FIXEdge 6.16.1 Release Notes

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New Features and Improvements

• Enhanced Enhanced IBM MQ Transport Adapter (TA) log files to include timestamps for log entries.
• Introduced new SendForceCommitTimeMs and ReceiveForceCommitTimeMs IBM MQ TA parameters to periodically force commits on open transactions, ensuring timely message processing without dependency on batch completion.

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• FIXEdge C++ now includes Apache Camel Transport Adapter (TA) in its package which extends FIXEdge’s capability to integrate with various external systems consuming or producing data.  For example:
  • Integration with middleware such as:
  • Google PubSub / AWS Kinesis / AWS MQ / Azure ServiceBus / Azure Event Hubs / Pulsar
  • Integration with storages:
  • Local files / SFTP / AWS S3 / Azure Files
  • Conversion between formats:
  • JSON / XML / CSV / Swift MT, Swift MX / Avro
  • Integration with databases:
  • Azure CosmosDB / AWS DynamoDB / Cassandra 

• Please note, that clients can also use other Camel components from the component list suitable for their ecosystem and business needs.

  You can find examples of Camel TA configuration in the /etc/fixedge/camel-ta-distribution directory of the FIXEdge C++ standard installation.

• FIXEdge C++ now provides the ability to monitor server-level, session-level, and TA session-level live metrics.
  • The following server-level metrics can be monitored via FIXICC H2:
    • number of the received and sent messages
    • amount of the received and sent KBytes
    • incoming and outgoing messages rate
    • incoming and outgoing KBytes rate
    • CPU load
  • The following session-level metrics can be monitored via FIXICC H2:
    • number of the received and sent messages
    • amount of the received and sent KBytes
    • incoming and outgoing messages rate
    • incoming and outgoing KBytes rate
    • depth of the outgoing queue
  • The following TA session-level metrics can be monitored via FIXICC H2:
    • number of the received and sent messages
    • amount of the received and sent KBytes
    • incoming and outgoing messages rate
    • incoming and outgoing KBytes rate
• The new OnSessionLevelRejectWithSeqNumTooHighEvent event is added on BL. FIXEdge C++ launches this event when the Reject(35=3) message is received with the MsgSeqNum(34) tag value higher than expected.
• FIXEdge C++  is integrated with Prometheus. This connection is configurable via the .properties file.
• FIXEdge C++ now provides the ability to configure the DaysOff property for Kafka TA. This property defines the date and/or time when the ConnectTime and DisconnectTime properties configured for the Kafka TA session are ignored/not applied. The DaysOff property must be specified in the CRON format. Several CRON expressions separated by the ";" can be defined as values for the DaysOff, ConnectTime, and DisconnectTime properties for Kafka TA.

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• Fixed the issue when the connection to REST Admin API with SSL/TLS security was impossible.

• Fixed the issue when schedule name parameter is being ignored by FIXEdge while processing creates session request via FIX Admin session.
• Fixed the issue when parameters IncomingMessagesLimit, OutgoingQueueSizeLimit, IncomingThroughputLimit are being ignored by FIXEdge while processing creates session request via FIX Admin session.
• Fixed the issue when a session couldn't be created if it is configured to move logs.
• Fixed the issue when the Logon Handler logged INFO-level instead of WARN for authentication failures.

FIXEdge 6.11.0 Release Notes

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• 
  

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  title Kafka TA Graceful Termination by FIXEdge
  Implemented the graceful closing of the Kafka connections on stopping the FIXEdge instance.

  
  

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  title Kafka TA Scheduling
  Kafka TA has the ability to configure the session's schedule using `ConnectTime` and `DisconnectTime` parameters on a per-session basis now. The configured schedule will set the valid time interval for sending messages to Kafka instance/cluster and will not affect the availability of the session in FIXEdge's BL.

  
  

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  title Kafka TA multiple instances
  Added support for multiple Kafka TA instances in FIXEdge configuration.

  
  

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  title Kafka TA authentication
  Added support for SSL certificate authentication, PLAIN, and GSSAPI (Kerberos) authentication mechanisms in Kafka transport adaptor.

