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Release Notes

2.1.0 (????-??-??)

See the upgrade instructions.

  • Introduce message capacity (Jussi Virtanen)

    Simplify configuration by introducing the concept of message capacity: the number of fields a message container can hold. A message container starts at its initial message capacity and grows when necessary until it reaches its maximum message capacity.

  • Update FIX Latest support to EP276 (Jussi Virtanen)

  • Specify Java module names (Jussi Virtanen)

    Introduce minimal Java module support by specifying module names for all libraries corresponding to their package names.

2.0.0 (2022-10-29)

See the upgrade instructions.

  • Make FIXCheckSums package-private (Jussi Virtanen)

    Despite being public, FIXCheckSums is essentially an internal utility class. Make it package-private to reflect this and gain more flexibility for the future.

  • Make FIXTags package-private (Jussi Virtanen)

    See above.

  • Remove FIXTimestamps (Jussi Virtanen)

    See above.

  • Improve FIXValue (Jussi Virtanen)

    Make the FIXValue class implement the CharSequence interface. Change the return type of the FIXValue#asString method from String to CharSequence to avoid memory allocation, and remove the FIXValue#asString(Appendable) and FIXValue#asString(StringBuilder) methods as superfluous.

    Split the FIXValue#setTimeOnly method into FIXValue#setTimeOnlyMillis and FIXTimeOnly#setTimeOnlySecs, and split the FIXValue#setTimestamp method into FIXValue#setTimestampMillis and FIXValue#setTimestampSecs.

    Remove the FIXValue#asCheckSum method.

  • Improve FIXConnection (Dimitar Dimitrov, dmech, Jussi Virtanen)

    Remove the Clock interface, and make the FIXConnection constructors to take the current timestamp in milliseconds instead. Replace the FIXConnection#updateCurrentTimestamp method with FIXConnection#setCurrentTimeMillis.

    Remove the FIXConnection#updateCompID method. Use FIXConnection#getSenderCompID and FIXValue#getTargetCompID together with the FIXValue methods instead.

    Add support for other channel types besides SocketChannel, and add support for separate channels for receiving and transmitting data. Remove the FIXConnection#getChannel method to facilitate this.

    Remove the FIXConnectionStatusListener#heartbeatTimeout method, and add the FIXHeartbeatTimeoutException class. Throw this exception when a heartbeat timeout is detected in the FIXConnection#keepAlive method.

    Make FIXConnectionStatusListener, and therefore the default administrative message handling, optional. This makes it possible for applications to handle inbound administrative messages themselves.

    Add the methods FIXConnection#setInMsgSeqNum, FIXConnection#setOutMsgSeqNum, FIXConnection#setSenderCompID, and FIXConnection#setTargetCompID. Rename the FIXConnection#getIncomingMsgSeqNum method to getInMsgSeqNum, and rename the FIXConnection#getOutgoingMsgSeqNum method to setOutMsgSeqNum.

  • Add FIXTimestamp (Jussi Virtanen)

    Replace uses of Joda-Time's MutableDateTime class and ReadableDateTime interface with a FIXTimestamp class. While its design is inspired by the java.time package and the LocalDateTime class in particular, it is mutable unlike LocalDateTime.

    With FIXTimestamp, the date and time operations on FIXValue become at best over three times as fast as they were with MutableDateTime. These benchmarks include the conversion from date and time fields into a timestamp in millisecods or vice versa. However, as FIXTimestamp internally stores the instant it represents in date and time fields rather than as a timestamp in milliseconds, these conversions only take place when explicitly invoking the FIXTimestamp#getEpochMilli and FIXTimestamp#setEpochMilli methods.

    This change removes the Joda-Time 2.x dependency.

  • Update FIX 4.3 support (Jussi Virtanen)

    Regenerate the FIX 4.3 support from the latest FIX Repository version.

  • Update FIXT 1.1 support (Jussi Virtanen)

    Regenerate the FIXT 1.1 support from the latest FIX Ochestra version.

  • Add FIX 4.0 support (Jussi Virtanen)

  • Add FIX 4.1 support (Jussi Virtanen)

  • Improve FIXConfig (Jussi Virtanen)

    Define constants for default values. Add a static FIXConfig.newBuilder method to simplify FIXConfig.Builder construction. Add a FIXConfig.DEFAULTS constant to simplify default configuration usage.

