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QuickFIX/n Release Notes

Welcome to QuickFIX/n

QuickFIX/n is a .NET port of QuickFIX, an open source C++ FIX engine.

What's New

CAUTION:

  • There are breaking changes between 1.11 and 1.12! Please review the 1.12.0 notes below.
  • There are breaking changes between 1.10 and 1.11! Please review the 1.11.0 notes below.

v1.12.0

Breaking changes

  • #768 - span-ify parser (Rob-Hague) - makes a change to QuickFix.Parser interface, which isn't likely to affect users
  • #820 - cleanup/nullable-ize initiator/acceptor files (gbirchmeier) - changed some Session Generate* functions to return void instead of null, very low likelihood that any user code will be affected.
  • #821 - delete dead code: ByteSizeString class & test, do-nothing ConfigTest (gbirchmeier) - ByteSizeString is public, but probably no one uses it
  • #822 - cleanup/nullable-ize Message/ classes (gbirchmeier)
    • FieldMap: getFieldOrder() deleted. Just call FieldOrder.
    • FieldMap: GetGroup(int num, Group group) now returns void instead of redundant Group
    • Group: rename Field to CounterField
    • Message: changed SOH's type from string to char
    • Message: ctor Message(string msgstr, DataDictionary.DataDictionary dataDictionary, bool validate) deleted. You can use the 2-DD version, though for FIX4 those DDs will be the same.
    • Message: ExtractField()'s 2 DD params removed. They were never used.
    • Message: static GetFieldOrDefault() changed to private. Unlikely anyone will notice.
    • Message: static GetReverseSessionID(Message) changed to private. Unlikely anyone will notice. (The version with the string param is still public)
    • Message: FromStringHeader renamed and made private. Unlikely anyone will notice.
    • Message: ToXML() and ToJSON() require DD params for any tag/enum translation. (Message no longer stores a DD instance var.) These functions are new, probably not widely used yet. Function docs are now clear on this behavior.
  • #826 - cleanup/nullable-ize Socket & Session classes (gbirchmeier)
    • ClientHandlerThread is now internal. Unlikely anyone will notice.
    • SocketReader: delete public ctor. Probably no one is using it.
    • Session: rename (capitalize) TargetDefaultApplVerId property
    • SessionState: ctor now requires a MessageStore. (Existing callers used an object initializer anyway)
    • Many protected functions were altered, but probably no user code is touching them
  • #827 - cleanup/nullable-ize StreamFactory, SessionID, Settings, SessionSettings, SessionSchedule (gbirchmeier)
    • StreamFactory: privatized a lot of members; I don't think users are inheriting from this
    • SessionSchedule: remove unused LastEndTime()
  • #831 - cleanup/nullable-ize Logging/Store classes, fix path-separator bug (gbirchmeier)
    • Move all logger classes to new QuickFix.Logger namespace
    • Move all store classes to new QuickFix.Store namespace
    • FileLog: remove the single-param ctor, no reason for anyone to use it
    • ScreenLog ctor: removed unused sessionId param
    • ScreenLogFactory: remove unused public vars
  • #708 - In FIX50, rename field SecurityStat to SecurityStatus, to match SP1 and SP2 (gbirchmeier)
  • #639 - address Dictionary ctor bug, then cleanup/nullable-ize (gbirchmeier)
    • rename to SettingsDictionary to reduce name confusion with System.Collections.Generic.Dictionary
    • privatize a ctor that takes a generic Dict; apps shouldn't use it
    • remove the copy ctor that takes only a SessionDict; replace it with one that explicitly requires a name also
  • #842 - Fix nano-datetime-to-string bug (gbirchmeier)
    • Also refactor the heck out of DateTimeConverter & tests: many functions renamed/deprecated
  • #847 - remove setting MillisecondsInTimeStamp (gbirchmeier)
    • Use TimestampPrecision instead (same as QF/j)
  • #830 - replace ClientThreadHandler "Debug" logs with NonSessionLog (gbirchmeier)
    • ILogFactory extended with a CreateNonSessionLog(). Pretty easy to implement though.
    • Some classes were internalized, but I can't imagine people are using them in their app code.
    • See details/explanation at connamara#830

