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  • Timestamps with increased precision can be validated in incoming messages (in UTCTimestamp, UTCTimeOnly  , TZTimestamp , TZTimeOnly)
  • Timestamps in SendingTime (52), OrigSendingTime (122) are filled with configurable precision (per-session configurable property)
  • Public API is extended to operate timestamps with additional precision

Logging improvements

  • [BBP-7137] – Logging format is changed for a number of cases:

Validation Errors

Old Category

Old Format

New Category

New Format

ERROR

Required tag missing [RefSeqNum: 1148, RefTagID: 55, RefMsgType: 6]

WARN

Required tag Symbol (55) is missing in message Indication of Interest (6) with sequence number 1148.

ERROR

Incorrect field data format. Incorrect integer value: '1000000.23' [RefSeqNum: 399, RefTagID: 27, RefMsgType: 6]

WARN

Incorrect integer value in tag IOIQty (27): '1000000.23' in message Indication of Interest (6) with sequence number 399.

ERROR

Incorrect field data format. Incorrect float value: '1.3060876925930742E36' [RefSeqNum: 2412, RefTagID: 44, RefMsgType: 6]

WARN

Incorrect float value in tag Price (44): '1.3060876925930742E36' in message Indication of Interest (6) with sequence number 2412.

ERROR

Tag specified without a value [RefSeqNum: 2691, RefTagID: 699, RefMsgType: 6]

WARN

Tag BenchmarkSecurityID (699) is specified with no value in message Indication of Interest (6) with sequence number 2691.

ERROR

Incorrect field data format. Incorrect field size: 8 [RefSeqNum: 2, RefTagID: 52, RefMsgType: B]

WARN

Incorrect field value size in tag SendingTime (52): [expected between 17 and 30, actual 8] in message News (B) with sequence number 2.

ERROR

Incorrect field data format. Field value does not meet ValBlock conditions. Value: 'X' [RefSeqNum: 2, RefTagID: 54, RefMsgType: D]

WARN

Field value 'X' does not meet ValBlock dictionary conditions in tag Side (54) in message New Order - Single (D) with sequence number 2.

ERROR

Tag specified without a value [RefSeqNum: 2, RefTagID: 115, RefMsgType: 1]

WARN

Tag OnBehalfOfCompID (115) is specified with no value in message Test Request (1) with sequence number 2.

ERROR

Incorrect field data format.  [RefSeqNum: 2, RefTagID: 52, RefMsgType: 1]

WARN

Incorrect field data format in tag SendingTime (52) in message Test Request (1) with sequence number 2.

Parsing Errors

Old Category

Old Format

New Category

New Format

ERROR

Tag not defined for this message type. Parsing stopped at column: 63 [RefSeqNum: 2, RefTagID: 11, RefMsgType: B].

WARN

Tag 11 is not defined for this message type. Parsing stopped at column: 63 in message B with sequence number 2.

ERROR

Tag not defined for this message type. Parsing stopped at column: 240 [RefSeqNum: 129, RefTagID: 10, RefMsgType: 6].

WARN

Tag CheckSum (10) must not be present inside repeating group with leading tag 100, but found there. Parsing stopped at column: 240 in message 6 with sequence number 129.

ERROR

Tag appears more than once. Parsing stopped at column: 42 [RefSeqNum: 3, RefTagID: 34, RefMsgType: B].

WARN

Tag MsgSeqNum (34) appears more than once. Parsing stopped at column: 42 in message B with sequence number 3.

General improvement for all other Validation and Parse Errors

Old Format

New Format

[RefSeqNum: <seqNum>, RefTagID: <tag>, RefMsgType: <msgType>]

in tag <tagName> (<tag>) in message < msgTypeName> (<msgType>) with sequence number <seqNum>.

Other Errors

Old Category

Old Format

New Category

New Format

ERROR

Error during processing Logon message from <host>:<port>: Cannot find the acceptor for the <<targetCompID>, <senderCompID>, <sessionQualifier>> session.

WARN

Error during processing Logon message from <host>:<port>: Session with SenderCompID=<senderCompID>, TargetCompID=<targetCompID>, SessionQualifier=<sessionQualifier> is not found.

WARN

Incoming message is received which was previously handled. Message is ignored. [RefSeqNum: 3798, RefMsgType: 6]

INFO

Ignoring Incoming message Indication of Interest (6) with sequence number 3798. The message was processed earlier.

INFO

Message was received with SeqNum that was proceed earlier. Message was skipped.

-           

The message was removed since it duplicates the message above

ERROR

The incoming message has a sequence number (1) less than expected (2) and the PossDupFlag is not set. This indicates a serious error. [RefSeqNum: 1, RefMsgType: D]

ERROR

The incoming New Order - Single (D) message has a sequence number (1) less than expected (2) and the PossDupFlag is not set. This indicates a serious error.

 

Critical bugs and fixes

The following bugs have been fixed:

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  • 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)

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MOEX Spectra Market Data Adapter:

  • Field SecurityId in messages Security Definition, Security 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)

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  • 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

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

FIXAntenna Samples:

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  • 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)

Bugfixes

  • Presence of required fields in the message is not checked when using additional.xml
  •  Bovespa MD Adaptor fails to process chunks when unordered

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 

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  • 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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