    Replace the FIXConfig#getVersion method with a FIXConfig#getBeginString method.

    Rename the FIXConfig#getIncomingMsgSeqNum method to FIXConfig#getInMsgSeqNum and the FIXConfig.Builder#getOutgoingMsgSeqNum method to FIXConfig#getOutMsgSeqNum. Rename the corresponding methods in FIXConfig.Builder similarly to FIXConfig.Builder#setInMsgSeqNum and FIXConfig.Builder#setOutMsgSeqNum.

  • Update FIX Latest support (Jussi Virtanen)

    Regenerate the FIX Latest support from the latest FIX Orchestra version, including Extension Packs up to EP272.

1.3.2 (2022-10-28)

  • Improve Logon(A) handling (dmech)

    Handle a Logon(A) message with too high MsgSeqNum(34) value, but send a Logout(5) message when receiving a Logon(A) message with too low MsgSeqNum(34) value.

1.3.1 (2022-05-21)

  • Fix MsgSeqNum(34) handling on SequenceReset(4) (Vadim Platonov, Jussi Virtanen)

    Do not increment the outgoing MsgSeqNum(34) value when sending a SequenceReset(4) message.

  • Improve Logout(5) handling (Vadim Platonov, Jussi Virtanen)

    Handle a Logout(5) message with too low MsgSeqNum(34) value, but still send a ResendRequest(2) message when receiving a Logout(5) message with too high MsgSeqNum(34) value.

1.3.0 (2021-05-21)

  • Improve FIXValueTest (Jussi Virtanen)

    Make test cases that rely on the side effect of an attempt to read an incomplete value from a buffer partially populating the value container to actually read a complete value.

    Improve test coverage for all FIXValue methods.

  • Optimize FIXValue (Jussi Virtanen)

    Decrease the bytecode size of the FIXValue#setDigits method from 44 to 31 bytes, which is within HotSpot's default maximum inline size of 35 bytes. This makes the following methods faster:

    • FIXValue#setCheckSum
    • FIXValue#setDate
    • FIXValue#setTimeOnly
    • FIXValue#setTimestamp

    Decrease the bytecode size of the FIXValue#setInt method from 102 to 79 bytes, making it faster.

    Decrease the bytecode size of the FIXValue#setFloat method from 177 to 161 bytes, making it faster.

  • Add FIXMessage(FIXConfig) (Jussi Virtanen)

  • Add FIXValue#toString (Jussi Virtanen)

  • Add FIXMessage#valueOf(int,int) and FIXMessage#indexOf(int,int) (Kasimir Torri)

    Make it possible to get the index or the value container of the first instance of a field with a specific tag, starting from a specific index.

  • Optimize FIXTimestamps (Jussi Virtanen)

    Decrease the bytecode size of the FIXTimestamps.setDigits method from 36 to 28 bytes, which is within HotSpot's default maximum inline size of 35 bytes. This makes the FIXTimestamps.append method faster.

  • Add FIXValue#asString(Appendable) (Jussi Virtanen)

  • Add FIXValue#contentEquals (Jussi Virtanen)

  • Add FIX Orchestra support to Philadelphia Code Generator (Jussi Virtanen)

  • Add FIX Latest support (Jussi Virtanen)

  • Improve FIXMessageParser (Jussi Virtanen)

    Optimize parsing of the BeginString(8), BodyLength(9), and CheckSum(10) values, making message parsing faster.

  • Fix EndSeqNo(16) handling (Marcus Harte, Jussi Virtanen)

    Handle the value 0 for the EndSeqNo(16) field in a ResendRequest(2) message correctly. This value represents infinity and corresponds to all subsequent messages after the message referred to by the BeginSeqNo(7) field.

  • Improve BeginSeqNo(7) handling (Marcus Harte, Jussi Virtanen)

    Respond with a Reject(3) message if the BeginSeqNo(7) value in a ResendRequest(2) message exceeds the current MsgSeqNum(34) value.

  • Improve NewSeqNo(36) handling (Marcus Harte, Jussi Virtanen)

    Limit the NewSeqNo(36) value in a subsequent SequenceReset(4) message to the current MsgSeqNum(34) if the EndSeqNo(16) value in the preceding ResendRequest(2) message exceeds it.