Non-breaking changes

  • #400 - added DDTool, a C#-based codegen, and deleted Ruby-based generator (gbirchmeier)
  • #811 - convert AT platform to be NUnit-based, get rid of Ruby runner (Rob-Hague)
  • #813 - fix incorrect logging of acceptor heartbeat (gbirchmeier)
  • #815 - update broken/neglected example apps & docs (gbirchmeier)
  • #764 - fix positive UTC offset parsing in DateTimeConverter (Rob-Hague)
  • #766 - use ordinal string operations (Rob-Hague)
  • #767 - avoid string conversions in FieldMap.Get{FieldType} where possible (Rob-Hague)
  • #785 - use correct SocketError "Shutdown" code when socket is deliberately shutdown (oclancy)
  • #711 - fix explicit 0.0.0.0 address binding (bohdanstefaniuk)
  • #823 - get rid of IOIQty enums in FIX5 DDs, allow free string (gbirchmeier)
  • #786 - rewrite HttpServer: better HTML, no crash on errors (gbirchmeier)
  • #697 - new SocketIgnoreProxy setting (ABSJ415)
  • #740 - Capture inner exception messages when handling authentication exceptions (rars)
  • #833 - Add Try/Catch logic to SocketInitiator.OnStart() (Falcz)
  • #782 - proper handling of XmlData field (larsope)
  • #770 - fix unobserved SocketException
    • Perform socket read operations according to Task-based asynchronous pattern (TAP) instead of Asynchronous Programming Model (APM), in order to catch unobserved SocketExceptions (nmandzyk)
    • Cleanup/nullable-ize SocketInitiatorThread (gbirchmeier)
  • #839 - change ScreenLog to output FIX messages with "|" instead of non-visible SOH (gbirchmeier)
  • #844 - implement "Weekdays" setting (MichalUssuri/gbirchmeier)
  • #859 - implement proper path searching for CA certs in config (gbirchmeier)

v1.11.2:

  • same as v1.11.1, but I fixed the readme in the pushed nuget packages

v1.11.1:

  • #793 - Continuous Markets bugfix: make DD treat SEQNUM as ULong, not Int (gbirchmeier)
  • #790/#787 - break up monolithic release script, add symbols & DD to nugets/zip, delete old scripts (gbirchmeier)

v1.11.0:

This build removes deprecations, and also updates to .NET 6.0.
We decided this wasn't big enough to warrant a v2 release, even though it technically violates semantic versioning.

Breaking changes in release

  • #732 - generate FIXT11 msg classes so they can be cracked (mgatny) IMPORTANT: FIX5+ applications now need the new FIXT11 dll!
  • #748 - Update all csproj files to net6.0, fix .NET deprecations, update pwsh scripts, remove some non-pwsh scripts (gbirchmeier)
  • #749 - All deprecations are removed (gbirchmeier)
  • #746 - remove some unused public FIXnn_LAST_FIELD constants; corrected FIX44 DD UNKOWN_ID typo (gbirchmeier)
  • #756 - privatize DDField property setters, change various Get/SetNextSenderMsgSeqNum & Get/SetNextTargetMsgSeqNum functions to properties (gbirchmeier)
  • #760 - change seqnums to UInt64 to support Continuous Markets (mgatny)
    (ATTENTION! Note the INT->SEQNUM changes in FIX40/41/42.xml DDs! You may need to update your DDs!)

Non-breaking changes

  • (minor) #745 - JSON-to-FIX (mgatny)
  • (minor) #724 - FIX-to-JSON serialization, and a ToXML() bugfix (mgatny)
  • (patch) #647 - replace lock with memory barrier to avoid deadlocks (brunobelmondo)
  • (patch) #623 - fix issues with New-Release.ps1 (fourpastmidnight)
  • (patch) #727/#728 - improve dictionary parsing speed (sylr)
  • (minor) #724 - Add methods for serializing to FIX JSON Encoding (mgatny)
  • (patch) #630 - Make DefaultMessageFactory reflect only over QF/n assemblies (gbirchmeier)
  • (patch) #643 - add 1156 (ApplExtId) to FIXT11.xml (gbirchmeier)
  • (patch) #642 - allow decimal fields to have exponential notation (rakker91)
  • (patch) #663/#657 - fix call to Directory.GetFiles for case-sensitive filesystems (johna1203/jatrofka)
  • (patch) #626 - Dynamic SocketAcceptPort bugfix (akamyshanov)
  • (patch) #662 - fix NullRefEx in AbstractInitiator.IsLoggedOn (gbirchmeier, thanks to akpwhg)
  • (patch) #542 - log before crash when port is not available (rodrigopscampos)

v1.10.0:

