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FIX Antenna 2.14.1

July 3, 2015

FIX Antenna C/C++ v2.14.1 (r71668)

New Features and Improvements

  • Separated port for admin session in FIX Antenna - administrative sessions will be accepted on this port only
  • MOEX MD Adapter can apply partial snapshot

Documentation

Bugfixes

  • DynamicFixMessage object should serialize the field 1128 in the position right after  tag 35
  • The value of id attribute of the block <connection id="<XXX>" > should be used to identify a connection in  MOEX MD adaptor
  • MOEX MD Adapter should allow recovery from early snapshots which has the tag 83=0

FIX Antenna .NET 2.14.1 (r71644)

Bugfixes

  • Support all session states in FA.NET

 

FIX Antenna 2.14.0

April 9, 2015

FIX Antenna C/C++ 2.14.0 (r70487)

New Features and improvements

  • The API for assigning CPU affinity masks for working threads has been introduced

Documentation

Bugfixes

  • Broken symlink libV12.so in FIX Antenna packages (Linux)
  • MICEX Market Data Adapter: TCP Replay request is rejected with the error "Requested range is invalid"
  • Typos and broken links in online documentation has been fixed
  • Cyclic switch to backup/primary connection has been fixed
  • Sending reject for garbled message has been fixed
  • MICEX Market Data Adapter: onRecoveryStarted/onRecoveryStopped are called in the wrong order
  • FIX Session latency degradation in aggressive mode against 2.12 version
  • SpectraClient and FortsClient: "_10" suffixes in binaries filenames has been removed
  • Throughput/Sender: unexpected error has been fixed
  • Throughput: bad allocation in case 3+ sessions has been fixed
  • Fast_QuickStart: segmentation fault has been fixed
  • MDP 3.0 Sample: Red Hat 7 is supported now

FIX Antenna .NET 2.14.0 (r70479)

New Features and improvements

  • SimpleClient: SSL support
  • SimpleClient: in case there is only one session connected, all messages will be sent to it by default

Documentation

Bugfixes

  • SimpleClient: the sample can't handle Logon response if ForceSeqNumReset option is on
  • SimpleClient: the possibility of copy text from the Events Viewer has been fixed
  • SimpleClient: "Batch Send" button has been fixed if more then one session is used
  • SimpleClient: characters in the utf-8 encoding is translated incorrectly
  • MDP 3.0 .NET: the "open channel_id" command doesn't work

 

FIX Antenna 2.13.1

March 23, 2015

FIX Antenna C/C++/.NET 2.13.1 (r70228)

Bugfixes

  • FIX Session latency degradation in aggressive mode against 2.12 version
  • Crash when switch to FIX session backup connection
  • Broken symlink libV12.so in FIX Antenna packages (Linux)
  • SimpleClient sample can't handle Logon response if ForceSeqNumReset option is on (.Net)
  • MICEX Market Data Adapter: TCP Replay request is rejected with the error "Requested range is invalid"

 

FIX Antenna 2.13.0

February 24, 2015

FIX Antenna C/C++/.NET 2.13.0 (r69667)

New features and improvements

  • SSL support
  • Packaging: FastCodec has been packaged into main FIX Antenna package. We will not release a separate package for FastCodec any more. 

  • New OS support:

    • CentOS/RedHat 7

  • New compilers support:

    • Libraries for MS Visual Studio 2013 (x32&x64) in Windows package
    • Libraries for gcc48 and gcc49 (x32&x64) in Linux CentOS7 package
  • New Market Data Adaptors:
    • Book management API for CME MDP 3.0 adaptor
    • MOEX Spectra FAST gateway adaptor

  • Myricom DBL emulator

  • FIX Sessions:

    • Session::put now can handle multiple FIX messages at a time
    • Compatibility with FixAntenna 2.8 dictionaries
  • FAST Sessions:
    • "bool->string" conversion is now configurable
  • New API have been added:

Changes

  • Exe installer is not available from this version. Package is redistributed as zip or gzip archive
  • Password in Logon messages in.in/.out log files are now masked with asterisks 

New features and improvements in Market Data Adaptors

Documentation

New in the Samples

  • New FAST Codec samples were added to FixAntenna distribution package in folder "FastCodec":

