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FIXEdge 6.3.0 Release Notes

FIXEdge 6.3.0 released on September 20, 2017

New Features and Improvements

Session-level improvements

  • A mechanism for skipping duplicated resend requests has been implemented
  • An ability to limit the reply volume on resend request has been introduced
  • The default value of ResendMessagesBlockSize has been changed to 1000 to improve reliability of FIX connectivity

    To learn more about these improvements, please visit How to handle Resend Requests page.

Rest Acceptor Transport Adapter

Logging improvements

  • Logging category has been changed for a number of cases:

    MessageOld categoryNew categoryComment
    Session <sender, target> : Error during processing Logon message from 127.0.0.1:62358: Session is not waiting for connect: current state is <XXX>
    ERRORWARN
    transport is down - cancel requests, notify user
    INFO ERRORCME STP Transport Adaptor specific change



CME STP Trade Capture

  • Number of attempts of sending requests to CME STP in case of HTTPS transport error has been made configurable by means of SendingMaxAttempts property (equal to 2 by default).

    Snippet from FIXEdge.properties
    TransportLayer.CMESTP.SendingMaxAttempts = 2 
  • CME STP Transport Adapter has been improved to perform additional attempts to send HTTPS request in case of any CME STP transport error

ICE Trade Capture

  • Schedules for ICE Test and Prod environments were introduced into the ICE Trade Capture configuration. Check ICE Trade Capture FAQ for details

Critical bugs and fixes

  • 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


FIXEdge 6.2.0 Release Notes

FIXEdge 6.2.0 released on June 23, 2017

New Features and Improvements

Latest FIX Antenna C++ under the hood:

MIFID II support:

  • Timestamps with increased precision can be validated in incoming messages (for UTCTimestamp, UTCTimeOnly, TZTimestamp, TZTimeOnly formats)
  • Timestamps in SendingTime (52), OrigSendingTime (122) are filled with configurable precision (per-session configurable property)
  • BL CopyField action has been enriched with methods intended to receive messages from the session with one timestamp precision and send to the session with another timestamp precision
  • JavaScript functionality has been extended with getNSecsetNSecchangeNSec to support high-precision timestamps

Please note that even though FIX Antenna C++ and FIXEdge support high precision timestamps the real accuracy of timestamps is limited by the operation system and hardware.

For more MIFID II compliance details see https://www.b2bits.com/mifid-ii.html.

Extension Packs:

RabbitMQ Transport Adapter 

FIXICC

  • The latest version of FIXICC 2.10.7 comes with the FIXEdge.

Others:

Critical bugs and fixes

  • FIXEdge cannot be started on Linux if directory name contains spaces 
  • FIXEdge cannot be started If two same sessions are listed in session list in config file
  • CME STP Transport Adaptor: FIX session can't connect to FIXEdge after several FIX session's simultaneous logout 
  • FIXEdge crashes if JavaScript functions are used incorrectly .
  • FIX dictionary for FIX 5.0, 5.0 SP1, 5.0 SP2: Tag CalculatedCcyLastQty (Tag = 1056) has incorrect requirement condition

Documentation

Known issues

  • Log Replicator incorrectly synchronizes logs if their timestamps precision is higher than a millisecond.
  • CME STP Transport Adapter sends wrong LastUpdateTm value

FIXEdge 6.1.0 Release Notes

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)


Known issues

Since version 6.1.0 the JavaScript function getAsNumber works in another way in case the value can't be converted to a number. If previously it returned 0 if the whole string cannot be converted to a number, now it takes the substring till the first non-digit character and converts this substring. E.g. "20170321-05:00:00" is returned as 20170321 but not as 0 as it was in previous releases.

FIXEdge 6.0.0 Release Notes

FIXEdge 6.0.0 released on February 28, 2017

New Features and Improvements

Scheduler:

The following features have been introduced in session scheduler:

  1. ability to schedule the launch and termination of sessions at pre-defined times and dates;
  2. use CRON expressions for sessions schedule accurate to the second;
  3. ability to specify days off for sessions schedule;
  4. ability to specify time zone for sessions schedule;
  5. ability to assign one schedule to multiple sessions.

Guide for new functionality usage "How to upgrade Session Schedule to new format" and an article "Session Schedule Settings" with the description of all the new scheduler related properties are available in Products Knowledge Base.

Backward compatibility

FIXEdge 6.0 is backward compatible with the previous FIXEdge versions.

Critical bugs and fixes

The following bugs have been fixed:

  • FE doesn't start if doesn't have permissions for logs folder.
  • FE doesn't start when FIX50SP2EP is used as custom protocol.
  • FE doesn't output an error message to Linux syslog if there is no space on the disk.
  • Asynchronous connection for Initiator doesn't work in some cases.