  • (patch) #505 - Fix ObjectDisposedException when SocketInitiator is stopped before connection attempt fails (musashibg)
  • (patch) #571 - StreamFactory fix: unexpected null from GetProxy (mkoca & mcmillab)
  • (patch) #547 - Implement Refresh() method in FileStore (roederja2)
  • (minor) #570 - change Parser.AddToStream() interface to not use 'ref' (roederja2)
  • (patch) #526 - Do not ignore MsgSeqNum on ResendRequest when no persistence (ledusskapis)
  • (patch) #430 - Support config AllowUnknownMsgFields (peto268/gbirchmeier)
  • (patch) #349 - Improvement to repeating-group error detection when delimiter is missing (gbirchmeier)
  • (minor) #561 - Fix nanosecond config throw (dckorben)
  • (minor) #512 - Support config SocketSendTimeout/SocketReceiveTimeout to prevent SSL socket timeouts (allysutherland)
  • (patch) #383/#582 - Fix debug logfile name clash (chizz5056/gbirchmeier)
  • (patch) #410/#583 - SocketAcceptPort now fully-obeyed (mvdtom)
  • (minor) #585/#323 - Add Message.ToXML() (baffles/gbirchmeier)
  • (patch) #591 - Nanosecond DateTime reader bugfix (gbirchmeier)
  • (patch) #592/#601 - better detection of malformed DD elements (gbirchmeier/roederja2)
  • (patch) #606 - fix IDisposable implementations to follow MS general pattern (pavka1799)
  • (patch) #566 - SSLValidateCertificates=N overrides SSLCheckCertificateRevocation (gbirchmeier, h/t to Mad-Lynx)
  • (patch) #405 - CheckFieldsHaveValues needs to work for non-strings too (gbirchmeier)
  • (minor) #596 - Support HeartBtInt=0 (gbirchmeier)
  • (minor) #136 - add static TAG property to each field (gbirchmeier)
  • (patch) #564 - NuGet package creation! (fourpastmidnight)
  • (patch) #612 - add Serilog standalone example (pavka1799)
  • (patch) #602 - Correct DD.CheckValue() to be compatible with AllowUnknownMessageFields (roblugt/gbirchmeier)
  • (patch) none - use SslProtocol.None instead of deprecated .Default (gbirchmeier)

v1.9.0:

  • (minor) #469 - Add support for NET Standard 2.0 (jhickson)
  • (minor) #476 - Separate FIX message assemblies from the main project (akamyshanov)
  • (minor) #482 - x64 support (brobits)
  • (patch) #486 - More informative exception for DD parsing errors (gbirchmeier)
  • (patch) #492 - fix delete-generated script (gbirchmeier)
  • (patch) #493 - fix DD parsing issue with certain comments (gbirchmeier)
  • (minor) #448 - Fix message load error within *nix environments (mtnbiker99)
  • (minor) #497 - Support full cross-platform operation (michaelwilner)
  • (patch) #498 - Fix hanging on ThreadedSocketReactor exit (michaelwilner)
  • (minor) #489 - fixes for DefaultMessageFactory / FIX50sp1/2 (gbirchmeier)
  • (patch) #499 - fix bug in SessionState MessageQueue (vigzel)
  • (minor) #507 - better feedback for "Incorrect BeginString" errors (gbirchmeier)
  • (minor) #521 - fix misspelled session reject reason (vpfau)
  • (minor) #524 - add tunnel support; expand cert store search to include LocalMachine (nileshwagel/gbirchmeier)
  • (minor) #531 - change encoding to iso-8859-1 (aka latin1) (amibar/gbirchmeier)
  • (patch) #532 - bug in #524: don't attempt non-.NET-Core-supported functionality (gbirchmeier)
  • (patch) #533 - file maintenance (gbirchmeier)
  • (patch) #509 - Consistent sessionID argument name in IApplication (eugbaranov)
  • (patch) #296 - make FieldMap.GetField obsolete; favor .GetString instead (staffanu)
  • (patch) #478 - eliminate unnecessary string/byte flip-flop (gbirchmeier)
  • (patch) #473 - correct ordering of fields in message trailer (Ieshaj/gbirchmeier)
  • (patch) #513 - Allow groups where the first entry is a group (twoi/gbirchmeier)
  • (minor) #549 - SessionFactory.Create creates a more-appropriate DefaultMessageFactory; also add NullLogFactory (gbirchmeier)

