set a password for the private key
  • [DOTNET-3734] - Make the throttling functionality more stable and predictable

Bug

  • [DOTNET-3819] - The race condition when scheduled sessions have connection settings with different numbers of counterparties
  • [DOTNET-3747] - Incorrect SenderCompID and TargetCompID of a routed FIX message when DeliverToCompID is used

Release Notes - FIX Engine .NET Framework - Version 4.9.0.0

Task

  • [DOTNET-3869] - Add the latest EP277 dictionary to the engine package
  • [DOTNET-3862] - Programming Guide: replace ".NET FIX Engine" with ".NET Framework FIX Engine"
  • [DOTNET-3861] - Rename the package prefix from "OnixS.NET.FIX.Engine" to "OnixS.NET.Framework.FIX.Engine"

Improvement

  • [DOTNET-3851] - Ability to limit the send queue maximum size
  • [DOTNET-3839] - Add an additional ability to deallocate memory after an overflow issue
  • [DOTNET-3828] - Detect the resend request loop when the Sequence Reset message with the wrong sequence number is received constantly
  • [DOTNET-3821] - Reconnect attempts should be applied for all counterparties
  • [DOTNET-3787] - Improve reconnect logging
  • [DOTNET-3766] - Avoid a concurrent call of the Session.StateChangeEvent event
  • [DOTNET-3765] - Improve the detection of connection issues when a ResendRequest with a large gap range is processed
  • [DOTNET-3750] - Add a warning when HeartBtInt < 0 in an incoming Logon
  • [DOTNET-3740] - BREAKING CHANGE: Use SecureString object to set a password for the private key
  • [DOTNET-3734] - Make the throttling functionality more stable and predictable

Bug

  • [DOTNET-3819] - The race condition when scheduled sessions have connection settings with different numbers of counterparties
  • [DOTNET-3747] - Incorrect SenderCompID and TargetCompID of a routed FIX message when DeliverToCompID is used

Release Notes - FIX Engine .NET Framework - Version 4.9.0.0

Task

  • [DOTNET-3869] - Add the latest EP277 dictionary to the engine package
  • [DOTNET-3862] - Programming Guide: replace ".NET FIX Engine" with ".NET Framework FIX Engine"
  • [DOTNET-3861] - Rename the package prefix from "OnixS.NET.FIX.Engine" to "OnixS.NET.Framework.FIX.Engine"

Improvement

  • [DOTNET-3851] - Ability to limit the send queue maximum size
  • [DOTNET-3839] - Add an additional ability to deallocate memory after an overflow issue
  • [DOTNET-3828] - Detect the resend request loop when the Sequence Reset message with the wrong sequence number is received constantly
  • [DOTNET-3821] - Reconnect attempts should be applied for all counterparties
  • [DOTNET-3787] - Improve reconnect logging
  • [DOTNET-3766] - Avoid a concurrent call of the Session.StateChangeEvent event
  • [DOTNET-3765] - Improve the detection of connection issues when a ResendRequest with a large gap range is processed
  • [DOTNET-3750] - Add a warning when HeartBtInt < 0 in an incoming Logon
  • [DOTNET-3740] - BREAKING CHANGE: Use SecureString object to set a password for the private key
  • [DOTNET-3734] - Make the throttling functionality more stable and predictable

Bug

  • [DOTNET-3819] - The race condition when scheduled sessions have connection settings with different numbers of counterparties
  • [DOTNET-3747] - Incorrect SenderCompID and TargetCompID of a routed FIX message when DeliverToCompID is used

Friday, 14 July 2023

Release Notes - Cboe CFE Multicast PITCH Market Data Handler C++ - Version 1.11.0

