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FIX Antenna C++/.NET v2.23.0 (r241)
New Features and improvements
- CME Secure Login support has been added. Refer to How to connect to CME Globex using Secure Logon for more information;
- A new threading mode has been added (SocketOpPriority = DIRECT_SEND). Refer to SocketOpPriority description for more information;
- Queuing strategy for handling gaps has been added. Refer to How to set strategy for processing out-of-sequence messages.
Documentation
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Extension Packs
- FIX 5.0 SP2 dictionary has been updated with 237-240 Extension Packs.
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- IntradayLogoutTolerance=false is ignored when SocketOpPriority is AGGRESSIVE_SEND_AND_RECEIVE;
- MIC codes are outdated in FIX/FIXML dictionaries;
- nowUTCDateOnly() function returns an incorrect year;
- Bovespa MD Adapter - chunked messages are processed incorrectly;
- Bovespa MD Adapter - memory leak during the recovery procedure;
- Bovespa MD Adapter - TCP Replay works incorrectly.
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FIX Antenna C++/.NET v2.22.0 (r232)
New Features and improvements
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FIX Antenna C++/.NET v2.21.0 (r221)
New Features and improvements
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FIX Antenna C++ v2.20.2 (r214)
MOEX Spectra Market Data Adapter:
New FAST gate v1.4.2 is now supported:
Spectra adapter dictionary fixdic50sp2spectra.xml has been updated based on the new templates.xml.
Support of Sequence Reset messages has been added.
- Article "How to use multiple Security Definition feeds for instrument subscription in MOEX Spectra MD Adapter" has been added.
Fixed bugs:
- SpectraClient Sample processes snapshots incorrectly.
FIX Antenna 2.20.1
July 7, 2017
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New Features and Improvements
Extension Packs:
- FIX 5.0 SP2 dictionary is updated with EP217 - EP222 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.
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- High-resolution timestamps are supported in session logs as a part of MIFID II requirements. Please see FIX Engine parameters - Storages for details.
- Log level about connection attempt without logon are changed from ERROR to WARN.
- Thread names logging is supported. Please see FIX Engine parameters - Log.File.Format for details.
API improvements
- Public API is extended for Repeating Groups in FIXAntenna C++. Please see How to work with Repeating Groups for more details.
Critical bugs and fixes
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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)
New Features and Improvements
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:
- MOEX Spectra Market Data Adapter and MOEX ASTS Market Data Adapter have compatibility issues.
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:
- Support of new version of FAST Gate 1.3.0 for Derivatives Market functionality has been added.
- Ability to bind data feeds to specific NIC has been added.
MOEX ASTS Market Data Adapter:
- Support of new version of FAST udp multicast marketdata 4.5 functionality has been added.
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- Ability to utilize environment variables in configuration files has been added.
Please see How to configure properties with environment variables article for more details.
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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
FIX Antenna C/C++ v2.17.2 (r108)
Extension Packs:
- FIX 5.0 SP2 dictionary has been updated with 209-216 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.
- Dictionary and FAST template have been updated for Spectra FAST gate (supported from version 1.2.3).
FIXAntenna Samples:
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- 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.
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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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