v1.8.0:

  • (patch) #402 - Multithreading fix to please NUnit 2.6.3 and above (arkadiuszwojcik)
  • (patch) #406 - Remove xslt (brobits)
  • (patch) #417 - Bring unit tests up-to-date with NUnit v3.4.1 (zherr)
  • (minor) #418 - Target .NET 4.5 (zherr)
  • (minor) #419 - Atrun dep removal (zherr)
  • (minor) #421 - added class for web interface (mohit-kumar-3pillar)
  • (minor) #425 - Updating DateTimeConverter to be able to convert between microseconds (huwmongoose)
  • (patch) #428 - lock down nokogiri version (cbusbey)
  • (minor) #444 - generator doc update + deletion script (gbirchmeier)
  • (patch) #445 - remove wonky whitespace from generated message classes (gbirchmeier)
  • (minor) #459 - Nanosecond support for QuickFIX timestamp fields (brobits)
  • (patch) #463 - adds fix50sp1-sp2 to FixMessages proj, fixes generator bug (cbusbey)

v1.7.0:

  • (patch) #276 - SSL Fixes (akamyshanov)
  • (minor) #292 - Allow To Set Several Fields At The Same Time (tix52)
  • (minor) #294 - Added SocketSendBufferSize and SocketReceiveBufferSize settings (staffanu)
  • (patch) #295 - Use only ipv4 addresses returned by Dns.GetHostAddresses (staffanu)
  • (minor) #334 - Implement NonStopSession, for compatibility with quickfixj (staffanu)
  • (patch) #340 - TreadedSocketAcceptor does not dispose underlying sessions on stop bug (akamyshanov)
  • (minor) #356 - implement optional session setting ValidateLengthAndChecksum (dafanasiev)
  • (patch) #358 - BeginString not being transformed into the correct file name when no DataDictionary session setting is present. (Cooker1977)
  • (patch) #365 - fixes for dynamic session functionality (martinadams)
  • (patch) #380 - Website docs and cleanup (cbusbey)

###v1.6.0:

  • (patch) #362 - expanded CI to code genertion and acceptance tests (aswaney)
  • (minor) #247 - support for CheckLatency/MaxLatency config settings (ruaanviljoen)
  • (patch) #256 - bug in 247, defaults override config (akamyshanov)
  • (patch) #258 - threadsafe SessionState.Get/Set to fix garbled message issue (jacsuper)
  • (patch) #251 - restore the session type check in AbstractInitiator.Start (oract)
  • (patch) #255 - release ClientHandlerThread resources on client disconnect (mgatny)
  • (patch) #266 - Session not explicitly handling DoNotSend from Application::ToApp (cbusbey)
  • (patch) #267 - Resent Messages not being relayed to Application::ToApp (cbusbey)
  • (minor) #286 - FieldBase.Equals() and .GetHashcode() (steffanu)
  • (patch) #287 - sync fix in Session class (steffanu)
  • (patch) #275 - SessionID.IsSet() should be used instead of !=SessionID.NOT_SET (akamyshanov)
  • (patch) #297 - revert #287
  • (patch) #290 - support for RefreshOnLogon (martinadams)
  • (patch) #80 - fixes to tag-141-related sequence resets (TomasVetrovsky,akamyshanov,gbirchmeier)
  • (patch) #315 - make config file section headers be case-insensitive, for parity with QF/j (gbirchmeier)
  • (minor) #314 - New feature: add/remove sessions dynamically (martinadams)
  • (patch) #273 - prevent non-logon message traffic unless fully logged on (martinadams)
  • (patch) #278 - fix for mis-sequenced gap fills in re-requested messages (martinadams)
  • (patch) #283 - fix to ensure IApplication.FromAdmin() gets called for received resend requests (martinadams)
  • (minor) #312 - New config option: can force session-level rejects to be resent (martinadams)
  • (minor) #270/#146 - Correct rejection behavior when msg groups do not use correct delimiter tag (gbirchmeier)
  • (patch) #280 - fix to prevent StackOverflowException due to recursion (martinadams)
  • (patch) #364 - remove accidental introduction of .NET 4.0 features (gbirchmeier)