  
  

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  title Kafka TA handle a disconnection with Kafka broker
  Implemented configurable logic in Kafka TA to handle temporary disconnections to Kafka server.

  
  

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  title Kafka TA Monitoring
  Implemented the functionality in Kafka TA to allow monitoring of adaptor state and statistics through Admin interfaces.

  
  

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  title Kafka TA Data Transformation Result Logging
  Added logging for default data serialization in Kafka TA.

  
  

Changes in ICE Trade Capture Solution

• Multiple FIX Sessions to ICE are now supported.
• New Data Request Mode was implemented. Now it is possible to subscribe for Trades and Security Definitions simultaneously.

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New Features and Improvements

Changes in ICE Trade Capture Solution

• A new "InsertionTime" column has been appended to all tables. This feature saves time on row insertion time. Data is formatted as follows "YYYY-MM-DD-HH:MM:SS.sss".
• FIX dictionaries have been updated according to ICE specification (ICE Trade Capture 4.9)
  

Changes in ICE Private Order Feed Drop Copy Solution

• FIX dictionaries have been updated according to ICE specification (ICE Private Orders Feed 3.9)

FIXEdge was extended with new transport adapter for Kafka

The Rest initiator/acceptor TAs now fully support FIX 5.0+protocols.

The Rest initiator TA adapter now supports re-sending messages when faced with errors from counter-parties for particular, defined by user, codes.

The package includes samples of the systemd unit files in the systemd-support/ directory

Fixed Bugs:

• 
  

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  title The RestTA could not previously establish HTTPS connection along with the client's certificate validation
  The Rest acceptor TA now provides a list of Certificate Authorities allowed for client certificates in a CertificateRequest message on SSL handshake.

  
  

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  title JMSTA could not send extracted XML data from tag 213. Fixed property SmartXMLProcessing = true for JMS TA.
  Fixed property SmartXMLProcessing = true for JMS TA

  
  

• 
  

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  title JavaScript function (save, update) couldn’t save 0 value inwhen there was a case of Numeric column type in BL.
  Fixed the bug due to which the Java script function saveToHistory was not able to parse a zero value "0".

  
  

• 
  

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  title FE with MQ TA for Linux is building with 7 version of MQ SDK instead 8 (can lead to FE crash)
  MQ version on build machines was updated to V8.0.0.6

  
  

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  title [FE] Application level messages without tag 1128 are not processed if AsyncProcessing is enabled
  The bug has been fixed. Previously, when a session uses the FIXT11 protocol version and AsyncProcessing = true, it was still required to have the tag 1128 in messages. Now the session uses the version received from a Logon message and parses any massage without tag 1128.

  
  

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  title Rest Acceptor doesn't accept FIX messages with FIX Protocol FIX50+
  REST Acceptor TA now supports FIX50+ messages.

  
  

• 
  

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  title [FE] FIXT11 Session was not initialized due to a last message parsing error.
  Using FIXT1.1 protocol, a correct version of the session protocol is now used to validate storage on startup. This prevents occasional failures during session initialization if the last message in the *.out storage does not contain ApplVerID(1128) tag.

  
  

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  title [FE Cpp]FE corruptes message after conversion in js
  Fixed a bug in BL Convert action that leads to duplication of custom tag values (i.e. tag number > 5000) to message root from 2+ level nested repeating groups

  
  

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  title MQ TA property SslKeyRepository did not work properly with a relative path
  MQ adapter now supports relative path in the SslKeyRepository property value

  
  

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  title ICE Trade Capture: Scripts are saving CurrentDate fields to DB in local timezones
  The application now uses UTC time zone to save date and time in the SQL database during message filtration.

  
  

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• ICE TC: Implemented a possibility to disable saving 'Blocks' and 'Legs' to the DB
• ICE TC: Speed up filtering and inserting records to DB
• Dictionaries were updates according to last specification (ICE TC 4.7, ICE POF 3.8) 
• Strategy harmonization conformance testing has been passed
• The default value of FixLayer.FixEngine.Session.ICESession.AsyncProcessing.QueueSizeLimit parameter is set to -1 (Unlimited queue size)
• SecDefs messages limitation of 256 000 bytes was increased up to 1 024 000 bytes

REST Admin API 

• Rest Admin API was extended with FIX session management API:
  • get FIX session status
  • get FIX session statistics
  • Restart a FIX session
• Configuration support absolute paths
• Ability to specify network interface for listening
• Plain HTTP mode was added for debugging \testing purposes

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• FIX 5.0 SP2 dictionary has been updated with 252 Extension Packs.