Improvement

New Feature

Tuesday, 11 July 2023

Release Notes - FIX Engine C++ - Version 4.9.0

Task

  • [CPP-4362] - Add the latest EP277 dictionary to the engine package

Improvement

  • [CPP-4350] - Introduce support of the latest SBE standard
  • [CPP-4347] - Add more details about message userData to the Documentation
  • [CPP-4335] - Avoid possible deadlock in ExternalThread mode during the engine shutdown when access to the engine object is requested inside onUnknownIncomingConnection(..)
  • [CPP-4334] - Improve the "Engine Initialization and Shutdown" page
  • [CPP-4326] - Add ConnectException with ability to get the system error code
  • [CPP-4325] - Add Session::connectTimeout(..)
  • [CPP-4315] - Add an example of how to split the processing of different sessions by different reactors in separate threads
  • [CPP-4314] - Add a note about FlatFieldRef/FlatFieldKey validity of the FlatMessage in inbound callbacks
  • [CPP-4308] - Ability to specify sending and receiving TCP socket buffer sizes on the per-session bases
  • [CPP-4294] - Switch from *.chm to *.html for C++ Windows documentation
  • [CPP-4270] - Add an additional ability to deallocate memory after an overflow issue
  • [CPP-4269] - Detect the resend request loop when the Sequence Reset message with the wrong sequence number is received constantly
  • [CPP-4241] - Add an option to use spin lock
  • [CPP-4237] - BREAKING CHANGE: Remove unused entries in the FAST event-based decoder
  • [CPP-4236] - Add encodingUtils library to the public FIX Engine
  • [CPP-4232] - Setting user data to Message object from a session listener callback should affect the initial message object
  • [CPP-4218] - Add methods to encode/decode SBE message with its header
  • [CPP-4215] - SBE::IDecodeListener::onBeginMessage signature changed
  • [CPP-4209] - Controllable handling of date & time data
  • [CPP-4206] - Controllable handling of <enum> and <set>
  • [CPP-4204] - Support for dotted valueRef notation in SBE constants
  • [CPP-4203] - Samples for the new SBE features
  • [CPP-4202] - Support for flexible MonthYear encoding
  • [CPP-4201] - Support for new timestamp encoding
  • [CPP-4200] - Support for new groupSize encoding
  • [CPP-4199] - Support for new mesage header
  • [CPP-4197] - Customization of SBE coders
  • [CPP-4196] - Proper handling of SBE timestamps
  • [CPP-4195] - <set> & <enum> SBE handling
  • [CPP-4192] - Add info about zero-copy send latency
  • [CPP-4184] - Improve reconnect logging
  • [CPP-457] - Ability to limit the send queue maximum size

New Feature

  • [CPP-4331] - Library for custom codecs for B3 templates
  • [CPP-4221] - BREAKING CHANGE: Add message object to ISessionStorage::storeInbound(..)
  • [CPP-4213] - Add FlatMessage::userData(..)
  • [CPP-4207] - Describe new SBE features in the documentation
  • [CPP-3953] - Support Visual Studio 2022

Bug

  • [CPP-4276] - FieldValueRef::toTimestamp(..) misses YYYYMMDDHHMMSSUsec and YYYYMMDDHHMMSSPsec formats
  • [CPP-4214] - SBE::IDecodeListner::onBeginMessage never called with proper data
  • [CPP-4208] - Some callbacks missed in the event-based SBE decoder
  • [CPP-4198] - Missed ability to handle varDara types

Release Notes - Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers C++ - Version 14.2.1

Task

Improvement

Thursday, 6 July 2023

Release Notes - CME iLink 3 Binary Order Entry C++ - Version 1.16.0

Improvement

Sub-task

New Feature

Monday, 3 July 2023

Release Notes - ICE Trading update 4.18

Update details: OnixS FIX Support Pack update for ICE Trading - update for FIX API specification <4.18>

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

IceTradingClientCpp_4.17.0.0.zip

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onixs-ice-trading-client-java-1.15.0-bin.tar.gz

onixs-ice-trading-client-java-1.15.0-bin.zip

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IceOrderServerSample-net-4.8-x64-Setup-4.17.0.0.msi

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OnixS.Net.Core.IceOrderServer.1.3.0.zip

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

IceTradingFixDialect.xml

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All FIX Dialects are session-level dialects. This requires explicit dialect specification while creating message and session objects.

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Release Notes - ICE Trading update 4.18

Update details: OnixS FIX Support Pack update for ICE Trading - update for FIX API specification <4.18>

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

IceTradingClientCpp_4.17.0.0.zip

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onixs-ice-trading-client-java-1.15.0-bin.tar.gz

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IceOrderServerSample-net-4.8-x86-Setup-4.17.0.0.msi

IceOrderServerSample-net-4.8-x64-Setup-4.17.0.0.msi

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OnixS.Net.Core.IceOrderServer.1.3.0.zip

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IceTradingFixDialect.xml

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All FIX Dialects are session-level dialects. This requires explicit dialect specification while creating message and session objects.