NOTE: Breaking changes in release
This version has changes that technically alter the public interface. Most likely no one is affected. But just in case, here are the details:

  • class OtherTagException was deleted. The class GroupDelimiterTagException used to be descended from this class, but now descends directly from TagException.
  • method Session.Next(Message message) was deleted. This should never have been public. If you were using it and this is a problem for you, please contact us via our Contact Page and we'll see if we can help.

###v1.5.0:

  • (patch) pr #181 - add null checks to SessionID constructor (roji)
  • (minor) issue #48 - IInitiator.Stop() must release resources (jungers42/gbirchmeier)
  • (patch) issue #160 - floats without leading zeros (e.g. ".23") now parsed properly (gbirchmeier)
  • (patch) issue #187 - make IInitiator implement IDisposable (gbirchmeier)
  • (minor) pr #178 - can now load DD from a stream instead of a file (robsonj)
  • (patch) issue #183 - Session.Reset should only logout if already logged in (ligu)
  • (patch) issue #40 - remove redundant/misplaced body length check in parser (gbirchmeier)
  • (minor) pr #180 - new CompositeLogFactory (roji)
  • (patch) issue #179 - bug in parsing groups when message factory is null (klmcwhirter/TomasVetrovsky/gbirchmeier)
  • (minor) issue #102 - allow SequenceReset/PossDup messages to omit tag 122 (thomasfleming/gbirchmeier)
  • (patch) issue #153 - Chunked resends are now sent "on-demand" instead of all-at-once (roji)
  • (patch) issue #173 - bug in Message.IsAdmin/IsApp (TomasVetrovsky/gbirchmeier)
  • (patch) issue #166 - FIX44 spec missing PutOrCall and UnderlyingPutOrCall (gbirchmeier)
  • (patch) corrections/updates to FIX44 spec based on diff with QF/j version (gbirchmeier)
  • (minor) issue #66 - correct validation of multiple-value-string fields (harvinder)
  • (patch) pr #125 - MessageCracker optimization (unclepaul84)
  • (minor) pr #220/#235 - IIinitiator/IAcceptor.IsLoggedOn method changed to property (vbfox/gbirchmeier)
  • (patch) issue #95 - deep-level repeating groups getting mangled in resend-requests (aelgasser)
  • (patch) issue #204 - concurrency issue in Message.ToString (gbirchmeier)
  • (patch) issue #175 - correct some date fields to be generated/validated as DateOnlyField types (gbirchmeier)
  • (patch) pr #225 - fix for FileStore seqnum file corruption risk (roken)
  • (minor) issue #18 - native SSL support (Daniel-Svensson)

###v1.4.0:

  • (minor) issue #101 - better exception for when group doesn't use proper delimiter (gbirchmeier)
  • (minor) issue #28 - rename interfaces to start with "I" (gbirchmeier)
  • (patch) issue #128 - simplify/improve TradeClient example app (gbirchmeier)
  • (minor) issue #135 - fix DateOnly/TimeOnly field support (formator)
  • (patch) issue #134 - if DD field/group/component is missing "required" attribute, treat it as "required=N" (gbirchmeier)
  • (patch) issue #114 - enum dupe-check script; corrections to FIX43 tag 574/MatchType (gbirchmeier)
  • (patch) scripts and fixes for experimental Mono support (mgatny)
  • (minor) issue #97 - tolerance for non-ASCII (e.g. UTF-8) characters (andbjorn/gbirchmeier)
  • (patch) issues #139/#144/#151 - session schedule problems (gbirchmeier/formator)

