Release Notes - CME Drop Copy C++ - Version 5.7.0

Task

• [CPPCMEDRCPY-202] - CME DC November 2023 update

Release Notes - TradeWeb TradeXpress update 100.86

Update details: OnixS FIX Support Pack update for TradeWeb TradeXpress - update for FIX API specification <100.86>

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

onixs-tradeweb-tradexpress-client-java-2.4.0-bin.tar.gz

onixs-tradeweb-tradexpress-client-java-2.4.0-bin.zip

Download authentication credentials:

User: java
Password: UB7c60q0cdaIgLiBfPV0q

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

TradeWebFixDialect.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 Core / .NET 6 FIX Engine
• C++ FIX Engine
• Java FIX Engine
• .NET Framework FIX Engine

 

Release Notes - .NET Framework FIX Engine - Version 4.11.0.0

Improvement

• [DOTNET-3942] - Support header/trailer XML nodes in QF dictionaries
• [DOTNET-3941] - Improve processing of the receive timeout when the heartbeat interval equals to zero
• [DOTNET-3940] - Add 'indent' and 'endOfLineDelimiter' parameters to Message.toXml()/Message.toJson() methods
• [DOTNET-3918] - Support service packs in QuickFIX dictionaries

New Feature

• [DOTNET-3935] - Session.LogonAsInitiatorAsync() should perform asynchronous connect

Task

• [DOTNET-3923] - Add latest EP287 to the engine package

Release Notes - FIX Engine C++ - Version 4.11.0

Task

• [CPP-4601] - Support Ubuntu 24.04
• [CPP-4543] - Add latest EP287 to the engine package

Improvement

• [CPP-4600] - Support header/trailer XML nodes in QF dictionaries
• [CPP-4594] - Improve processing of the receive timeout when the heartbeat interval equals to zero
• [CPP-4581] - Add 'indent' and 'endOfLineDelimiter' parameters to Message::toXml()/Message::toJson() methods
• [CPP-4568] - Throttling Buy Side sample
• [CPP-4566] - Throttling Sell Side sample
• [CPP-4554] - Add the move semantic to the FlatMessage class
• [CPP-4529] - Support service packs in QuickFIX dictionaries
• [CPP-4519] - Add information about log levels of FIX Engine's log
• [CPP-4516] - Support Batch Sending in the TCPDirect mode
• [CPP-4496] - Change the difference_type to ptrdiff_t in Message/Group iterators
• [CPP-4494] - Add the move semantic to the Message class

New Feature

• [CPP-4588] - Add TimeoutTimer class
• [CPP-4578] - SSL SNI support
• [CPP-4564] - Add the Throttler utility class
• [CPP-4537] - Add Session::tryThrottle() method
• [CPP-4513] - Add the SessionScheduler::isScheduled(..) method
• [CPP-3912] - Session::logonAsInitiatorAsync() should perform asynchronous connect

Release Notes - Eurex T7 Market and Reference Data Interfaces (EMDI, EOBI, RDI) Handlers C++ - Version 16.1.2

Task

• [CPPEEMDIRDI-1042] - Support Ubuntu 24.04

Release Notes - CME iLink 3 Binary Order Entry C++ - Version 1.18.1

Task

• [ILINKBOECPP-989] - Add Ubuntu 24.04 build

New Feature

• [ILINKBOECPP-975] - Session::connectAsync() should perform asynchronous connect

Release Notes - CME MDP Premium Market Data Handler C++ - Version 5.8.6

Improvement

• [CCMEMDH-1928] - Add Ubuntu 24.04 build

Release Notes - CME MDP Premium Market Data Handler C++ - Version 5.8.5

Bug

• [CCMEMDH-1925] - Segfault during pcap replay

Release Notes - ICE iMpact Multicast Price Feed Handler C++ - Version 8.16.0

New Feature

• [CPPICEIMPACT-1326] - Support iMpact Multicast Feed Message Specification version 1.1.49 (May 10, 2024)
• [CPPICEIMPACT-1302] - Add `TrackTopOfTheBookOnly` sample

Improvement

• [CPPICEIMPACT-1320] - Change default values for maximum size of snapshot/live queue
• [CPPICEIMPACT-1319] - Update SecuritySubType enum to version 4.4 (March 1, 2024)
• [CPPICEIMPACT-1291] - BREAKING CHANGE: Type migration from `short` to `int` for `NewOptionsMarketDefinition::NumOfCycles`
• [CPPICEIMPACT-1290] - BREAKING CHANGE: Use `IPLHoldType` enum for `IntervalPriceLimitNotification::HoldType`

Release Notes - CME MDP Premium Market Data Handler C++ - Version 5.8.4

Improvement

• [CCMEMDH-1924] - Pcap replay: skip cut short packet at the and of file

Bug

• [CCMEMDH-1916] - Direct & implied book updates are invoked despite disabled