Latest FIX Antenna C++ under the hood:

• FIXEdge has been built with FIXAntenna 2.27.1 with changed logging format for a number of cases. See FIX Antenna C++ Release Notes for more details.

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• The latest version of FIXICC 2.10.19 comes with the FIXEdge.

Fixed Bugs

• FIXEdge failures if updateHistory function is called with incorrect number of arguments
• REST Admin API couldn't create a session if parameters InSeqNum,OutSeqNum,StorageType were not specified
• FIXEdge requires both VS 2010 and  VS 2015 redistributable libraries packages
• Unsent messages from JMS TA might be lost after FIXEdge restart
• FIXEdge failures on shutdown if REST Acceptor TA is processing messages.
• A memory leak in XML Socket monitoring functionality
• Attempts to connect to unreachable host might lead to FIXICC malfunction
• An initiator did not reestablish a connection after receiving a logout in some cases
• An additional dictionary adds repeating groups incorrectly if leading tag is already present in the message
• An additional dictionary adds repeating groups incorrectly if leading tag of the nested group becomes starting tag of the parent group

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• Log replicator fails on start if one instance is already running
• Log replication server fails after replication client stop
• Log replication client stops replication if there is a broken storage
• Log replication server fails if  log replication client cannot update a storage

FIXEdge 6.8.0 Release Notes

FIXEdge 6.8.0 released on July 4, 2019

New Features and Improvements

SSL support changes:

• An initiator can now use a certificate signed by counterparty's CA certificate for authentication
  
• Added support for the following SSL certificates formats: pfx files, .pem encoded files, .der - binary encoded files in ASN1 standard.
• Added support of SSL certificates with and without passwords. Settings SSLCertificatePassword and SSLPrivateKeyPassword were introduced.
• SSLRequireClientCertificate property was replaced by SSLValidatePeerCertificate.
• SSLCheckPrivateKey property was removed. Correspondence between the key and certificate will be checked automatically. FIX Edge does not establish session if the key doesn't correspond to the certificate. 

For more information see: Configuring FIX Sessions, How to configure built-in SSL support for FIX session in FIXEdge

Please note, that SSL-related properties: 

• SSLCertificatePassword 
• SSLPrivateKeyPassword
• SSLValidatePeerCertificate.

can be set via editing engine.properties and FIXEdge.properties only.

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• The latest version of FIXICC 2.10.18 comes with the FIXEdge.

Changes in ICE Trade Capture Solution

• Performance  optimization on duplicates filtering in stored procedures
• FIX dictionaries are updated according to ICE FIX Trade Capture specification version 4.5 

Changes in ICE Private Order Feed Drop Copy Solution

• FIX dictionaries are updated according to ICE POF specification version 3.5 

Logging improvements:

• Added logging of host:port for incoming connection event:

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FIXEdge 6.7.1 released on March 6, 2019

Changes in ICE Trade Capture Solution

• Support of ICE FIX Trade Capture specification version 4.4 was added
• SQL Stored Procedures are used instead of JavaScripts for data processing and saving to DB
• Support for Defined Strategy (35=UDS) messages was added:

• Data Model was adjusted to store all the data coming in Defined Strategy (35=UDS) messages
• DefinedStrategiesSubscriptions are implemented for UDS
• StrategyPreference(9006) and PublishMktCreationRealtime(9010) tag values are set to "1" in Logon(35=A) to receive new Defined Strategy (35=UDS) messages published over the session in real time. Receiving Defined Strategy (35=UDS) messages is possible when switching to New Security Definition interface (StrategyPreference(9006)=1) only.

• CurrentDate and SenderCompID columns areadded to the Trade Capture Reports database tables. 
• Fields data types and indexes were changed in Trade Capture Reports and Security Definitions tables to increase the speed of message processing.
• The format of the additional dictionary was changed to resolve possible conflicts of the additional dictionaries in FIXEdge multiple connections configurations. See How to use dictionary from ICE Trade Capture Solution package based on FIXEdge 6.7.1 in previous versions.
• Username and Password settings moved from Сustom Logon to the FIXEdge.properties configuration file.

