Release Notes


Latest Release Notes

Release Notes - .NET CME MDP 3 Market Data Handler - Version 3.3.0.0
Dec 31

Release details

In version 3.3.0.0 the handler is optimized for minimizing latency (50%), and reducing memory consumption and GC load by 30%. Unfortunately these changes required code breaking API changes that do impact prior integration code. These are decribed below.
Using messages and repeating groups in user threads.
There is no longer a Handler.DisposeFixMessage property. Now messages and groups can be used in events handlers only. If there is a requirement to use the corresponding objects outside of event handlers, please use System.ICloneable.Clone() method.
No more EventArgs.
Handler events are no longer instances of EventHandler delegate. Each event now provides direct access to its parameters, which were previously contained in EventArgs instance.
Old event handler:
public void OnRegularOrderBookUpdated(object sender, OrderBookUpdatedEventArgs args)
{
}
New event handler:
public void OnRegularOrderBookUpdated(Handler handler, IOrderBook book, long receivingTimestamp, long processingStartedTimestamp, DateTime sendingTime, uint messageSequenceNumber, DateTime tradeDate)
{
}
Interfaces instead of classes.
Instead of classes like Message or Group, event handlers provides arguments of inteface types OnixS.SimpleBinaryEncoding.IMessage, OnixS.SimpleBinaryEncoding.IGroup and OnixS.SimpleBinaryEncoding.IFieldSet.
Repeating groups is iterators instead of lists.
Each repeating group implements OnixS.SimpleBinaryEncoding.IGroup interface, which has OnixS.SimpleBinaryEncoding.IGroup.MoveNext() and OnixS.SimpleBinaryEncoding.IGroup.Reset() methods, which enabled iteration through group entries.

Dec 31

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.2.2
Dec 30

Bug

  • [JCMEMDH-120] - Cannot implicitly convert composite value to ScaledDecimal
Dec 30

Release Notes - Java CME MDP 3 Market Data Handler - Version 3.2.1
Dec 29

Improvement

  • [JCMEMDH-118] - Change log format to same that C++ MDP3 handler use.

Bug

  • [JCMEMDH-93] - ERROR | Cannot log packet: biz.onixs.cme.sbe.TemplateNotFoundException: Template 40 does not exist
Dec 29

Release Notes - C++ CME MDP3 Market Data Handler - Version 3.3.5.0
Dec 24

Improvement

Bug

  • [CCMEMDH-223] - Can't compile both Handler's libraries in one tool
  • [CCMEMDH-199] - Warning during Natural Refresh

New Feature

  • [CCMEMDH-113] - Millisecond precision onIdle callback
Dec 24

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 3.0.0.0
Dec 23

Story

Improvement

  • [CPPICEIMPACT-368] - BREAKING CHANGE: LogReplayListener::onReplayError should be replaced with ErrorListener::onError
  • [CPPICEIMPACT-215] - Access to price levels and market orders should be improved
Dec 23

Release Notes - Java FIX Engine - Version 1.19.0
Dec 11

New Feature

  • [JAVA-1053] - Dialect description should support Component Blocks
  • [JAVA-1051] - Session.setListenPort(int listenPort) and Session.getListenPort() methods
  • [JAVA-1047] - Session.getLocalPort() method
  • [JAVA-1038] - Option to control validation of duplicate fields
  • [JAVA-1036] - Session.setLocalPortRange(PortRange localPortRange) and Session.getLocalPortRange() methods
  • [JAVA-1034] - Group.toString() method
  • [JAVA-771] - Engine.WarningListener
  • [JAVA-770] - Engine.ErrorListener

Improvement

  • [JAVA-1046] - BREAKING CHANGE: Added validateDuplicatedField to Message class

Bug

  • [JAVA-1040] - Incorrect behaviour of WeeklyInterval
Dec 11

Release Notes - C++ ICE iMpact Multicast Price Feed Handler - Version 2.28.1.0
Dec 10

Bug

  • [CPPICEIMPACT-363] - Specified price level position (0) is out of range [0, 0).

New Feature

  • [CPPICEIMPACT-362] - New Multicast Group and Market Type for Russell Cash Indices on iMpact Multicast Price Feed
Dec 10

Release Notes - .NET FIX Engine - Version 3.17.0.0
Dec 08

New Feature

  • [DOTNET-1484] - Session.PreFill(SerializedMessage[])
  • [DOTNET-1483] - Session.SendAsIs(SerializedMessage[])
  • [DOTNET-1473] - Batch orders sending
  • [DOTNET-1472] - Configuration option to specify the usage of local time in FIX Engine log files
  • [DOTNET-1457] - Group.ToString(..)
  • [DOTNET-1447] - Support Visual Studio 2013
  • [DOTNET-1064] - Dialect description should support Component Blocks

Improvement

  • [DOTNET-1465] - Distribution packages should use the My Documents folder as the default target folder.
  • [DOTNET-1443] - Processing of nested repeating groups should be added to the Repeating Group sample

Task

  • [DOTNET-1448] - Visual Studio 2008 configurations should be removed from the package
Dec 08

Release Notes - .NET CME Cleared Trades (STP) Handler - Version 2.3.0.0
Dec 08

New Feature

  • [NETCMECTH-71] - Add PartyIDSource Property For ReportSide Parties

Bug

Dec 08
1

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