7 March 2019

FIXEdge v.6.7.1 release: changes in ICE Trade Capture Solution and ICE Private Order Feed Drop Copy Solution

B2BITS, EPAM Systems company is pleased to announce the release of version 6.7.1 of FIXEdge effective on March 6, 2019.

Changes in  ICE Trade Capture Solution:

  • Support of   ICE FIX Trade Capture specification version 4.4 was added
  • SQL Stored Procedures are used instead of JavaScripts for data processing and saving to DB
  • Support for Defined Strategy (35=UDS) messages was added:
    • Data Model was adjusted to store all the data coming in Defined Strategy (35=UDS) messages
    • Defined Strategies Subscriptions are implemented for UDS
    • StrategyPreference(9006) and PublishMktCreationRealtime(9010) tag values are set to "1" in Logon(35=A) to receive new Defined Strategy (35=UDS) messages published over the session in real time. Receiving Defined Strategy (35=UDS) messages is possible when switching to New Security Definition interface (StrategyPreference(9006)=1) only
  • CurrentDate and SenderCompID columns are added to the Trade Capture Reports   database tables
  • Fields data types and indexes were changed in Trade Capture Reports and Security Definitions tables to increase the speed of message processing
  • The format of the additional dictionary was changed to resolve possible conflicts of the additional dictionaries in FIXEdge multiple connections configurations. See   How to use dictionary from ICE Trade Capture Solution package based on FIXEdge 6.7.1 in previous versions
  • Username and Password settings moved from Сustom Logon to the FIXEdge.properties configuration file

See "How to upgrade" articles by the following links: 

Changes in  ICE Private Order Feed Drop Copy Solution:

  • Support of  ICE FIX Private Orders specification version 3.4 was added
  • Support for Allocation (35=J) messages was added:
    • Data Model    was adjusted to store all the data coming in Allocation (35=J) messages
    • Message processing by JavaScript is implemented
  • SessionQualifier   was added to configuration by default in ICE POF Solution in order to work along with ICE Trade Capture solution on the same FIXEdge instance
  • The format of the additional dictionary was changed to resolve possible conflicts of the additional dictionaries  in FIXEdge multiple connections configurations. See   How to use dictionary from ICE Private Order Feed Solution package based on FIXEdge 6.7.1 in previous versions
  • Handling of duplicate Execution Report (35=8) messages is changed for correct processing of messages with the same ExecID(17) tag:
    • The uniqueness of messages is determined by the set of values of the following tags: ExecID(17), Symbol(55), Side(54), ExecType(150) (added), TransactTime(60) (usedinstead of SendingTime(52)) If TransactTime(60) tag isn't specified in the Execution Report, then the current time is inserted If the TransactTime field value wasn't specified in the Execution Report (it has been generated by JS), then TransactTimeWasNULL is set to 'Y'
    • TimeStampPreference(9007) tag set to "1" in Logon(35=A) message for increase time precision in SendingTime(52), TransactTime (60), and RFQTransactTime(9213) tag values
    • Table columns for storage and post-processing PossDupFlag(43) and PossResend(97) tag values were added
  • Configuration file FIXEdge.properties is extended with the following settings:
    • SSL settings were added
    • Username and Password setting are moved from Сustom Logon
    • Schedule for ICE Private Order Feed Drop Copy session was added

See "How to upgrade" articles by the following links: 

Extension Packs:

The complete Release Notes are available in  Products Knowledge Base. 

New FIXEdge versions is available to our customers in B2BITS client space and to anyone for evaluation on demand - please direct requests for evaluation to sales@btobits.com.

 

 

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