    • BovespaDecoder

    • CmeQuickStart

    • CqgQuickStart

    • FastCodecBenchmark

    • FastCodecQuickStart

    • FastDecoder

    • RtsQuickStart

    • SWXFastDecoder

  • MDP 3.0 low-level API sample - C++ and .NET

Bugfixes

  • Millenium IT ITCH Adaptor: Incorrect run recovery process if a message was missed in a channel
  • MDP 3.0: Incorrect outright book
  • MDP 3.0: CmeMdpClient crashes after the second subscription on the same instrument
  • ConnectToGatewayEx sample: incorrect tag value in test messages
  • Missed "logs" and "backup" folders from samples in zip packages
  • Some samples .sh files doesn't have X permissions (Linux)
  • MitClient sample .sh files contains bad symbol (Linux)
  • "Tag is not defined" error for FIX group with large tag number
  • Typo in error message "Sender/Target differs from expected in recieved message"
  • Millenium IT ITCH Adaptor: Relpay recovery is triggered every hour by time out
  • SWXFastDecoder sample "integer in the stream does not fall within the bounds" error on Linux
  • Log.File.Recreate property doesn't work

FIX Antenna .NET 2.13.0 (r69612)

Changes

  • Exe installer is not available from this version. Package is redistributed as zip or gzip archive

Bugfixes

  • Wrong default values in sample engine.properties

  • Garbled message inside iLink sample

  • Incorrect templates for Bovespa sample
  • SimpleClient can't handle Logon response with seq num reset
  • Missed x86 samples for Benchmarks
  • Missed "logs" and "backup" folders from samples in zip packages
  • Bovespa sample: Attempted to read or write protected memory

New in the Samples

  • CmeMdpClientHighLevel was removed as obsolete
  • CmeMdpClient was removed as obsolete
  • CmeMdpMessageClient was added

 

FIX Antenna 2.12.0

October 20, 2014

FIX Antenna C/C++/.NET 2.12.0 (r68047)

New features and improvements

Changes

  • FIX XML Dictionary file validation: check for unknown fields inside 'update' section has been added
  • Property Log.File.Backup.Dir is now set to %BackupDirectory% if empty or not defined in engine.properties file
  • Empty tail of persistentMM message storage file (for incremental file mode) is shrunk now after session termination.

New in the Samples

  • MICEX_MdScanner config files location has been fixed (Linux)
  • MICEX_QuickStart config files location has been fixed (Linux)
  • FastCodecBenchmark executable filename has been fixed
  • Bug with "pure virtual call" in the Session Qualifier sample has been fixed
  • Default values of options have been set to more appropriate values in the default 'engine.properties' configuration files
  • BovespaClient
    • The 'bovespa.properties' configuration file has been added

    • Parameters for TcpReplay can be configured in the 'bovespa.property' file

    • BovespaClient executable, missing in BovespaClient sample, has been added (Linux)
  • BovespaDecoder
    • Decoding large messages (>140 000 symbols) into FIX has been fixed

Documentation

Bugfixes

  • Memory access violation in the FIXMessage::toRaw and toString methods has been fixed.
  • Reading corrupted storage file when last stored messages is allocated at the end of file has been fixed. Now restoring after failure is more safe.
  • Log messages backup delay was calculated incorrectly. Integer value overflow has been fixed
  • Crash during verification empty 'DayOfMonth' value has been fixed

FIX Antenna .NET

New featuress and improvements

  • Add the method GetReceivedMessages into Session interface, update for vs 2012
  • Add Session.StorageCreationTime, Session.IsStorageExpiredUtc, and Session.ResetStorageIfExpiredUtc methods/properties
  • Check version of the V12.dll and raise exception if FIX Antenna .NET assembly version is different.

Bugfixes

  •  Pin FixMessage object in the Session callbacks to prevent GC to destroy them.