See "How to upgrade" articles by the following links: 

• Upgrade of the existing ICE Trade Capture setup
• Upgrade of the existing configuration files to FIXEdge 6.7.1

Changesin ICE Private Order Feed Drop Copy Solution

• SupportofICE FIX Private Orders specification version 3.4 was added
• Support for Allocation (35=J) messages was added:

• Data Model was adjusted to store all the data coming in Allocation (35=J) messages
• Message processing by JavaScript isimplemented

• SessionQualifier was added to configuration by default in ICE POF Solution in order to work along with ICE Trade Capture solution on the same FIXEdge instance.
• The format of the additional dictionary was changed to resolve possible conflicts of the additional dictionaries  in FIXEdge multiple connections configurations. See How to use dictionary from ICE Private Order Feed Solution package based on FIXEdge 6.7.1 in previous versions.
• Handling of duplicate Execution Report (35=8) messages ischanged for correct processing of messages with the same ExecID(17) tag:

• The uniqueness of messages is determined by the set of values of the following tags: ExecID(17), Symbol(55), Side(54), ExecType(150) (added), TransactTime(60) (usedinsteadofSendingTime(52))
  If TransactTime(60) tag isn't specified in the Execution Report, then the current time is inserted
  If the TransactTime field value wasn't specified in the Execution Report (it has been generated by JS), then TransactTimeWasNULL isset to 'Y'
• TimeStampPreference(9007) tag set to "1" in Logon(35=A) message for increase time precision in SendingTime(52), TransactTime (60), and RFQTransactTime(9213) tag values
• Table columns for storage and post-processing PossDupFlag(43) and PossResend(97) tag values were added

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See "How to upgrade" articles by the following links: 

• Upgrade of the existing ICE Private Order Feed Drop Copy setup
• Upgrade of the existing configuration files to FIXEdge 6.7.1

Extension Packs

• FIX 5.0 SP2 dictionary has been updated with 241-247 Extension Packs

FIXEdge 6.7.0 Release Notes

FIXEdge 6.7.0 released on December 19, 2018

New Features and Improvements

• Added option to log important (configurable)  lifecycle events (i.e. application starting, application complete) to ArcSight 
• Added option for logging toSplunk
• Added support for .pfx and .der certificates for acceptor sessions (See How to configure built-in SSL support for FIX session in FIXEdge for details)
• Property SSLCiphersList has been added to configure ciphers for SSL connections (See How to use SSL with FIX Antenna C++ and FIX Antenna .NET also)

Changes in ICE Trade Capture Solution

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• The command to stop FIXEdge has been introduced in the REST Admin API
  

Logging improvements:

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FIXEdge 6.6.0 released on July 24, 2018

New Features and Improvements

ICE Trade Capture

• New interface of Security Definition (35=d) messages has been fully supported and enabled by default.
  Partial backward compatibility is supported - old interface of security definitions can be safely processed and stored in the data model.
• Data Model has been adjusted to support and store all the data coming in new interface of Security Definition (35=d) messages.
• Changes in FIX interface introduced by the latest ICE Trading Platform Release (June 8, 2018) have been supported.

• The solution performance has been improved:

  • Introduced consequence requests of security definitions which prevent TCP buffer overflow and possible connection break. See updated /wiki/spaces/EPMBFIXA/pages/6042728 and workflow overview for details.
  • Changed implementation of data storage mechanism: replaced JavaScript with SQL stored procedures.
  • Optimized indexes structure and their datatypes in Security Definitions tables.
  See "How to upgrade" article by the following link: Pure installation of the new version of ICE Trade Capture solution.

IBM MQ Transport Adaptor

• ErrorsQueue has become enabled for all IBM MQ TA modes.

  Info
  All unprocessed messages will be routed to ErrorsQueue. Setup and handling ErrorsQueue on IBM MQ Manager is a client responsibility. See IBM MQ Series Adapter Configuration for more information

  
  

• MQ TA dependency (IBM MQ client library) has been updated to version 8.0.0.6.

