FIXEdge 6.15.0 Release Notes

FIXEdge 6.15.0 is released on 13 Mar 2023.

New Features and Improvements

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• DB scripts were updated to filter out trade duplicates. Duplicate checking should be done by checking the uniqueness of the values of the TradeDate (75), OrdStatus (39), ExecID (17), Symbol (55), Side (54), and ExecType (150) columns.

• FIX dictionary was updated according to ICE Trade Captur 4.16.1 specification.
• Support of all Allocation Report (35=AS) messages was added:
  • The Data Model was adjusted to store all the data coming in Allocation Report (35=AS) messages.
  • Message processing by SaveAllocationReport stored procedure was implemented.

Please refer to the ICE Trade Capture Solution Upgrade Instruction page for more details.

Other Changes

• The CustomLogonFileName property is deprecated. The CustomLogonMessageFileName property should be used instead.
• FIXEdge C++ is built against OpenSSL 3.0.5.
• FIXEdge C++ is built against Poco 1.12.2.
• FIXEdge C++ is built against Xalan-C 1.12.0. 

Documentation Changes

• The description of the FixLayer.FixEngine.Session.Session_Name.LogDirectory property was changed.  The following note is added:
  • Since FIXEdge C++ 6.14.3 release, if this property was specified with the non-existent path then FIXEdge C++ will try to create a new directory in the specified path.
• The description of 4 new log messages was added to the Explanation of messages in the FIXEdge logs page:
  • LogDirectory property was specified with a non-existent path
  • FIXEdge can't create a log directory in the specified path
  • Incorrect path to the properties file
  • The property was overridden
• The information on the Histories page was updated with the ClearOnLoad attribute description.
• The ‘SaveAllocationReports’ Stored Procedure and Allocation report (35=AS) to DB mapping test sections were added to the  ICE Trade Capture Solution DB migration and setup Guide page.
• The description of the transform(<target protocol>, <target message type>) function was updated with the following line:
  • <target version> can be defined using the parser template string or FIX Protocol version or parser name in the "ParserName@" format.
• The description of the FixLayer.FixEngine.Session.Session_Name.CustomLogonFileName property was updated with the following note:
  • This parameter is deprecated since FIXEdge 6.14.2 release. The CustomLogonMessageFileName parameter must be used instead.
• The new com.epam.fe.converter.SimpleTextMessageWithHeaderConverter value was added for the CustomMessageType property on the JMS Transport Adapter configuration and Configuring JMS endpoints pages.
• The new JSONMapping Handler public KB page was added.
• The Configure throttling of incoming messages section was added to the How to configure FIX messages throttling in the FIXEdge C++ page.
• The description of the new IncludeProperties property was added to the Configuring FIX Sessions page.
• The description of three new JS functions was added to the BL Scripting with JavaScript page:
  • getSessionParser(<sessionName>)
  • getSessionParser(<senderCompID>, <targetCompID>)
  • getSessionParser(<senderCompId>, <targetCompId>, <sessionQualifier>)

Fixed Bugs

• Fixed the issue when failed XSLT transformation wasn't handled on BL.
• Fixed the issue when the send(<SenderCompID>, <TargetCompID>) JS function call in the CreateSessionEventevent prevented message delivery to FIX sessions.
• Fixed the issue when FIXEdge C++ could not reconnect to Consul due to an unexpected timeout error.
• Fixed the issue when the scheduler file could not be created if its name contained '=' or '\' symbols. These symbols are now being encoded in Base64.
• Fixed the issue when FIXEdge C++ could not be started when the LogDirectory property was specified with Directory Junction link.

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