FIXEdge 5.14.2 Release Notes

FIXEdge 5.14.2 released on December 29, 2016 

Critical bugs and fixes

The following bugs have been fixed:

  • Error on archiving logs (introduced in 5.13.0)
  • Error on multiple open file descriptors (introduced in 5.13.0)

FIXEdge 5.14.1 Release Notes

FIXEdge 5.14.1 released on December 16, 2016

New Features and Improvements

Adapters:


Protection:

  • Compile- and run-time checks to detect buffer overflows (FORTIYFY_SOURCE option of gcc compiler) had been enabled. 

Critical bugs and fixes

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.

FIXEdge 5.14.0 Release Notes

FIXEdge 5.14.0 released on November 23, 2016

New Features and Improvements

Adapters:

Performance:

  • JavaScript performance has been improved by introducing JIT in 1.8.5 version of SpiderMonkey library (both Linux and Windows versions).

Other features:

  • CentOS 5/ RHEL 5 support has been discontinued.

Critical bugs and fixes

The following bugs have been fixed:

  • FIXEdge application log rotation doesn't apply correctly in Windows system.
  • Several milliseconds delay may occur during session destroying when terminated non-gracefully.

FIXEdge 5.13.0 Release Notes

FIXEdge 5.13.0 released on November 17, 2016

New Features and improvements

Protection mechanism

Other improvements:

  • Ability to convert custom dictionaries has been improved: 'Convert' action in BL rules supports custom dictionaries conversion.

Critical bugs and fixes

The following bugs have been fixed:

  • Default value of HBI does not apply for Initiator.
  • FIX connection reject reason does not log for Acceptor.
  • JS function 'setNumField' doesn't process negative argument.
  •  Incoming message considers as garbled in specific conditions.

FIXEdge 5.12.2 Release Notes

FIXEdge 5.12.2 released on October, 18, 2016

New Features and improvements

Extension Packs:

Other improvements:

  • FIX session properties HiddenLogonCredentials and MaskedTags have been made configurable from FIXICC UI.
  • CME STP polling interval has been fixed according to CME requirements.

Documentation

FIXEdge 5.12.1 Release Notes

FIXEdge 5.12.1 released on September, 16, 2016

New Features and Improvements

Adapters:

FIXEdge 5.12.0 Release Notes

FIXEdge 5.12.0 released on August, 16, 2016

New Features and Improvements

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.

Please see How to configure TCP protection in FIXEdge article for details.

Throttling or Overload protection mechanism

  • Added FIXEdge session property OutgoingQueueSize for monitoring of outgoing queue
  • Added FIX Edge session property IncomingThroughputLimit for monitoring of incoming throughput 
  • Added FIXEdge session property IncomingMessagesLimit for monitoring of number of messages received during a session

Please see Overload protection in FIXEdge article for more details.

Extension Packs:

Performance:

  • Performance of massive resend requests has been improved for the case when persistent storage type is used (1 million messages is resent up to 180 times faster). 
  • JavaScript perfomance has been improved by introducing JIT in 1.8.5 version of SpiderMonkey library (only windows version of FIXEdge).

Adapters:

  • The ability to prevent message loss in MQ TA and reduce the number of messages in transaction to meet MaxUncommittedMsgs limit in MQ queue manager has been added.
  • Filters that allows to make a decision how to handle incoming messages has been added to MQ TA.

Other improvements:

  • Error description for fast mapping has been improved.
  • DisableTCPBuffer has become the alias for TcpBufferDisabled property.

Critical bugs and fixes 

The following bugs and vulnerabilities have been fixed:

  • FIXEdge works wrong with absolute paths in FIXICC.PIDFile property.
  • FIXEdge doesn't start if a session from Sessions list is not described.
  • FIXEdge crashes when addressing to the non-existent tag in the repeating group.
  • FIXEdge connects to primary connection even if ActiveConnection = backup.
  • FIXEdge unable to recover availability after the limit of file descriptors was reached in Linux. 
  • Property Validation.ProhibitDuplicatedTags = true wasn't applied. 

  • FIXEdge hangs when the path in FixLayer.FixEngine.Sessions.ArchivePath is invalid.

  • FIXEdge logs wrong boolean values in JavaScript.