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Release Notes - ICE Trade Capture Java - Version 2.26.0

Task

Release Notes - ICE Trade Capture .NET Core - Version 3.14.0

Task

  • [ITCNCORE-56] - ICE TC 4.17 Draft TBD version update for Q4 2024

Release Notes - ICE Trade Capture .NET - Version 2.41.0

Task

  • [ICETC-682] - ICE TC 4.17 Draft TBD version update for Q4 2024

Release Notes - ICE Trade Capture .NET - Version 2.41.0.0

Task

  • [ICETC-682] - ICE TC 4.17 Draft TBD version update for Q4 2024

Release Notes - ICE Private Order Feed (POF) .NET - Version 1.21.0

Task

  • [NETICEPOF-222] - ICE POF 3.17 Draft TBD version update for Q4 2024

Release Notes - ICE Private Order Feed (POF) .NET - Version 1.21.0

Release Notes - ICE Private Order Feed (POF) .NET Core - Version 2.8.0

Task

  • [IPOFPNCORE-25] - ICE POF 3.17 Draft TBD version update for Q4 2024

Release Notes - ICE Private Order Feed (POF) C++ - Version 1.13.0

Task

  • [ICEPOFCPP-39] - ICE POF 3.17 Draft TBD version update for Q4 2024

Release Notes - ICE Private Order Feed (POF) Java - Version 1.17.0

Task

  • [JICEPOF-96] - ICE POF 3.17 Draft TBD version update for Q4 2024

Friday, 30 June 2023

Release Notes - CME MDP Premium Market Data Handler C++ - Version 5.8.0

Improvement

  • [CCMEMDH-1845] - Add Security::userData
  • [CCMEMDH-1843] - BREAKING CHANGE: rename ReplaySupplements to ReplaySettings
  • [CCMEMDH-1823] - BREAKING CHANGE: move connectivityConfigurationFile(..) from FeedSettings to HandlerSettings
  • [CCMEMDH-1821] - Rename the product to "C++ CME MDP Premium Market Data Handler"
  • [CCMEMDH-1816] - BREAKING CHANGE: remove MDH::initialize
  • [CCMEMDH-1811] - BREAKING CHANGE: rename FeedEngineThreads to FeedEngineThreadPool
  • [CCMEMDH-1807] - BREAKING CHANGE: Introduce default logging
  • [CCMEMDH-1802] - Support Visual Studio 2022
  • [CCMEMDH-1052] - Include the multicast packets gap analyzer into the distribution package

New Feature

  • [CCMEMDH-1775] - Add ability to replay snapshots from pcap

Bug

  • [CCMEMDH-1773] - HandlerListener::onEndOfMarketRecovery call can be omitted
  • [CCMEMDH-1763] - The handler can stuck in snapshot recovery
  • [CCMEMDH-1752] - Typo in the code snippet depicting how to setup Handler to join in pre-opening.

Release Notes - CME MDP Market Data Handler C++ - Version 5.8.0

Improvement

  • [CCMEMDH-1845] - Add Security::userData
  • [CCMEMDH-1843] - BREAKING CHANGE: rename ReplaySupplements to ReplaySettings
  • [CCMEMDH-1823] - BREAKING CHANGE: move connectivityConfigurationFile(..) from FeedSettings to HandlerSettings
  • [CCMEMDH-1821] - Rename the product to "C++ CME MDP Premium Market Data Handler"
  • [CCMEMDH-1816] - BREAKING CHANGE: remove MDH::initialize
  • [CCMEMDH-1811] - BREAKING CHANGE: rename FeedEngineThreads to FeedEngineThreadPool
  • [CCMEMDH-1802] - Support Visual Studio 2022
  • [CCMEMDH-1052] - Include the multicast packets gap analyzer into the distribution package

New Feature

  • [CCMEMDH-1775] - Add ability to replay snapshots from pcap

Bug

  • [CCMEMDH-1773] - HandlerListener::onEndOfMarketRecovery call can be omitted
  • [CCMEMDH-1763] - The handler can stuck in snapshot recovery
  • [CCMEMDH-1752] - Typo in the code snippet depicting how to setup Handler to join in pre-opening.

