Friday 17 May 2024

Wednesday 15 May 2024

Release Notes - ICE iMpact Multicast Price Feed Handler C++ - Version 8.16.0

New Feature

Improvement

  • [CPPICEIMPACT-1320] - Change default values for maximum size of snapshot/live queue
  • [CPPICEIMPACT-1319] - Update SecuritySubType enum to version 4.4 (March 1, 2024)
  • [CPPICEIMPACT-1291] - BREAKING CHANGE: Type migration from `short` to `int` for `NewOptionsMarketDefinition::NumOfCycles`
  • [CPPICEIMPACT-1290] - BREAKING CHANGE: Use `IPLHoldType` enum for `IntervalPriceLimitNotification::HoldType`

Monday 13 May 2024

Release Notes - CME MDP Premium Market Data Handler C++ - Version 5.8.4

Improvement

  • [CCMEMDH-1924] - Pcap replay: skip cut short packet at the and of file

Bug

  • [CCMEMDH-1916] - Direct & implied book updates are invoked despite disabled

Release Notes - CME STP FIX update 20240315

Update details: OnixS FIX Support Pack update for CME STP FIX - update for FIX API specification <20240315>

Updated reference implementation sample distributions incorporating the FIX Dialect and reference implementation samples can be downloaded from here:

OnixS.Net.CmeStpFix.1.6.1.zip

Download authentication credentials:

User: netCore
Password: 6Ss6CpH7AkcuYKtfGZKang

Updated individual FIX Dialect files, which reflect the corresponding changes, can be downloaded from here:

CmeStpFix.xml

FIX Dialect Download authentication credentials
User: fixDialect
Password: K1D7&S~TG1R>

All FIX Dialects are session-level dialects. This requires explicit dialect specification while creating message and session objects.

You can find more information about session-level FIX dialects for:

 

Friday 3 May 2024

Release Notes - TradeWeb TradeXpress update 100.85

Update details: OnixS FIX Support Pack update for TradeWeb TradeXpress - update for FIX API specification <100.85>

Updated reference implementation sample distributions incorporating the FIX Dialect and reference implementation samples can be downloaded from here:

onixs-tradeweb-tradexpress-client-java-2.3.0-bin.tar.gz

onixs-tradeweb-tradexpress-client-java-2.3.0-bin.zip

Download authentication credentials:

User: java
Password: UB7c60q0cdaIgLiBfPV0q

Updated individual FIX Dialect files, which reflect the corresponding changes, can be downloaded from here:

TradeWebFixDialect.xml

FIX Dialect Download authentication credentials
User: fixDialect
Password: K1D7&S~TG1R>

All FIX Dialects are session-level dialects. This requires explicit dialect specification while creating message and session objects.

You can find more information about session-level FIX dialects for:

 

Thursday 2 May 2024

Release Notes - Trading Technologies update v246

Update details: OnixS FIX Support Pack update for Trading Technologies - update for FIX API specification <v246>

Updated reference implementation sample distributions incorporating the FIX Dialect and reference implementation samples can be downloaded from here:

TradingTechnologiesClientCpp_1.42.0.0.zip

Download authentication credentials:

User: Cpp
Password: x4o5VhNGG3Ufj1uwZyh1Fw

onixs-trading-technologies-client-java-1.22.0-bin.tar.gz

onixs-trading-technologies-client-java-1.22.0-bin.zip

Download authentication credentials:

User: java
Password: UB7c60q0cdaIgLiBfPV0q

TradingTechnologiesClientSample-net-4.8-x64-Setup-1.50.0.0.msi

Download authentication credentials:

User: dotNet
Password: IyeIMYRsTPwkJZMT7KItDA

OnixS.Net.TradingTechnologiesClient.2.24.0.zip

Download authentication credentials:

User: netCore
Password: 6Ss6CpH7AkcuYKtfGZKang

Updated individual FIX Dialect files, which reflect the corresponding changes, can be downloaded from here:

TT-FIX42Prod.xml

TT-FIX42UAT.xml

TT-FIX44Prod.xml

TT-FIX44UAT.xml

FIX Dialect Download authentication credentials
User: fixDialect
Password: K1D7&S~TG1R>

All FIX Dialects are session-level dialects. This requires explicit dialect specification while creating message and session objects.

You can find more information about session-level FIX dialects for:

 

Friday 19 April 2024

Release Notes - CME iLink 3 Binary Order Entry for .NET Core - Version 1.4.4

New Feature

Improvement

Thursday 11 April 2024

Technical Alert: ICE API Logon Message Application Identifier tags usage

ICE requires API clients using the API to support the Application Identifier tags in the API Logon Message.

These Application Identifier tags are ApplicationName (9450), ApplicationVersion (9451), ApplicationVendor (9452) with the following usage:

Tag 9450: The name of the application. Field Name: ApplicationName Field length 30
Tag 9451: The Application Version Field Name: ApplicationVersion Field length 10
Tag 9452: Should contain the name of the application vendor (ISV, QV, etc.) or the name of the company if proprietary. Field Name: ApplicationVendor Field length 10

 

The standard OnixS directConnect: ICE SDK distributions prepopulate these values as:

Tag 9450: OnixS Trading System
Tag 9451: Implementation code base (C++, Java and ,NET) followed by major and minor version designations. Examples being = C4.19, J1.16, N4.18.
Tag 9452: OnixS

 

The ICE has noted inconsistent usage of these tags and is standardizing for tracking conformance and Production environment usage.

The 9450 and 9451 tags may be customized based on firm-specific requirements, but the ApplicationVendor (9452) should remain as the mandatory default value of "OnixS".

Any questions regarding this technical guidance are welcome if required. Please contact support@onixs.biz

Release Notes - CME iLink 3 Binary Order Entry C++ - Version 1.18.0

Improvement

New Feature