FIXEdge 5.11.3 Release Notes

FIXEdge 5.11.3 released on June, 7, 2016

New Features and improvements

  • Starting from FIXEdge 5.11.3 (with FIXICC 2.9.16) FIXICC and FIXICC Agent don't require the license file
  • Defining the IP addresses range in the FIXEdge.properties file using CIDR

Critical bugs and fixes

The following bugs have been fixed:

  • The comma separated IP addresses white list doesn't allow connecting to the session
  • MQ Transport Adaptor routes incoming messages to error queue when FE is shutting down
  • Tag 122 in Sequence Reset (4) message should be same as tag 52 (including milliseconds)
  • MQ TA waits recv timeout before pass partial batch to BL

FIXEdge 5.11.2 Release Notes

FIXEdge 5.11.2 released on March, 16, 2016

New Features and improvements

Critical bugs and fixes

The following bugs have been fixed:

  • 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

FIXEdge 5.11.1 released on February, 10, 2016

Critical bugs and fixes

The following bugs and vulnerabilities have been fixed:

  • 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

FIXEdge 5.11.0 Release Notes

FIXEdge 5.11.0 released on December 4, 2015.

New Features and improvements

  • The ODBC history performance has been increased up to 4 times
  • Processing of FIX versions in admin protocol has been added
  • Reconnection of FIX Initiator session is allowed if SSL is used
  • The record about using the SSL connection file has been added in the FIXEdge.log
  • Support of SSL in FIX backup connections has been added
  • JRE 1.8.0_65 has been added to the Linux package
  • Cleaning script FixEdge1.clean.sh now removes _fixedge.lock file
  • The latest version of FIXICC (2.9.4) has been added to the FIXEdge package
  • JS to the ODBC history interface has been improved
  • Thread affinity feature which allows setting CPU affinity for different threads has been added for performance tuning
  • Paths to PID file (FIXICC.PIDFile in FIXEdge.properties and PidFile in agent.properties) were made optional to simplify configuration files
  • The name of the directory with FIXEdge instance has been changed from FixEdge1 to FIXEdge1

Documentation

Critical bugs and fixes

The following bugs have been fixed:

  • 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

FIXEdge 5.10.1 released on September 1, 2015.

New features and improvements

Business Layer

FIXEdge 5.10 Release Notes

FIXEdge 5.10 released on 22 June, 2015.

Tools

  • Log Replicator tool has been added to address replication of storage in failover cluster

New Features and improvements

Documentation

Business Layer

  • JS function serializeMessage has been added to get the string representation of a FIX message in JavaScript
  • Authentication of FIX session through LDAP has been added: LDAPAuthenticate condition statement in BL

Critical bugs and fixes

FIXEdge 5.9.1 Release Notes

Critical bugs and fixes

  • The problem with establishing SSL connection from first attempt has been fixed

  • The bug with long time FIXEdge starting in case there are large session logs has been fixed
  • Memory leak in Business Layer has been fixed

FIXEdge 5.9.0 Release Notes

FIX Layer

  • Based on new high performance version of FIX engine: FIX Antenna 2.13
  • SSL support for FIX sessions has been implemented.
  • Session properties 'ReconnectMaxTries', 'ReconnectInterval' have been added.
  • Session properties 'Backup.ReconnectInterval', 'Backup.ReconnectMaxTries' have been added
  • Ability to connect FIX Initiator sessions one by one with configured interval has been implemented.
  • Different folders for backup sessions and FIX Edge backups has been configured. 'ArchivePath' property for FIX Edge backup folder has been added.

Business Layer

  • New BL actions <StartSession> <DisconnectSession> <TerminateSession> and JS functions startSession disconnectSession terminateSession have been added.

Handler Layer

  • ICE Handler 
    • The configuration option allowing to request security definition once a day has been added

Transport Layer

  •  CME STP Transport Adaptor  
    • Support of TLS 1.2 has been added
    • Support of snapshot request (SubReqTyp=0) has been implemented
    • Support of filters by Instrument, Date (trading or clearing), Input Source and Trade ID/Secondary Trade ID has been implemented.

Critical bugs and fixes

  • Fatal error in CH Transport Adapter when disconnecting FIX session has been fixed.
  • Fatal error in JMS Transport Adapter when stopping FIXEdge has been fixed.
  • Fatal error in FIXAntenna when switching to backup connection at session start has been fixed.
  • Fatal error in Transform Action execution has been fixed.
  • Bug "FMXML handler doesn't work with FIX5x messages" has been fixed.
  • Wrong interpretation of Linux freeTDS ODBC driver answer SQL_NO_DATA as error has been fixed.
  • Bug "Logs of backup FIX session are not moved to archive" has been fixed.
  • Bug "Fix session loads old logs at late start" has been fixed.

FIXEdge 5.8.2 Release Notes

Bugfix release.

Fixed bugs:

  • [FAST Decoder] crash on FAST message decoding if the message does not match FAST template.

