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FIX Antenna 2.19.0

May 4, 2017

FIX Antenna C++ v2.19.0 (r186)

New Features and Improvements

Extension Packs:

MOEX ASTS Market Data Adapter:

  • Access to tag LastUpdateTime (779) of Incremental Refresh (X) message is supported in user-level callbacks.
  • Source-specific multicast feeds is supported for Myricom DBL connectivity mode.

Logging improvements

API improvements

Critical bugs and fixes

The following bugs have been fixed:

  • Decorator-generated code has linker issues on Windows platform.
  • Tag DeliverToCompID(128) should be populated with value of OnBehalfOfCompID(115) tag of original message in case of session-level reject.
  • Recovered orders log increments appears twice in user callbacks in MOEX ASTS Market Data Adapter.

FIX Antenna 2.18.1

February 22, 2017

FIX Antenna C++ v2.18.1 (r154)

New Features and Improvements


MOEX Spectra Market Data Adapter:

  • Field SecurityId in messages Security DefinitionSecurity Status of streams FUT-INFO and OPT-INFO now contain instrument ID value, equal to that transmitted via the PLAZA II gateway.

 Critical bugs and fixes

The following bugs have been fixed:

FIX Antenna 2.18.0

February 20, 2017

 FIX Antenna C/C++ v2.18.0 (r149)

New Features and Improvements

MOEX Spectra Market Data Adapter:

 MOEX ASTS Market Data Adapter:

Performance:

  • Serialization of FAST message has been optimized, performance has been increased 2 times.

Environment Variables:

  • Ability to utilize environment variables in configuration files has been added.

Please see How to configure properties with environment variables article for more details. 

Other:

  • GCC 4.4 (x86) support will be discontinued starting from the next release.
  • ANSI C support will be discontinued starting from the next release.

Critical bugs and fixes

The following bugs have been fixed:

  • Fixdic50sp2ep.xml dictionary works incorrectly.
  • Rounding works incorrectly for very large double price values.
  • FIX Engine works incorrectly in case of logs moving.
  • Memory leak for transient storage type occurs in the case of non-gracefully terminated session.
  • Asynchronous connection for Initiator doesn't work in some cases.

FIX Antenna 2.17.3

 December 20, 2016

 FIX Antenna C/C++ v2.17.3 (r121)

New Features and Improvements

MOEX Spectra Market Data Adapter:

  • Encoding format for SecurityID field for new order log feed has been changed.

Protection:

  • Compile- and run-time checks to detect buffer overflows (FORTYFY_SOURCE option of gcc compiler) had been enabled. 

Other improvements:

  • Affinity mask support in FIXAntenna has been extended for the systems with 64 cores.

Critical bugs and fixes

 The following bugs have been fixed:

  • Adding a user with a subnet range of IP's within the "Source IP Address" field under the "Security" tab doesn't work in FIXICC.

FIX Antenna 2.17.2

November 25, 2016

FIX Antenna C/C++ v2.17.2 (r108)

Extension Packs:

Other improvements:

  • FIX session properties HiddenLogonCredentials and MaskedTags have been added to Admin protocol.
  • FIX Engine now detects and recovers broken storage on startup.
  • Boost symbols have been hidden in Linux .so to avoid compatibility issues.

MOEX Market Data Adapters:

  • Dictionary and FAST template have been updated for Spectra FAST gate (supported from version 1.2.3).

FIXAntenna Samples:

  • Config and templates have been updated in CmeMdp sample.

Critical bugs and fixes 

The following bugs and vulnerabilities have been fixed:

  • FIXAntenna won't start when disk space runs out.
  • DBL session can't be destroyed in some cases.
  • FIX connection reject reason is not logged in some cases.
  • Incoming message is considered as garbled in specific conditions.
  •  MOEX ASTS Market Data Adapter opens port on only one interface in DBL mode. 
  • Incorrect path to dictionary in BatsClient configuration file.
  • MOEX Spectra Market Data Adapter can't read initial snapshot.

FIX Antenna .NET v2.17.2 (r108)

Critical bugs and fixes

SimpleClient:

  • Send batches doesn't work for FIX 5.0 protocol.

FIX Antenna 2.17.0

August 15, 2016

...

  • Dictionary and FAST template has been updated for Spectra FAST gate (supported from version 1.2.3).

Other improvements:

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FIX Antenna C/C++ v2.15.1 (r78090), FIX Antenna .NET v2.15.1 (r74001)

FIX Antenna 2.15.0

November 3, 2015

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  • The properties in engine.properties file (SSLCertificate = cert.pem; SSLCACertificate = certCA.pem) uses EngineRoot as base if relative path is used

  • CQG MD Adaptor: converting CQG FAST 'Y'/'N' values to boolean was fixed
  • Reconnection of FIX Initiator session is allowed if SSL is used
  • Obsolete Currency tag(15) value for Turkish Lira in FIX dictionaries was excluded
  • 1128 tag will be placed to the position right after the tag 35 in case of parsing FAST message to Fix Message 

...

  • Session rejects (35=3) are visible in EventViewer
  • Added an ability to send FIX 5.0+ messages via simple client even if tag1128 is absent 

FIX Antenna 2.14.1

July 3, 2015

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