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changes.mady.by.user Unknown User (gbennett)

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changes.mady.by.user Gerald Lopez

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2020.35.WE.A  

Requires SBE Schema 18459

New API(s):

Fidessa Orders

Enhancements:

  • PHNX-1859: Base Implementation  Decimal conversion optimization
  • PHNX-1861: Base Implementation  Date conversion optimization
  • PHNX-1862: Base Implementation  Time conversion optimization
  • PHNX-1868: All Venues  Schema v18459 upgrade
  • PHNX-1872: API Client  Java Sample Client - upgrade to Schema v18459
  • PHNX-1895: Base Implementation  Additional global validation required for ExecutionReport LegOrderQty
  • PHNX-1945: 360T TEX  QuoteRequest LefAllocQty amounts are now signed correctly
  • PHNX-1949: Bloomberg FX<GO>  Bloomberg RFS Session Handling - No response from gateway when venue requested a resend
  • PHNX-1976: Base Implementation  Introduce global validation rule to ensure QuoteRespType is mandatory in QuoteResponse message sent by Client

2020.32.WE.A  

Requires SBE Schema 18444

  • PHNX-1873: Ensure FIX engine complies with the logon+resync sequence edge case found in latest venue

2020.30.WE.A

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Requires SBE Schema 18444

  • PHNX-1351:

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  • Reuters SBE-Receive and process client MarketDataRequest correctly
  • PHNX-1493:

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  • Reuters SBE-Improve fix format in ASCII logs
  • PHNX-1498:

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  • Reuters SBE-Only log messages related to client MDRequests in the Ascii logs
  • PHNX-1504:

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  • Reuters SBE-Format Price in MDIncrementals as per the precision in SecurityDefinition
  • PHNX-1521:

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  • Reuters SBE-Build gateway recovery process on gap detection
  • PHNX-1533:

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  • API Client-Update Sample Client to include an ESP maker example
  • PHNX-1671:

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  • Fix/SBE Bridge-Optimise memory use for FIX & SBE messages
  • PHNX-1676:

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  • Fix/SBE Bridge-Improve performance of repeating group generation in FIX messages
  • PHNX-1726:

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  • Reuters SBE-A/B Line arbitration result to be reported in MarketDataIncrementalRefresh and EndMarker messages
  • PHNX-1761:

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  • Journal Service-Journaling throughput improvements
  • PHNX-1768:

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  • Reuters SBE-Client messages to be captured in ascii logs
  • PHNX-1800:

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  • Reuters SBE-Reuters SBE - Gateway published MDIncrementalRefresh with empty Tag1683
  • PHNX-1824:

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  • Reuters SBE-Fix increment of MsgSeqNum
  • PHNX-1844:

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  • FXall Quicktrade-Resolve infrequent larger than expected latency
  • PHNX-1857: 

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  • Base Implementation-Force socket re-creation after an invalid client login
  • PHNX-1858:

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  • Venue Gateway-Prevent gateway shutting down the venue connection prematurely

2020.28.WE.A

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Requires SBE Schema 18444

  • PHNX-1378:

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  • Reuters SBE-When available use network timestamp
  • PHNX-1469:

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  • Reuters SBE-Publish Latency details to Graphana
  • PHNX-1496:

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  • Reuters SBE-Stop sending EndMarkers before subscription requests
  • PHNX-1500:

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  • Reuters SBE-Identify origin in EndMarker message
  • PHNX-1501:

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  • Reuters SBE-Send first MDIncrementalRefresh message on receiving MDFullRefresh from venue
  • PHNX-1512:

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  • Reuters SBE-Use TR_CmnRptSeq as Instrument sequence number in MarketDataIncrementalRefresh messages
  • PHNX-1539:

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  • Reuters SBE-Send Snapshot to clear the book per MDRequest
  • PHNX-1660:

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  • FXall Quicktrade-Support for Truncation flag in BodyPassthruFields
  • PHNX-1697:

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  • Fix/SBE Bridge-Populate NoHops group
  • PHNX-1705:

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  • 360T TEX-Publish Decimal value in amount fields for client QuoteRequest for Blocks
  • PHNX-1715:

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  • Logging-Improve performance of logging macros
  • PHNX-1732:

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  • Fix/SBE Bridge-Messages no longer dropped under load
  • PHNX-1818:

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  • Venue Gateway-Always respond to the test request even if the session is not synchronised
  • PHNX-1829:

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  • Reuters SBE-Resolve missing MarketDataSnapshots

2020.23.WE.A

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Requires SBE Schema 18444

  • PHNX-1349:

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  • Bloomberg FX<GO>-Stop updating

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  • last logon

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  • timestamp with null on test environments
  • PHNX-1720:

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  • Base Implementation-Write message to customer before journalling
  • PHNX-1724:

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  • Base Implementation-Optimise point of writing to journal to reduce latency
  • PHNX-916:

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  • API Client-Update to schema version 18167


2020.20.WE.A 

  • PHNX-1051:  Base Implementation-Improve error handling when unable to initialise journal writing
  • PHNX-1082:  Logging-Create robust msg_log writer
  • PHNX-1131:  360T TEX-Improve logic to restrict sending QuoteCancel to client after NewOrderSingle/ MultiLeg
  • PHNX-1148:  Logging-Alerts on excessive Journal Message Queue Growth
  • PHNX-1149:  FXall Quicktrade-Remove Erroneous Application log warning on Quote Requests
  • PHNX-1188:  Logging-Improve handling of File Journal Write Failures
  • PHNX-1205:  360T TEX-Venue Spec change - Improved ISIN handling to be added to gateway
  • PHNX-1208:  Configuration-Accelerate QA and UAT Enterprise LogonServices and GatewayServices with Solar Flare onload
  • PHNX-1210:  Configuration-Configure Gateway Service to report the network timestamp from Solar Flare
  • PHNX-1223:  360T TEX-Prevent publishing both Bid & Offer Fwdpts and AllinRates for oneway request
  • PHNX-1261:  Base Implementation-Add config to run in non-spin mode for dev/test envs
  • PHNX-1266:  Logging-Add better error handling in the FIX socket reading logic
  • PHNX-1267:  Logging-Shutdown gateway gracefully if journal queue usage reaches 80% capacity
  • PHNX-1268:  Logging-Allow Journal process to print any message that cannot be recorded correctly
  • PHNX-1317:  Logging-Gateway services to confirm the journal interfaces are running at start up
  • PHNX-1318:  Logging-Build utility to transfer a message from command queue to a decodable file for support
  • PHNX-1321:  Logging-Launch a journal service dedicated per gateway service at gateway in deployment
  • PHNX-1342:  360T TEX-Add mapping for PartySubID and PartySubIDType
  • PHNX-1348:  Base Implementation-Error Report - Reject reason & text message in error report sent to the client needs correction
  • PHNX-1386:  Reuters SBE-Add A/B Channel Arbitration logic
  • PHNX-1393:  Bloomberg FX<GO>-ESP - Gateway to detect loss of connection for STR
  • PHNX-1396:  FXall Quicktrade-Deregister fxallquicktrade heartbeat timer
  • PHNX-1408:  Base Implementation-Add abstracted references to the Client (quick) & Venue (fix) resources in the MessageMapper
  • PHNX-1409:  Base Implementation-Support optional custom tags for the message translator
  • PHNX-1419:  EBS Ultra-Add A/B Channel Arbitration
  • PHNX-1446:  Reuters SBE-Update to Schema 18320
  • PHNX-1449:  Base Implementation-Prevent gateway resetting client sequence number in case of mismatch
  • PHNX-1451:  Base Implementation-Gateway to send logout when logging queue is full
  • PHNX-1471:  Journal Service-Add command line option to print version information then exit
  • PHNX-1474:  Base Implementation-Enforce one journaling service per gateway service
  • PHNX-1485:  Venue Gateway-Improve reconnect logic when venue disconnects socket after logon
  • PHNX-1488:  Currenex RFS-Add new version of the gateway to main build with alternate name for side by side testing
  • PHNX-1494:  360T TEX-Populate HasNDF fields on spot leg of NDS
  • PHNX-1497:  Reuters SBE-Send SecurityStatus message to client after the second EndMarker on secdef channel
  • PHNX-1511:  360T TEX-FixingReference to be published in NDS Execution Report when near leg is a spot
  • PHNX-1534:  Journal Service-Out of process journal service to auto start with gateways
  • PHNX-1543:  Venue Gateway-Prevent gateway auto-reconnect after customer logoff request
  • PHNX-1555:  Base Implementation-Prevent duplication of sender and target sub ids on resent messages
  • PHNX-1556:  Journal Service-Handle the IN_DELETE notify event when a command queue is manually deleted
  • PHNX-1658:  Documentation-Prepare customer UAT release 2020.20.WE.A
  • PHNX-1685:  Logging-Enhance ascii.msg and bin.msg to facilitate loading into ELK
  • PHNX-1686:  SBE Schema-Update software to use Schema v18394
  • PHNX-377:  Documentation-Create internal documentation for the gateway endpoint
  • PHNX-433:  CBOE NDF-Fix sequence number on logon to prevent ResendRequests
  • PHNX-831:  Configuration-Allow port number in network urls in gateway configs
  • PHNX-926:  Bloomberg FX<GO>-ESP-As a client I expect my FWD Market Data to be published on Bloomberg
  • PHNX-949:  Logging-Journal filenames to include the creation timestamp
  • PHNX-964:  Base Implementation-Refine U2/ErrorReport Text for Slow Consumer issue

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