Friday, 23 June 2023

Monday, 19 June 2023

Release Notes - FIX Engine for .NET Core/.NET 6 - Version 1.10.1

Improvement

Bug

Tuesday, 13 June 2023

Release Notes - CME iLink 3 Binary Order Entry Java - Version 1.0.7

Improvement

Monday, 12 June 2023

Release Notes - CME STP FIX update 20230302

Update details: OnixS FIX Support Pack update for CME STP FIX - update for FIX API specification <20230302>

Update details: samples updated for the latest .NET Core FIX Engine supporting .NET Core 6.0

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

OnixS.Net.Core.CmeStpFix.1.2.0.zip

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

CmeStpFix.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:

 

Monday, 29 May 2023

Release Notes - Trading Technologies update 219

Update details: OnixS FIX Support Pack update for Trading Technologies - update for FIX API specification <219>

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

TradingTechnologiesClientCpp_1.36.0.0.zip

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onixs-trading-technologies-client-java-1.16.0-bin.tar.gz

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TradingTechnologiesClientSample-net-4.8-x64-Setup-1.44.0.0.msi

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OnixS.Net.Core.TradingTechnologiesClient.2.18.0.zip

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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.

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Release Notes - Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers C++ - Version 14.1.0

Bug

  • [CPPEEMDIRDI-949] - EMDI: Error during snapshot recovery for multiple partitions

Friday, 26 May 2023

Release Notes - Bloomberg TSOX update 2.7.3

Update details: OnixS FIX Support Pack update for Bloomberg TSOX - update for FIX API specification <2.7.3>

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

onixs-bloomberg-tsox-dropCopy-client-java-2.0.0-bin.tar.gz

onixs-bloomberg-tsox-dropCopy-client-java-2.0.0-bin.zip

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BloombergTsoxFIXDialect.xml

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All FIX Dialects are session-level dialects. This requires explicit dialect specification while creating message and session objects.

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Thursday, 18 May 2023

Release Notes - CME STP Handler .NET - Version 3.2.0

Task

  • [NETCMECTH-372] - Support .NET Framework 4.8
  • [NETCMECTH-371] - CME STP March 23 schema updates for .NET Core
  • [NETCMECTH-369] - Breaking change: UnderlyingStreamCommodityBase and StreamCommodityBase type is String
  • [NETCMECTH-367] - CME STP March 23 schema updates for .NET Framework

Release Notes - CME STP Handler Java - Version 2.12.0

Task

  • [JAVACMECTH-127] - Breaking change: UnderlyingStreamCommodityBase and StreamCommodityBase type is String
  • [JAVACMECTH-126] - CME STP March 23 schema updates

Monday, 1 May 2023

Release Notes - BME SENAF Handler C++ - Version 2.2.0

New Feature

Release Notes - Trading Technologies update v219

Update details: OnixS FIX Support Pack update for Trading Technologies - update for FIX API specification <v219>

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

TradingTechnologiesClientCpp_1.35.0.0.zip

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onixs-trading-technologies-client-java-1.15.0-bin.tar.gz

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TradingTechnologiesClientSample-net-4.8-x64-Setup-1.43.0.0.msi

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OnixS.Net.Core.TradingTechnologiesClient.2.17.0.zip

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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.

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Thursday, 27 April 2023

Release Notes - Eurex F7 Repo update 3.9

Update details: OnixS FIX Support Pack update for Eurex F7 Repo - update for FIX API specification <3.9>

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

onixs-eurex-f7-sample-java-1.3.0-bin.tar.gz

onixs-eurex-f7-sample-java-1.3.0-bin.zip

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EurexF7RepoFixDialect.xml

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Monday, 24 April 2023

API Notice - Exchange System ID Enhancement

ICE Exchange System ID Enhancement

OnixS is broadcasting an ICE API Notification that potentially could affect customer's processing code.