New in the Samples

  • Support of all message storage types has been added to SimpleBenchmark sample
  • Support of command line parameters in run.bat has been added to SimpleBenchmark
  • ForceSeqNumReset is set to ALWAYS in all benchmarks to fix issue related to recoveries on test restart start.
  • Startup of MICEX sample has been fixed
  • BovespaClient: the fast templates file has been updated

  • Paths in 'run.bat' and 'engine.properties' files have been corrected for samples

Documentation and Samples

 

FIX Antenna 2.10.16.4

August 21, 2014

FIX Antenna C++/.NET 2.10.16.4 (r66359)

The update 4 to version 2.10.16.0. Main updates are:

  • Added support of LME session:  password encryption according to LME requirements has been implemented.
  • When creating FIX logs file names, special characters in sessions Target/Sender CompIDs are replaced with their ASCII codes. All characters except letters and numbers are considered as special ones.
  • Improovements in custom FIX parsers handling
    • Added a method for getting list of registered custom FIX parsers and protocols. 
  • Market Data Adapters:
    • MICEX
      • The issue with arbitrary recovery starting has been fixed.
    • Bovespa
      • The issue with incorrect prices parsing  in Equity snapshots / increments has been fixed.
    • CQG
      • Subscription by SecurityID has been added

  

FIX Antenna 2.10.16.3

July 24, 2014

FIX Antenna C++/.NET 2.10.16.3 (r65944)

The update 3 to version 2.10.16.0. Main updates are:

  • Allow user to send ResetSeqNumFlag field in the custom Logon message.
  • The properties 'ProhibitTagsWithoutValue' and 'VerifyTagsValue' are now supported for repeating groups.
  • Bugfix: Crash when creating an Unregistered Acceptor has been fixed.
  • FIX message format extension: allow 0 in Raw Data Length field if Raw Data field is empty.
  • Market Data Adapters:
    • MICEX
      • Bugfix: TCP replay cannot start.
    • Bovespa:
      • Bugfix: BovespaClient doesn't display order book correctly

   

FIX Antenna 2.10.16.2

July 10, 2014

FIX Antenna C++/.NET 2.10.16.2 (r65772)

The update 2 to version 2.10.16.0. Main updates are:

  • Crash in sessions dispatcher has been fixed.

  • additional.xml files in samples have been corrected (duplicated items have been removed)
  • MMFileMsgStorage::retrieveLocal() has been fixed (failure when index file is full)
  • CQG Market Data Adaptor:
    • MDApplication::unsubscribeBySecurityID method has been added
    • onSecurityDefinitionListComplete()  now called after all SD feeds completed security definitions loading
    • Hang when one feed is unavailable has been fixed
    • Feed ID in SDResolver log messages has been added
    • Crash when multiple feeds are used has been fixed

   

FIX Antenna 2.10.16.1

June 4, 2014

FIX Antenna C++/.NET 2.10.16.1 (r65111)

The update 1 to version 2.10.16.0. Main updates are:

  • Samples have been updated:
    • FastCodecBenchmark sample (project name has been fixed)
    • BovespaQuickStart (dictionary has been updated to the latest venue's spec)
    • MICEX_QuickStart (post-build xml files copying has been fixed)
    • FastCodecBenchmark (dictionary has been updated)
    • b2b_bovespa_client sample for Linux has been added
    • MICEX_MdScanner sample has been fixed: config files have been moved to /bin folder
  • CQG Market Data Adaptor:
    • MDApplication::subscribeBySecurityID method has been added
    • Bugfix: MDApplication cannot re-subscribe to instruments after book reset
    • Bugfix: OnSubscribed event should not be called on Resubscription after book reset
    • Bugfix: CqgChannelProcessor::unsubscribeAll should clear instruments set
  • FIX Antenna .NET:
    • Session::GetReceivedMessages method has been promoted to .NET API
    • Check version of the V12.dll and raise exception if FIX Antenna .NET assembly version is different.

