FIX Antenna HFT 1.0.16 - Release Notes

FIX Antenna HFT 1.0.16 released on 27th of February 2024

New Features and Improvements

• A new audit trail tool has been introduced to satisfy the requirements for CME iLink 3 certification.
• LiteFixMessage now allows for tags with numbers higher than 65535.
• The logs converter tool has been updated to support CME MDP 3 and BrokerTec protocols.
• Users can now substitute the default iLink 3 binary parser with a custom parser implementation.
• FIX Antenna HFT can now handle several FIX sessions with the same SenderCompID and TargetCompID by using the FIXCompIdCutoffMarker property.
• Added ability to set iLink 3 SendingTimeEpoch automatically for the messages that support it.
• Introduced the ability to measure latency before data is sent through the socket and comprehensive measurement of full processing latency while sending.

Critical bugs and fixes:

• FIX Antenna HFT has been fixed to allow for the establishment of a FIX session when connected to CME BrokerTec.
• A segmentation fault caused by the UseTCPDispatcher property being set to 'true' and receiving incomplete initial FIX message data is now resolved.
• The iLink3_logs_converter now correctly populates audit fields (6, 28) for Order Cancel or Cancel Replace Reject messages.

FIX Antenna HFT 1.0.14 - FA 2.9.53 Release Notes

FIX Antenna HFT 1.0.14 based on FIX Antenna 2.9.53.276 released on 28th of April 2021

New Features and Improvements

• Added support of iLink3 binary protocol v7. Details can be found at iLink3 support guide page .
• Added iLink3 binary logs to FIX/ HumanReadable converter available as sample.
• Added CME Audit Trail report generation tool available as sample.

FIX Antenna HFT 1.0.13 - FA 2.9.51 Release Notes

FIX Antenna HFT 1.0.13 based on FIX Antenna 2.9.51.213 released on 3^rd of April 2019

Breaking changes:

• Library for platform RHEL 6 using C++ 98 ABI is deprecated and will be removed from the package starting next release

• Restored FIX-Protocol compatibility when a session is terminated if re-transmitted GapFill (35=4) message does not have PossDup flag (43=Y).
  The previous behavior can be enabled with the following configuration set:

  Code Block
  language xml title engine.properties
  AllowMessageWithoutPossDupFlag = true AllowGapFillWithoutPossDupFlag = true

  
  

• Rejected messages are not filtered out and replaced with gap-fill messages in resend request replies.

  Info
  The counterparty now is responsible for increment sequence numbers in case of rejecting invalid messages in order to prevent endless resending.

  
  

• Changed naming convention libV12-gcc63-MD-x64.so → libV12-gcc52-MD-x64.so. 

  Info
  The C++11 ABI is compatible with GCC 5.x and above so library can be used with any GGC newer 5.1.

  The libraries libV12-gcc48-MD-x64.so and libV12-gcc44-MD-x64.so are considered as depreciated. Support C98 Standard and Red Hat 6 platform will be discontinued in one of the next releases.
  

• (SD4906754)  Engine::SessionsManager::onIncomingConnection callback API has been extended with delivering the port number for accepted connection.

  Info
  The method signature was changed. User's application modification is required.

  
  

New Features and Improvements

• Added a new session property AllowGapFillWithoutPossDupFlag to support some exchanges that stepping aside from FIX protocol restrictions and sending GapFill (35=4) messages without PossDup flag (43=Y) and avoid such sessions termination.

• Add smart delay balancing logic to avoid wrong unsuccessful attempts of system calls to map cache of persistentCached storage type in case of very large log files being opened simultaneously.
• Speedup detection of corrupted storages

• (SD4906754) Added public API methods: FAProperties::getListenPorts(), FixEngine::getListenPorts() which returning a list of ports for acceptors. 

• (SD4906754) Added public API methods: FAProperties::getNonAccelListenPorts(), FixEngine::getNonAccelListenPorts() which returning a list of ports for acceptors using non-accelerated dispatcher. 

  Info
  The list of non-accelerated ports is used only when OpenOnload accelerated dispatcher is enabled so all ports are accelerated

  
  

Critical bugs and fixes:

• (SD4998782) Fixed a bug when the engine can try to close random file descriptors at destroying.
• Fixed a bug when the engine stops sending heartbeats to all sessions if one session is locked e.g. due to long processing of the resend request message.
• Fixed a bug when any resend requests processing takes too much time (several seconds) on the large FIX-messages storages (about 10 GB).

Logging improvements:

• (SD4906754) A log record about incoming connection event has been extended with ip and port that have accepted the connection

  text has been changed:
  Previous message	<severity> <timestamp> <thread> [Engine] - New incoming connection was detected (from <target ip>:<target port>).
  Current message	<severity> <timestamp> <thread> [Engine] - New incoming connection was detected (from <target ip>:<target port> to <local ip>:<local port>).

  
  

Known issues

• New Incoming connection event is raised on any small amount of received data (e.g. even 1 byte)
• OpenOnload accelerated dispatcher and standard dispatcher act differently if an incoming invalid message has sequence lower than expected. Standard dispatcher disconnects sessions according to FIX-protocol recommendations but OpenOnload accelerated dispatcher keeps the session alive. 

FIX Antenna HFT 1.0.11 Release Notes

FIX Antenna HFT 1.0.11 released on 13 April 2018

New Features and Improvements:

• Search in the FIX Antenna HFT Programmer's Guide has been added

The following bugs have been fixed:

• Failures on flushing session log cache lead to FIX Engine termination
• Session picks up logs of previous year instead of the latest logs from the log directory
• EchoServer sample: engine.log contains messages without logging level and spaces

FIX Antenna HFT 1.0.10 Release Notes

New Features and Improvements

• Allowed to pause/resume session socket reading to prevent overload on the application side, see “Router” sample for more details.
• Introduced ability to deliver SessionLevelReject LiteFixMessage in the same form as application level LiteFixMessages, see “Router” sample for more details.Limited attempts to deliver incoming message to the last busy (not-ready) session in order to avoid delay in processing incoming messages in other sessionsa new callback Engine::Application::onSessionLevelRejectEvent used for passing FIXMessageProcessElem flags toLiteFixMessage Rejects (35=3) , see "Router" sample for more details.
• Added error message in the log file for the case when PossDupFlag(43) is required but absent in the incoming message.

...

• Session onLogout callback is called twice in some cases
• Data races result in timer Timer thread sometimes doesn't call ThreadsPool::Listener::onNewThreadCreated() (callback that allows a user to setup thread affinity)
• canThrottle flag is always set to “false”

...

The following bugs have been fixed:

• TCP reader stops reading in some cases on receiving new connection
• Milliseconds are truncated after serialization for fields with types UTCTimestamp and UTCTimeOnly when milliseconds value is 000

FIX Antenna HFT 1.0.7 Release Notes

...

• Processing of garbled messages is incorrect
• Tag 122 in Sequence Reset (4) message should be same as tag 52 (including milliseconds)
• Session A session is hanging on receiving non-valid Logon message