Bug
- [CPPEUREXMDH-196] - Empty fields in user-created strategy.
Monday, 21 May 2012
Release Notes - C++ Eurex EBS Market Data Handler - Version 3.4.2.1
Tuesday, 15 May 2012
Technical Informational Note: CME FIX/FAST Market Data Operators Release update and the OnixS directConnect: CME Market Data Handler implementations
Technical Informational Note:
CME FIX/FAST Market Data Operators Release update and the OnixS directConnect: CME Market Data Handler implementations
Tuesday: 15th May 2012 - The CME published a Critical System Update alert on the 7th May regarding changes to the FIX/FAST template operators on the CME Market Data feed. This is an technical advisory regarding this change.
Effective Sunday, 3rd June, 2012, the field operators (copy, default, delta and increment) will be removed from the CME FX futures channels 11 and 60 in the production environment.
These operators will be removed from all production FIX/FAST channels on the CME Market Data Platform by Sunday, 4th November, 2012. Detailed schedules for every channel will be published in the CME Globex and Market Data Notices.
New templates will be required for the impacted channels. The new templates for the 3rd June change are currently available in New Release, and also in Production as of Sunday, 13th May. CME Group recommends customer systems pull the templates from the CME Group ftp site every week, prior to Sunday startup.
These changes are available on all FIX/FAST channels in the New Release environment on Monday, May 14.
Other than the updates to the CME FIX/FAST Decoding templates as advised in this CME alert, there are no OnixS software update required to existing OnixS directConnect: CME Market Data Handler implementations for this change.
- Ends -
Monday, 14 May 2012
Release Notes - Java CME FIX/FAST Market Data Handler - Version 1.6.11
Improvement
- [JAVACMEFAST-97] - Use single thread on Feed A and Feed B if handler feeds use same port
Friday, 4 May 2012
Release Notes - Java FIX Engine - Version 1.9.41
Bug
- [JAVA-469] - FAST/FIX Decoding Exception
Improvement
- [JAVA-470] - Add bug report page
- [JAVA-471] - Check Engine is inited in the Decoder and Encoder
- [JAVA-480] - Explain SessionListenerDelayWarningThreshold property
Task
Wednesday, 14 March 2012
Release Notes - C++ CME FAST Market Data Handler - Version 2.13.1.2
Release Notes - C++ CME FAST Market Data Handler - Version 2.13.1.2
Improvement
- [CPPCMEFAST-316] - Security Definitions should NOT be filtered anymore
- [CPPCMEFAST-319] - CME PriceLevel object should break down/distinguish between implied and direct quantity when obtained from a consolidated order book
- [CPPCMEFAST-325] - Encapsulation of public fields into inline members desired for PriceLevel structure.
- [CPPCMEFAST-344] - Heartbeats received via snapshot channel should be ignored
- [CPPCMEFAST-347] - By default Sample Application should replay canned data from Cert environment
- [CPPCMEFAST-349] - Copyright year should be changed from '2004-2011' to '2005-2012'
- [CPPCMEFAST-350] - In all publich *.h files, internal files as well as sample programs the copyright year should be set to 2005-2012.
- [CPPCMEFAST-351] - "Conectivity troubleshooting" section should be added to Programmer's Guide
- [CPPCMEFAST-354] - Ability to get order books from snapshots when no live data is available
Information Request
- [CPPCMEFAST-318] - Track Level 1 data only?
- [CPPCMEFAST-355] - Warning message
New Feature
- [CPPCMEFAST-71] - Handler::addSecurityDescriptionFilter(..) method is needed
Task
- [CPPCMEFAST-337] - Publish Programmer's Guide on-line
Thursday, 8 March 2012
Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 2.10.0.0
Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 2.10.0.0
Bug
- [CPPICEIMPACT-132] - Not always receiving onMulticastMessageBlockEnd() with expected MarketType value
- [CPPICEIMPACT-123] - CPU usage is 100%
- [CPPICEIMPACT-129] - maximumNumberOfSnaphotRecoveryAttempts = 1 does not appear to work
- [CPPICEIMPACT-123] - CPU usage is 100%
Improvement
- [CPPICEIMPACT-134] - Send information on which marketIDs have been updated in onMulticastMessageBlockEnd
- [CPPICEIMPACT-130] - Send out messages while handler is waiting for snapshots
- [CPPICEIMPACT-131] - MessageInfo to also include the base sequence number of packet
- [CPPICEIMPACT-121] - Threading model in the handler
New Feature
- [CPPICEIMPACT-124] - Support iMpact Multicast Feed Message Specification version 1.1.11
- [CPPICEIMPACT-125] - Support iMpact Multicast Feed Message Specification version 1.1.12
- [CPPICEIMPACT-122] - Report session number and message sequence number
Task
- [CPPICEIMPACT-128] - Prepare build to check timeout in message queue
Download details:
Distribution and evaluation downloads available upon request. Email support@onixs.biz
Release Notes - C++ Eurex EBS Market Data Handler - Version 3.4.1.3
Release Notes - C++ Eurex EBS Market Data Handler - Version 3.4.1.3
Bug
- [CPPEUREXMDH-150] - Missing price level in Eurex EBS
Improvement
- [CPPEUREXMDH-156] - Improve subscribe/unsubscribe
- [CPPEUREXMDH-158] - Snapshot retries to be logged as a warning
- [CPPEUREXMDH-159] - Improve top of book management
- [CPPEUREXMDH-167] - Decreased latency
- [CPPEUREXMDH-171] - Setting::networkInterface_ member should be shown in Sample applications
- [CPPEUREXMDH-174] - ExecutingSystemTypes should be documented
- [CPPEUREXMDH-175] - GatewayLocationIdentifiers should be documented
- [CPPEUREXMDH-176] - LevelUpdate should be documented
- [CPPEUREXMDH-177] - MatchingTypeCodes should be documented
- [CPPEUREXMDH-178] - Snapshot should be documented
- [CPPEUREXMDH-179] - StratMatchCodes should be documented
- [CPPEUREXMDH-181] - Update Benchmark sample
New Feature
- [CPPEUREXMDH-154] - Benchmark Sample
Task
- [CPPEUREXMDH-145] - Latency optimization (decreased up to 40%)
Download details:
Distribution and evaluation downloads available upon request. Email support@onixs.biz
Release Notes - .NET Eurex EBS Market Data Handler - Version 3.4.0.4
Release Notes - .NET Eurex EBS Market Data Handler - Version 3.4.0.4
Improvement
- [DNEBS-61] - Latency optimization
Download details:
Distribution and evaluation downloads available upon request. Email support@onixs.biz
Release Notes - C++ LIFFE CCG Binary Trading Handler - Version 1.15.0.0
Release Notes - C++ LIFFE CCG Binary Trading Handler - Version 1.15.0.0
Improvement
- [CPPUTPCCG-88] - More information is required when unable to connect to the exchange
New Feature
- [CPPUTPCCG-89] - Provide all messages sent & received
Download details:
Distribution and evaluation downloads available upon request. Email support@onixs.biz
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