  

FIX Antenna 2.10.16.0

May 21, 2014

FIX Antenna C++/.NET 2.10.16.0 (r64792)

New features and improvements

  • Session Qualifier has been added to provide the possibility to create several sessions with same Sender/TargetComID pairs.
  • New sockets dispatcher on Linux to minimize latency spikes in messages sending/receiving. (see Threads configuration::Linux) documentation for details. (C++ only)
  • Performance of PreparedMessage class has been improved
  • New session parameters:  
    • UseBlockingSockets. If true, session will use blocking I/O. This mode is usefull for OpenOnload and enabled if aggressive mode is ON. Engine::SessionExtraParameters::aggressiveReceiveDelay_ is used as timeout parameter.
    • LogonMessageSessionQualifierTag. Defines field which would be used by Dispatcher to bind incoming connection with registered Acceptor session.
    • EnableFastScp. Defines either FAST SCP should be used by FIX-over-FAST TCP session.
  • New Engine parameters
    • EnableDnsEntrySpoofingDetection. When it's set to true there is being enabled backward resolve based DNS entry spoofing detection mechanism in DNS related functions
    • Dispatcher.SendWorkersCount. Defines number of workers to handle outgoing messages.
    • Dispatcher.RecvWorkersCount. Defines number of workers to handle incoming messages.
    • Dispatcher.SendWorkersTimeout. Defines number of milliseconds to wait for readiness of the socket to send data.
    • Dispatcher.RecvWorkersTimeout. Defines number of milliseconds to wait for readiness of the socket to receive data.
  • New API (only in C++):
  • New config-file parameters:
    • nicConfig for MOEX MICEX adapter
  • Market Data Adapters:
    • Bovespa:
      • BovespaApplicationListener class has been published in B2BITS_BovespaApplicationListeners.h (C++ only)
    • CME
      • templates.xml file has been updated according to the latest spec
    • MICEX
      • The issue with NIC teaming has been fixed
    • The description for RR_PACKET_ORDER and RR_OVERFLOW_REASON enumeration values for Bovespa, CQG, and CME Market Data Adaptors has been added (C++ only)
  • Add B2B_LIKELY and B2B_UNLIKELY macros. Macro allows programmer to mark most possible hive of the if/else statement to let compiler improve branch prediction (C++ only)

Changes

  • persistentMM storage has been changed to close mapped region before reopening new one
  • Session::putAsIsNoLock(PreparedMessage) does not update CheckSum field anymore
  • Utils::bind now accepts const and ancestors (C++ only)
  • Conversion constructor from StringEx has been removed (C++ only)
  • B2BITS_FIXEnums.h: CS enumeration value value has been replaced with B2B_CS (C++ only)
  • Statistics class methods have been marked as deprecated. Statistics is disabled because of performance impact.
  • FIXMessage::isEmpty/hasValue for RawDataLength now returns true if corresponding RawData field is not empty

New in the Samples

  • Bovespa C++ sample: The support of DeleteThru and DeleteFrom instructions has been added
  • New SessionQualifier sample
  • Now user can pass command line parameters to CMEGlobexClient via run.bat file

  • Latency C++ sample: session settings have been moved to the engine.properties file

  • Fix incorrect type of argument to printf in the Thread.cpp

Documentation

Bugfixes

43 bugs have been fixed. See VersionHistory.txt for the complete list.

FIX Antenna .NET

   

FIX Antenna 2.10.15.6

April 1, 2014

FIX Antenna C++/.NET 2.10.15.6 (r63622)

Improvements:

  • SessionQualifier field in Logon Message has been made not obligatory for sessions with Session Qualifier

   

FIX Antenna 2.10.15.5

March 19, 2014

FIX Antenna C++/.NET 2.10.15.5 (r63380)

New features:

  • FIX Antenna .Net: Session::LocateSentMessage( int msgSeqNum ) method has been added
  • SessionId structure which includes Session Qualifier has been added
  • Session Qualifier sample has been added in FA C++ package
  • MICEX Market Data Adapter:
    • NIC teaming isues has been fixed

  

FIX Antenna 2.10.15.4

March 7, 2014

FIX Antenna .NET 2.10.15.4 (r63043)

Bugfixes:

  • SessionExtraParameters.SocketPriority getting wrong params has been fixed

Improvements:

  • [FA-NET] Fix warning "FixEngine::CreateSession(...) "MessageStorageType storageType"

        parameter is deprecated. Please use SessionExtraParameters::storageType instead."

   

FIX Antenna 2.10.15.3

December 30, 2013

FIX Antenna C++/.NET 2.10.15.3 (r60027)

New features:

  • MICEX Market Data Adapter:
    • Ability to specify NIC for feed subscription for DBL.