  Info
  It is recommended to use IBM MQ Client library version 8.0.0.6 IBM MQ manager and client versions compatibility is described here http://www-01.ibm.com/support/docview.wss?uid=swg21312967. However, current release was tested against IBM MQ Queue Manager 8.0.0.6 version only.

  
  

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... getaddrinfo(<hostName>) failed: <error code> 

... Nodename-to-address translation in protocol-independent manner failed - getaddrinfo(<hostName>) failed:  <error code>. Please check DNS configuration. Most likely this error means DNS configuration issue.

Critical bugs and fixes

• Accepting a session during FIXEdge initialization could lead the failure.
• Accepting a session during shutdown could interrupt the graceful stop.
• IBM MQ Transport Adapter's transaction cannot be rolled back in the case when FIXEdge failed to parse the first message of the batch.
• Memory leak appears in RabbitMQ Transport Adapter.
• Error message about repeating group size has an incorrect description.
• Non-graceful termination leads to the loss of all messages in the persistentMM storage on Windows.
• FMXML handler doesn't produce valid XML in case XML-reserved symbols are used.
• Log Replicator doesn't work with growing log files.
• Service created via replication tool can't start correctly.

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• CME Secure Logon 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 (SocketPriority = DIRECT_SEND). Refer to How to use SocketPriority parameter article for more information;
• Queuing strategy for handling gaps has been added. Refer to How to set strategy for processing out-of-sequence messages;
• FIXEdge performance in FIX protocol scenario conversion has been improved up to 8% (response time);
  
• Session qualifier support has been added. Refer to How to use SessionQualifier for more information;
• Limits notifications for unregistered acceptors have been added;
• Support of debug-level logging for OpenLDAP library is available since FIXEdge 6.2. Refer to the appropriate parameter.

ICE Trade Capture

• New interface of Security Definition (35=d) messages has been supported and enabled by default;
• Unique Option market IDs (OXXFXX) can be now requested via Security Definition Request (35=c) message;
• Configuration has been extended to store all the fields (including MiFID II fields) of Trade Capture Report (35=AE) and Security Definition (35=d) messages in the database.
  

Extension Packs

• FIX 5.0 SP2 dictionary has been updated with 237-240 Extension Packs.

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• Windows version of FIXEdge has been built using VS 2015. VS 2015 C++ Redistributable Package (x64) is required for installation (it can be found in FIXEdge's \Redist directory or downloaded from Microsoft web-site). Also refer to Installation or Upgrade instruction;
• Tibco TA - linking mode has been changed for Tibco client libs on Windows (static to dynamic): tibrv.dll, tibrvcm.dll, tibrvft.dll are supposed to be in PATH (or in bin directory).
  

FIXEdge SDK updates

• Introduced ability to reject the connection with custom Logout in FE SDK;
• Introduced ability to modify confirming Logon in FE SDK;
• Introduced ability to send PreparedMessage messages from FE SDK Handlers/Adapters;
• Introduced the same password secure mechanism like Transport Adapters to FE SDK Handler.

FIXEdge 6.4.0 Release Notes

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• FIX 5.0 SP2 dictionary has been updated with 229-236 Extension Packs.
  

Critical bugs and fixes

• ! Breaking change: Incoming session is accepted even if CreateSessionEvent finishes with errors - see Element CreateSessionEvent block.
• FIX to XML conversion using action <Convert> doesn't work with microsecond precision tags.
• XSLT transformation leads to a memory leak

FIXEdge 6.3.0 Release Notes

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• Engine processes message after session is disconnected
• FIX sessions are blocked for heartbeat in case resend request processing
• JS function parseMessage doesn't use application version as hint for a parser 
• FIXICC incorrectly handles FIX sessions with symbols  < , > and & in either targetCompID or senderCompID.

• CME STP Transport Adapter sends wrong LastUpdateTm value

• Messages may be lost while resending from persistent in RabbitMQ Transport Adapter

• ICE Handler: FIXEdge requests the data from ICE that already has been received 

Known Issues

JMS Transport Adapter and Rabbit MQ Transport Adapter may not start due to issue with CVE-2017-1000364 update of RHEL | CentOS 6.9 (kernel 2.6.32-696.3.2.el6.x86_64).

