Thursday, 26 July 2018

Release Notes - C++ CME MDP3 Market Data Handler - Version 4.8.0

New Feature

  • [CCMEMDH-1378] - BREAKING CHANGE: Per feed type network interfaces

Improvement

  • [CCMEMDH-1354] - BREAKING CHANGE: Better handling of pending instrument definitions
  • [CCMEMDH-1320] - BREAKING CHANGE: Better handling of MBO snapshots and queued incrementals
  • [CCMEMDH-1236] - BREAKING CHANGE: Start listening to incremental updates before instrument recovery to avoid loosing definition updates
  • [CCMEMDH-1233] - BREAKING CHANGE: Make instrument recovery resistant to errors related with the loop size
  • [CCMEMDH-1193] - BREAKING CHANGE: Price Precision Extension Support

Wednesday, 25 July 2018

Release Notes - Java FIX Engine - Version 2.3.0

New Feature

  • [JAVA-1964] - Script to install the engine jars into the local Maven repository
  • [JAVA-1942] - Implement Message.containsSame(..) method
  • [JAVA-1872] - Option to delete previous log files that are older than the configured number of days during reset seq. number

Improvement

  • [JAVA-1961] - Session.getTimestampProvider() returns timestamp provider
  • [JAVA-1960] - Session.setSpecifyApplVerIdField(..) sets whether to specify ApplVerID(1128) tag in all FIX messages when a FIX protocol version FIX 5.0 and above is used
  • [JAVA-1947] - Hide QuickFIXTranslator class from public API javadocs
  • [JAVA-1915] - FlatMessage should be used internally only when there are corresponding callback subscriptions
  • [JAVA-1913] - Sequence number of the sequence gap message should not be stored in the session storage
  • [JAVA-1880] - BREAKING CHANGE: Session with same sender and target comp id but with different FIX version should be possible to create
  • [JAVA-1776] - Add Maven build files to samples
  • [JAVA-1763] - Add "blocking note" to the sendTestRequest() method javadoc

Bug

  • [JAVA-1959] - OriginalSendingTime(122) not in the format of the custom TimestampProvider
  • [JAVA-1944] - ArrayIndexOutOfBoundsException in FlatMessage.containsSame(..) method

Task

  • [JAVA-1916] - Add typed adders, getters and setter to FlatMessage

Wednesday, 18 July 2018

Release Notes - CME MDP Market Data Handler Java - Version 3.17.3

Bug

Improvement

  • [JCMEMDH-579] - Ignore null value of TotNumReports tag in SecurityDefinition

Friday, 13 July 2018

Release Notes - CME Drop Copy .NET - Version 4.5.3.0

Improvement

Thursday, 12 July 2018

Release Notes - .NET FIX Engine - Version 3.25.0.0

New Feature

  • [DOTNET-2607] - An ability to use multiple schedule for a session
  • [DOTNET-2598] - Dialect.FieldValueDescription(..)
  • [DOTNET-2591] - StringFormat.VALUE_DESCRIPTION
  • [DOTNET-2443] - WarningEventArgs.IncomingMessageBytes property

Bug

  • [DOTNET-2603] - Deadlock when a Logout is received in reply to the Logon request during a reconnection process
  • [DOTNET-2579] - Assertion failed: closingConnection_ == NULL
  • [DOTNET-2540] - Sequence gap state is not reset for acceptor sessions in case of a connection failure
  • [DOTNET-2521] - Overflow issue when int.Max value is set to Scheduler.ReconnectAttempts property
  • [DOTNET-2456] - Wrong Heartbeat /TestRequest timeouts in ThreadPool connection mode