###v1.3.0:

  • (patch) issue #82 - add stacktraces to certain disconnect logging messages (gbirchmeier)
  • (minor) issue #56 - make engine create concrete group types instead of generic Group objects (gbirchmeier)
  • (minor) issues #60/#87 - add config settings for UseLocalTime and TimeZone (martsyn)
  • (patch) issue #73 - conflicting directory lettercase with MessageFactory classes (gbirchmeier)
  • (patch) issue #43 - Change occurrences of "QuickFIX.NET" to "QuickFIXn" (dir name, sln name, scripts) (gbirchmeier)
  • (patch) issue #58 - convert sln to vs2010 (gbirchmeier)
  • (patch) issue #90 - Dictionary.Get/SetDouble was not using invariant culture (formator/gbirchmeier)
  • (minor) pr #108/#117 - add DD class support for enum descriptions (formator/gbirchmeier)
  • (patch) pr #111/#120 - settings file can have = signs in value (ligu/gbirchmeier)
  • (minor) issue #91 - support for custom message factories (formator)
  • (minor) pr #113/#122 - config setting DebugLogFilePath (ligu/gbirchmeier)
  • (minor) pr #110 - session reset logged to eventlog (ligu)
  • (patch) issue #93 - bugfix: change 'h' to 'n' in Message.IsAdminMsgType (gbirchmeier)
  • (patch) issue #98 - bugfix: required fields inside components are erroneously causing the component to be treated as required (gbirchmeier)
  • (minor) issue #22 - bugfix: seq nums not being reset when restarting application after session StartTime (ligu)
  • (patch) issue #49 - close config file after reading (gbirchmeier)

###v1.2.0:

  • (minor) Extended Session.cs to enable setting of NextTargetSequenceNum and NextSenderSequenceNum. (chrisbarker)
  • (minor) Extended Session.cs to implement static method DoesSessionExist(SessionID sessionID) as per QuickFIX. (chrisbarker)
  • (patch) Fixed issue #21 - DecimalConverter is now culture-insensitive (harvinder)
  • (minor) Fixed issue #22 - Sequence numbers not being reset (kkozel)
  • (patch) Repeating groups always write to default DD order. (gbirchmeier)
  • (minor) Fixed issue #16 - added GetSessionID methods to IAcceptor and IInitiator (gbirchmeier)
  • (patch) Fixed issue #35 - Proper BeginString for FIX5 messages (gbirchmeier)
  • (patch) Fixed issue #36 - update version number in release script (gbirchmeier)
  • (patch) Fixed issue #11 reopen - nested group's counter erroneously appearing twice (gbirchmeier)
  • (patch) Fixed issue #39 - "length" types generated as ints, was wrongly being generated as decimal (g0t4)
  • (patch) Fixed issue #44 - LogonTimedOut (mgatny)
  • (patch) Fixed issue #42 - Environment.TickCount bug (mjwood7)
  • (patch) Fixed issue #59 - Bug in determining whether we're inside a weeklong session (cbusbey)
  • (patch) Fixed issue #57 - Heartbeat not sent during constant traffic (cbusbey)
  • (patch) Fixed issue #47 - Missing values in PartyRole enum (gbirchmeier)
  • (minor) Fixed issue #37 - Deprecate DDField.Required, because it makes no sense (zakev/gbirchmeier)

###v1.1.0:

  • (patch) fix for #13 - CURRENCY-type fields should be strings, not decimals
  • (patch) fix for #9 - fix broken Message.GetMsgType()
  • (patch) fix for #10 - repeating group serialization now puts delimiter first
  • (minor) fix for #5 - field-type checks for repeating groups, support for TimeOnly/DateOnly fields

###v1.0.0 First release and announcement ###v0.9.1 Confirmation of release of QuickFIX/n ###v0.9.0 First pre-release of QuickFIX/n