 
Сhanges:
  • [FAST Decoder] FAST templates with ID but without tag 35 are ignored now
  • [FAST Decoder] Check of length of string field in input stream that will be converted to char has been added
  • [FAST Decoder] Check of length of integer field in input stream has been added
  • [FAST Decoder] Mapping of FAST string to FIX LocalMktDate has been added
  • [FIX Dictionary] Overriding of attribute 'name' in FIX message definition in additional FIX dictionary has been implemented
  • [ICEHandler] An option to request security definitions only once a day regardless of FIXEdge restart has been added
  • [ICEHandler] An option to reconnect all sessions to ICE in a defined interval between each other (as required by ICE) has been added

FIXEdge 5.8.1 Release Notes

Bugfix release.

Fixed bugs:

  • [CME CT API] Bug fixes for new fields support. CME Handler is able to process the following new tags in Trade Capture Report message:

    • <TrdCaptRpt>: AvgPx, TradeType, TradeSubType, TotNumLegRpts 

    • <RptSide>: AllocID, <RegTrdID> (including ID, Src, Evnt, Typ, LegRefID, Scope)

    • <Alloc> extended with allocation specific ID, Src, Evnt, Typ, LegRefID, Scope

  • [CME CT API] Fixed storing to CME_SideRegIDs table

  • [FAST Sessions] Checks for string length for mapping fast string->char has been added
  • [FAST Sessions] Deadlock in onLogoutEvent of FAST session has been fixed

  • [FAST Decoder] Access violation error has been fixed
  • [JSDateEntity] additional validations for input parameters have been added

  • [JSDateEntity] The issue with incorrect time handling in case of Daylight Saving Time is present in local time zone has been fixed

FIXEdge 5.8.0 Release Notes

New Interfaces to Chicago Mercantile Exchange (CME) APIs

  • CME STP API
  • CME Confirm Hub API

These APIs are in addition to the existing interface to CME Cleared Trades API, which has been also renovated to provide extended flexibility.

Trades from these API can be either routed to a FIX session or saved to a Database. Routing to all available middlewares (IBM MQ, TIBCO, JMS) is also supported both in FIX and FIXML (or other XML) format

FIX Layer

  • Certification with London Metal Exchange (LME) has been passed.
  • Use of custom FIX protocols and dialects in FIX sessions has been reworked to provide easy and flexible configuration
  • Sending Username and Password in Logon message when BackupConnection is used has been implemented. 

  • Support of UsernameTag and PasswordTag has been implemented (for Active and Backup connections).

Business Layer

  • Embedded JavaScript: getSourceSessionId() function has been added.

Package, documentation and logging

  • Linux installation guide has been updated
  • JMS Transport Adapter installation guide has been updated.
  • Deployment on CentOS / RedHat Linux has been simplified by removing several steps
  • FIXICC Agent has been embedded into Linux package
  • FIXEdge logs have been made configurable to address the demand of integration with logs parsing and monitoring systems. Logs format is now can be configured similar to Log4j/Log4net logging.
  • FIXEdge SDK for Transport Adaptors development has been released

Critical bugs and fixes

  • Memory leak in Bridge Transport Adaptor has been fixed.
  • Fatal error when stopping FIXEdge with JMS has been fixed.

FIXEdge 5.7.0 Release Notes

Package and documentation

  • Improved Windows installer interface
  • FIX Integrated Control Center was equipped with own local instance of Java
  • Improved documentation 

Transport Adapters, Handlers and FIX routing

  • Added FMXML handler and Splitter Transport Adapter for fast XML<->FIX transformations
  • Introduced Tibco RV Transport Adapter for Linux
  • Improved performance on XSL transformation (up to 40%)
  • Introduced CME MS Handler for polling CME ClearedTrades
  • Improved IBM MQ Transport Adapter: stability, using MQ transactions to improve performance
  • Actualized samples for Simple Sockets Transport Adapter 

Monitoring parameters in FIXICC for handlers / transport adapters

Introduced ability to monitor and configure parameters of the following Handlers and Transport Adapters

  • FMXML handler
  • HTTPS Transport Adapter
  • CME MS handler
  • Splitter Transport Adapter
  • IBM MQ Transport Adapter 

Critical bugs and fixes

  • [BBP-2063] FIX field's length in ODBC history
  • [BBP-1691] Error while parsing FIXML message from CME (CME Handler)
  • [BBP-1844] Session does not start at configured StartTime
  • [BBP-1639] - Due incorrect link to pid file FixEdge1.stop.sh script can't stop FE.
  • Fixed many issues with date / time conversions
  • Fixed memory leaks in InMemory History
  • Added flag /GS to compiler on Windows: Stack buffer overrun detection

FIXEdge 5.6.2 Release Notes

Bugfix release.

Fixed bugs:

  • [BBP-1844] Session does not start at configured StartTime

FIXEdge 5.6.1 Release Notes

2013-10-29

Bugfix release.

Fixed bugs:

  • BBP-1639 Due incorrect link to pid file FixEdge1.stop.sh script can't stop FE
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