Improvement

  • [DOTNET-2597] - TypedMessagesGenerator should support 'Component' elements
  • [DOTNET-2593] - TypedMessagesGenerator should use the common dialect syntax for 'Type' elements
  • [DOTNET-2582] - Add all existing global validation settings to the session level
  • [DOTNET-2574] - Improve the Latency benchmark sample
  • [DOTNET-2564] - Sequence numbers should be present in the logging of session settings
  • [DOTNET-2542] - Add Secure Logon description to the Programming Guide
  • [DOTNET-2451] - Add information about the behavior when a garbled message is received to FAQ
  • [DOTNET-2444] - Add missed BytesReceived event to the "Subscribing to Session Events" page
  • [DOTNET-2439] - HighResolutionTimestamp should use the accurate time service
  • [DOTNET-2437] - Send Logon to respond to Logon message with 141=Y when the initial Logon message was sent without this flag

Wednesday, 27 June 2018

Release Notes - CME MDP Market Data Handler Java - Version 3.17.2

Improvement

  • [JCMEMDH-566] - Log replay format should be described in Programming Guide
  • [JCMEMDH-562] - Information about the CME environment should be written to the log
  • [JCMEMDH-557] - Custom Log Provider should be described in Programming Guide

Bug

  • [JCMEMDH-558] - Incorrect log entry type for mbosnapshot
  • [JCMEMDH-555] - Invalid ByteOrder in the Custom Log Replay sample

Task

  • [JCMEMDH-514] - Certify version 3.17.2 for CME for Price Precision Extension

Release Notes - FIX Engine C++ - Version 3.25.0

Bug

  • [CPP-2922] - Deadlock when a Logout is received in reply to the Logon request during a reconnection process
  • [CPP-2881] - Assertion failed: closingConnection_ == NULL
  • [CPP-2877] - Sequence gap state is not reset for acceptor sessions in case of a connection failure
  • [CPP-2820] - Wrong Heartbeat /TestRequest timeouts in ThreadPool connection mode
  • [CPP-2769] - BREAKING CHANGE: Error in a message structure of standard FIX 5.0 dictionary
  • [CPP-2765] - Issue with a concurrent initialization of FAST Decoder/Encoder
  • [CPP-2752] - Sequence gap state is not reset in case of disconnecting during processing of incoming message

New Feature

  • [CPP-2917] - Dictionary exploration interface
  • [CPP-2891] - MessageStringingFlag::IncludeValueDescription
  • [CPP-2890] - Dictionary::validFieldValues(int tagNumber)
  • [CPP-2787] - Add cryptographic functions for CME Secure Logon

Improvement

  • [CPP-2905] - BREAKING CHANGE: Move all copies of CpuIndexes typedefs to the one place
  • [CPP-2903] - Sequence numbers should be present in the logging of session settings
  • [CPP-2879] - Add Secure Logon description to the Programming Guide
  • [CPP-2871] - Add all existing global validation settings to the session level
  • [CPP-2857] - Describe a difference between FieldSet::set(..) and FieldSet::setV(..) methods
  • [CPP-2815] - Table of Contents should be added to the FAQ page
  • [CPP-2791] - Send Logon to respond to Logon message with 141=Y when the initial Logon message was sent without this flag
  • [CPP-2755] - Improve the "Manipulating real numbers" page
  • [CPP-2754] - Improve the Latency benchmark sample
  • [CPP-1671] - ThreadAffinity help class

Thursday, 21 June 2018

Release Notes - CME Audit Trail Generator - Version 3.2.0.0

Improvement

  • [CMEAUDIT-28] - Include FIX Engine in the distribution package
  • [CMEAUDIT-19] - Update FIX Engine library name

Release Notes - Java ICE iMpact Multicast Price Feed Handler - Version 1.18.0

New Feature

Improvement

  • [JAVAICEIMPACT-170] - Add information about version of supported ICE iMpact specification to the Programming Guide

Friday, 15 June 2018

Release Notes - CME MDP Market Data Handler Java - Version 3.17.1

Bug

  • [JCMEMDH-548] - NullPointerException in RegularOrderBookChangedEventArgs.toString when does not subscribed to BookUpdated callback