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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