Temporary solution. 

In order to fix it add "-Xss2m parameter into the Java Virtual Machine configuration file:

• conf\jms-ta-distribution\etc\JVM_Options.jvmopts - for the JMS Transport Adapter
• conf\amqp-ta-distribution\etc\JVM_Options.jvmopts - for the Rabbit MQ Transport Adapter 
  

Documentation

• ICE Trade Capture Solution FAQ page has been added to help with addressing most common questions related to ICE Trade Capture Solution
• FIXEdge readiness to the challenges on the front of the cybersecurity has been described in FIXEdge Security Assurance article

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New Features and Improvements

Latest FIX Antenna C++ under the hood:

• FIXEdge has been built with FIXAntenna 2.20.0 with changed logging format for a number of cases. See FIX Antenna C++ Release Notes for more details.

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FIXEdge 6.1.0 released on March 31, 2017

New Features and Improvements

• FIXEdge has been built with latest FIX Antenna C++ Release (2.18.1)
• Environment variables can be used in FIXEdge.properties and engine.properties (not supported through FIXICC UI though)
  
  

Bugfixes

• RabbitMQ TA goes into infinite cycle
• RabbitMQ TA doesn't reconnect according to schedule
• RabbitMQ TA Consumer from group can't be created
• CME STP adaptor falls into deadlock, causing FixEdge to stop accepting connections.
• Logs are not deleted using FIXICC in Linux
• Memory leak in In-Memory History
• Memory corruption due to improper deinitialization of ODBC resources when working with ODBC History (postgresql specific)

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The following bugs have been fixed:

• Adding of user with a subnet range of IP's within the "Source IP Address" field under the "Security" tab doesn't work in FIXICC.
• The second hidden tag is not masked in a logon message if the tags were divided by space.

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Extension Packs:

• FIX 5.0 SP2 dictionary has been updated with 209-216 Extension Packs.

Other improvements:

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Protection from abnormal user behavior:

• The property for limitation of number of incoming simultaneous connections that haven't sent logon message yet from one host has been added (5 connections by default).

• The property for limitation of connection time for an incoming connection that hasn't sent logon message yet has been added (5 seconds by default).
• The property for limitation of the maximum size of the buffer of incoming messages has been added (no limitation by default).

• CPU usage on receiving large messages (for messages greater than 64 KB) has been reduced.

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• Wrong behavior of the session while reconnecting
• FIXEdge may delay processing messages with low number of workers under the high load
• FIXEdge doesn't start when using the absolute path in Log.File.Name
• FIX 4.4 Session Level Reject messages are generated with trimmed fields
• Receiving a Logon message can lead to FIXEdge crash during Session termination
• FIXEdge session's property TerminateTime is interpreted as UTC time
  
• FIXEdge crashes on the JMS Transport Adaptor shutdown
  
• JS element Transform fails if the source message is Logon

FIXEdge 5.11.1 Release Notes

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• FIXEdge can't be re-started using FIXICC
• Denial of service in handling of invalid message types
• Exploit protections have been improved using advanced features provided by modern C++ compilers
• CreateReject RejectType="application" creates Execution Report with wrong values
• Impossible to read a group size field with getNumField method from JS script which is used in BL rules of FE

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• Working FIXEdge as NT service with absolute paths in FIXEge.properties
• FIXEdge with CME STP adaptor crashes on shutdown
• Incorrect handling timezones in JMS TA
• Decoding boolean fields in incoming FAST messages in CQG MD Adaptor
• Processing <ActiveConnection> parameter
• Establishing the session with parameter "HandleSeqNumAtLogon=true"
• ICE Trade Capture Handler should allow establishing subscription with start date going up to 48 hours back in history
• First message wasn't sent to IBM MQ TA after IBM MQ TA restart
• Obsolete Currency tag(15) value for Turkish Lira in FIX dictionaries
• MQ Client recovery removes messages of other MQ clients until restart
• IBM MQ TA stops too long time
• FIXEdge crashes in case of a huge size value of some repeating group field

FIXEdge 5.10.1 Release Notes

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