Friday, 30 September 2016

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.11.0.0

Bug

  • [NCMMDH-288] - Major Update: "Tag 83 does not exist in fieldset or is not UnsignedInteger" error while processing MBO incremental 43

Monday, 26 September 2016

Release Notes - C++ Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers - Version 4.0.0.0

Improvement

  • [CPPEEMDIRDI-491] - Become ready to Introduction of Release 4.0 on 21 November 2016

Thursday, 22 September 2016

Release Notes - C++ CBOE CMi 2.0 Trading Handler - Version 1.1.1.0

Task

Monday, 19 September 2016

Release Notes - C++ CME MDP3 Market Data Handler - Version 3.8.0.0

Bug

  • [CCMEMDH-744] - Handler fails to process market data containing MBO-related changes.

Improvement

  • [CCMEMDH-743] - Make Handler recognize new MBO snapshot feeds

Friday, 9 September 2016

Release Notes - Java Hotspot ITCH Market Data Handler - Version 1.4.1

Improvement

Bug

  • [JAVAHOTSPOTITCH-29] - Incoming date cannot parsed, when several instances of Handler were created

Friday, 12 August 2016

Release Notes - Java FIX Engine - Version 1.24.0

Improvement

  • [JAVA-1385] - Verification of FIX dialect
  • [JAVA-1376] - OrigSendingTime for the Sequence Reset(Gap Fill) and resent messages should be specified with milliseconds precision
  • [JAVA-1353] - Update stack trace of Session.logonAsInitiator method exceptions
  • [JAVA-1346] - Message.get(Tag.BeginString) and Message.getVersion() should return same value
  • [JAVA-1329] - Ignore token while finding acceptor for incoming connection.
  • [JAVA-1307] - TimestampProvider should populate SendingTime tag as well
  • [JAVA-1196] - Specify ApplVerID(1128) tag optionally to the outgoing messages

Bug

  • [JAVA-1371] - Exception is thrown during engine shutdown process
  • [JAVA-1319] - Incorrect internal session object state after logout confirmation timeout
  • [JAVA-1125] - Override mode of the FIX dictionary removes session level messages

New Feature

  • [JAVA-1337] - Iterator support for GroupInstance class
  • [JAVA-1336] - GroupInstance Group.getEntry(int index)
  • [JAVA-1335] - FIX Repeating GroupInstance implementation
  • [JAVA-1298] - GroupInstance single instance of FIX Repeating Group
  • [JAVA-1252] - FixBlock.getSize() method
  • [JAVA-1243] - Iterator support for Group class

Task

Friday, 29 July 2016

Release Notes - C++ FIX Engine - Version 3.21.0.0

Improvement

  • [CPP-2415] - Add an information about Session::send method behavior in the disconnected state
  • [CPP-2395] - Improve the handling of Session::logout() from inbound callbacks
  • [CPP-2392] - Add information about Tick-to-Trade latency measurement to FAQ
  • [CPP-2379] - "Failover" section should be added to Programming Guide
  • [CPP-2378] - Market Segment Gateway failover logic should be added to CME Trading Client reference implementation
  • [CPP-2358] - Describe the Component Block in the Editing Dictionaries Descriptions page
  • [CPP-2355] - Add information about the internal warning to FAQ
  • [CPP-2340] - Use '-' separator in Reject Reason field instead of ','
  • [CPP-2338] - Update ICAP EBS Ai FIX Trading Client sample to 1.9 specification
  • [CPP-2326] - Add a note that the custom Logon from logonAsInitiator is used during reconnection
  • [CPP-2324] - Add information about trailing zeros of decimal values
  • [CPP-2316] - Add question about "Cannot transform Double value into decimal" exception to FAQ
  • [CPP-2304] - Support sequence gap before logout response
  • [CPP-2302] - Improve EbsSpotAiTradingClient sample
  • [CPP-2288] - Support ICE FIX Order Routing v3.4.10
  • [CPP-2238] - Add more details about the "ThreadPool" connection mode
  • [CPP-2221] - Thread options support for SSL sessions

Bug

  • [CPP-2411] - Scheduler does not work properly when the Scheduler.utcTimeUsage property is true
  • [CPP-2410] - Scheduler does not work properly when the LocalTimeUsage FIX Engine setting is true
  • [CPP-2397] - Message Grouping property is not being set for acceptor session
  • [CPP-2247] - Sequence gap state is not reset in case of an exception during processing of incoming message

New Feature

  • [CPP-2402] - Add the "async" parameter to Session::logout(..) methods
  • [CPP-2372] - CME TradingClient update - new Nanosecond Timestamp field (tag 5979-RequestTime)
  • [CPP-2371] - Add MessageFieldsIteration sample
  • [CPP-2357] - Iterator for Message/Group classes
  • [CPP-2353] - Session::resetLocalSequenceNumbersOnLogon
  • [CPP-2323] - SessionScheduler::utcTimeUsage
  • [CPP-2306] - BREAKING CHANGE: SessionScheduler::reconnectAttempts and SessionScheduler::reconnectInterval settings
  • [CPP-2294] - "Venue Specific Settings" pages
  • [CPP-2277] - ThisThread::id
  • [CPP-2276] - ThisThread::policy
  • [CPP-2275] - ThisThread::priority
  • [CPP-2274] - EngineSettings::serviceThreadPolicy
  • [CPP-2273] - EngineSettings::serviceThreadPriority
  • [CPP-2234] - Session::considerRejectOnResendRequestAsGapFill(bool value) method
  • [CPP-2223] - Zero-Copy Feature
  • [CPP-2217] - OnixS::FIX::Session::sendSpinningTimeoutUsec(..)

Thursday, 28 July 2016

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.10.0.0

Improvement

  • [NCMMDH-268] - Add templates v7 support
  • [NCMMDH-234] - Validate setting of using of A and B feeds for all feed types