There are several tags and/or fields supported in ICE’s Derivative Trading Exchange APIs where ICE generated ids are disseminated out to client applications. While we do not have any stated maximum lengths on the ids, and therefore expect any client impact to be limited; historically the id lengths have been up to 9 digits. As exchange volumes have continued to increase, we have a need to increase the range to account for growth. As such, the range will be expanded to support up to 14 digits

ICE tags format changes

Implementation Plan

Production Environment

Support for the increased range is being added to the Exchanges Q3 2023 release that is tentatively scheduled to go live in late August. However, while we will build in the ability to support up to 14 digits, we do not plan to enable the expanded support in production on day one of the Q3 exchange release. We will announce a rollout schedule for the production enablement at a later date.

For planning purposes, any customers who might need to make changes are strongly encouraged to complete and rollout those changes to production on or around the exchange live date at the latest. This will help to ensure your applications’ readiness when production enablement begins post release.

Any customers who need to make changes are required to inform us by submitting a support case to us at http://service.ice.com  using the Non-Production Support case form at your earliest convenience.

When submitting your case please use the following guidance:

  • Subject: Exchange System ID Enhancement Impact

  • Description: <Provide a brief explanation of the impact and what you need to change>

  • Please submit this information to us by May 5, 2023.

Test Environment

The timeline for supporting the expanded ids in the API1 Test environment is late May 2023. A specific date will be shared in the coming weeks.

A supplementary note from OnixS on potential technical impacts of this change:

This change does not affect the current OnixS ICE iMpact Market Data, FIX Order Server, Private Order Feed (POF) or Trade Capture (TC) SDK implementations or associated FIX dialects. OnixS do not have types assigned to tags, so the OnixS SDKs returns all values as 'string'.

But it could cause integration issues in the customer specific integration code if this code is processing values according to the types specified in the ICE specification documents. e.g. the field OrderID<37> is marked as 'int' in the ICE Trade Capture (TC) spec, so now it will be necessary to process them as long, int64 or string types to avoid conversion errors due to the new length.

We suggest that customers review and test their integration code for the correct processing of the impacted fields as per the "ICE Exchange System ID Enhancement" alert to avoid any negative impact from these changes.

API Notice - Exchange System ID Enhancement

ICE Exchange System ID Enhancement

OnixS is broadcasting an ICE API Notification that potentially could affect customer's processing code.

There are several tags and/or fields supported in ICE’s Derivative Trading Exchange APIs where ICE generated ids are disseminated out to client applications. While we do not have any stated maximum lengths on the ids, and therefore expect any client impact to be limited; historically the id lengths have been up to 9 digits. As exchange volumes have continued to increase, we have a need to increase the range to account for growth. As such, the range will be expanded to support up to 14 digits

ICE tags format changes

Implementation Plan

Production Environment

Support for the increased range is being added to the Exchanges Q3 2023 release that is tentatively scheduled to go live in late August. However, while we will build in the ability to support up to 14 digits, we do not plan to enable the expanded support in production on day one of the Q3 exchange release. We will announce a rollout schedule for the production enablement at a later date.

For planning purposes, any customers who might need to make changes are strongly encouraged to complete and rollout those changes to production on or around the exchange live date at the latest. This will help to ensure your applications’ readiness when production enablement begins post release.

Any customers who need to make changes are required to inform us by submitting a support case to us at http://service.ice.com  using the Non-Production Support case form at your earliest convenience.

When submitting your case please use the following guidance:

  • Subject: Exchange System ID Enhancement Impact

  • Description: <Provide a brief explanation of the impact and what you need to change>

  • Please submit this information to us by May 5, 2023.

Test Environment

The timeline for supporting the expanded ids in the API1 Test environment is late May 2023. A specific date will be shared in the coming weeks.

A supplementary note from OnixS on potential technical impacts of this change:

This change does not affect the current OnixS ICE iMpact Market Data, FIX Order Server, Private Order Feed (POF) or Trade Capture (TC) SDK implementations or associated FIX dialects. OnixS do not have types assigned to tags, so the OnixS SDKs returns all values as 'string'.

But it could cause integration issues in the customer specific integration code if this code is processing values according to the types specified in the ICE specification documents. e.g. the field OrderID<37> is marked as 'int' in the ICE Trade Capture (TC) spec, so now it will be necessary to process them as long, int64 or string types to avoid conversion errors due to the new length.

We suggest that customers review and test their integration code for the correct processing of the impacted fields as per the "ICE Exchange System ID Enhancement" alert to avoid any negative impact from these changes.