  

FIX Antenna 2.10.15.2

November 28, 2013

FIX Antenna C++/.NET 2.10.15.2 (r59512)

New features:

  • MICEX Market Data Adapter:
    • Ability to specify NIC for feed subscription.
    • Feed reset detection by seqnum's order.

Documentation:

  • MICEX Market Data Adapter:
    • Recovery modes have been described

Bugfixes:

  • Daylight saving time offset has been fixed.
  • Exception in Admin application has been fixed (array index out of range)
  • Resend requests have been fixed

Improvements:

  • MICEX Market Data Adapter:
    • Filtering MDEntries has been optimized

   

FIX Antenna 2.10.15.1

October 17, 2013

FIX Antenna C++/.NET 2.10.15.1 (r58020)

New features:

  • CBOE CMi2: Converting of session error codes to string description has been implemented.

Bugfixes:

  • 100% CPU usage on Linux in the  AGGRESSIVE_RECEIVE mode has been fixed
  • Memory access violation in the MarketDataStorage in Bocespa sample has been fixed
  • Performance fix for RecorsdStorage

   

FIX Antenna 2.10.15.0

September 23, 2013

FIX Antenna C++/.NET 2.10.15.0 (r56916)

Improvements:

  • Latency of the incoming message processing is improved
  • FIX-parser performance has been improved
  • FIX Session logging has been improved

New Features:

  • PreparedMessage::set( int, AsciiString ) method is added
  • Engine::String class is added which extends std::string with some useful methods.
  • Engine::StringRef typedef is added. Synonym of the AsciiString
  • Engine::WStringRef typedef is added. Synonym of the WideString
  • FixEngine::getSession() method is added
  • SequenceGapEvent::requestLostMessagesFlag_ field is added
  • Option to call Session::put in any state (for some cases rejecting does not work) is added
  • Option to split resend request (SessionExtraParameters::resendRequestBlockSize_) is added
  • Support of VS2012 in Decorator has been added
  • Samples solution files is updated to VS2012
  • ConnectPort session parameter is added
  • FixEngine::createFastCoder with SCP parameter is added
  • Support of the FIXT11, FIX50, FIX50SP1, FIX50SP2 protocols to the FAST session is added
  • MICEX Market Data Adapter:
    • Feed identifying parameters is added to OnCompleteMessageProcessing callback
    • TargetCompId is added to application parameters
    • Myricom DBL support
    • Board support in callbacks
  • CME Market Data Adapter (Globex):
    • Option to receive data for feeds A and B on separated network cards (Sockets) is added
  • Bovespa Market Data Adapter:
    • A call to AppListener::process on all non "X" "W" messages from increment channel is added
  • CQG Market Data Adapter
    • Loading UseTCPRecovery property from config is added
    • Calling OnError for non exists instruments is added

Changes:

  • Session is changed to Send Logout message instead of connection closing on critical error
  • Parameter "localPort" is added to SessionsManager::onIncomingConnection handler
  • It is forbidden to call Session::disconnectNonGracefully withing Application::onLogonEvent callback. Behavior is not defined. LogonEvent::logonAction_ should be used to reject connection (for Acceptors only).
  • Engine::String is renamed to StringEx
  • MockDataReader is renamed to GlobexMockDataReader
  • pushPCAP method is now a template function in public header: B2BITS_MockDataReaderPushPcap.h
  • FIXMessage::type now returns empty value if message is not defined in the FIX dictionary
  • Session does not send Resend Request message in case of gap after reconnect
  • HeartBtInt field is made optional

Bugfixes:

  • "Send Message" command in Admin protocol
  • Session incorrectly processes Logon with 141=Y
  • Session does not switch to the NON_GRACEFULLY_TERMINATED state if connection is rejected by user
  • Memory access violation caused by FD_SET function on Linux
  • Exception in the FIXSessionsMgr if session is destroyed
  • Decorator: Field::isSet and Field::isEmpty methods return incorrect result
  • Message storage is reset incorrectly when IntradayLogoutTolerance is on
  • MICEX Market Data Adapter:
    • Snapshot processing.
    • Tag 336 value acquisition in heavily multi-threaded environment
  • CQG Market Data Adapter
    • Incorrect empty seqNum detection
    • Parsing of messages from incremental channel
    • Applying log dir for binary files
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