1.2.0 (2020-03-03)

See the upgrade instructions.

  • Improve MsgType(35) handling (Jonathan Heusser, Jussi Virtanen)

    When checking for SequenceReset(4), check the first byte of the MsgType(35) value before checking its length. This avoids one conditional check for most messages.

    Remove a dead branch from the MsgType(35) switch statement following the MsgSeqNum(34) handling.

  • Fix send command in Philadelphia Terminal Client (Jussi Virtanen)

    Make it possible to send a message containing a field with whitespace characters.

  • Improve FIXValue#asFloat and FIXValue#setFloat (Jussi Virtanen)

  • Improve FIXValueTest (Jussi Virtanen)

  • Improve FIXConfigTest (Jan Nielsen)

  • Add example script for Philadelphia Terminal Client (Jussi Virtanen)

  • Mark FIXValue#asCheckSum() as deprecated (Jussi Virtanen)

  • Improve Philadelphia Terminal Client documentation (Jussi Virtanen)

  • Improve FIXMessageParserBenchmark (Jussi Virtanen)

    Add a benchmark for when the incoming CheckSum(10) check is disabled.

  • Improve FIXMessageParser (Jussi Virtanen)

    Having the incoming CheckSum(10) check in a separate method makes message parsing 9.6% faster in the performance test when the incoming CheckSum(10) check is disabled and 3.7% faster when it is enabled.

    Inlining parsing of BeginString(8), BodyLength(9), and CheckSum(10) tags makes message parsing further 5.9% faster in the performance test when the incoming CheckSum(10) check is disabled and 6.1% faster when it is enabled.

  • Fix wait command in Philadelphia Terminal Client (Jussi Virtanen)

    The wait command looked at received messages at an interval, stopping if the last received message had a matching MsgType(35) value. If two or more messages were received within one interval, the wait command might have missed a matching MsgType(35) value and erroneously continued waiting.

  • Remove transitive Joda-Time dependency (Jussi Virtanen)

    Replace the transitive Joda-Time 2.10.5 dependency with a Joda-Time 2.x dependency. This makes it possible for applications to manage their Joda-Time 2.x and Philadelphia Core dependencies independently.

  • Improve FIXValue#asTimeOnly (Jussi Virtanen)

    Set the fields all at once rather than one by one. This makes the method 33% faster.

1.1.1 (2019-06-25)

  • Fix message header buffer handling (Jussi Virtanen)

    Before manipulating the message header, invoke ByteBuffer#clear() to reset the buffer's limit back to its capacity.

1.1.0 (2019-06-21)

  • Improve FIXValue class (Jonathan Heusser, Jussi Virtanen)

    Make FIXValue#set() work correctly if the specified value container contains a value at a non-zero offset.

    Optimize the bytecode sizes of various methods so that they are under HotSpot's default maximum inline size of 35 bytes. Move the logic to construct and throw exceptions off the fast path. Replace a modulo operation with a bitwise AND operation.

  • Improve FIXConnection class (Jussi Virtanen)

    Simplify message header and trailer handling. Move the logic to handle unexpected MsgSeqNum(34) values as well as construct and throw exceptions off the fast path. Simplify TestRequest(1) and SequenceReset(4) handling.

    After sending a TestRequest(1) message, consider the keep-alive procedure successful on receiving any data from the other party, not just a Heartbeat(0) message.

    Optimize the bytecode sizes of FIXConnection#update() and FIXConnection#updateCompID() so that they are under HotSpot's default maximum inline size of 35 bytes. Note that after this change, these methods will throw a NullPointerException instead of an IllegalStateException if any of the required fields are not found.

  • Optimize FIXMessage class (Jussi Virtanen)

    Move the logic to construct and throw exceptions off the fast path.

  • Optimize FIXTimestamps class (Jussi Virtanen)

    Add a buffer to make formatting operations faster.

  • Improve FIXMessageParser class (Jonathan Heusser, Sergey Khomich, Jussi Virtanen)

    Make the class public. Replace a modulo operation with a bitwise AND operation. Add a performance test.

  • Add FIXValue#asBoolean() and FIXValue#setBoolean() methods (Jussi Virtanen)

  • Optimize FIXTags class (Jussi Virtanen)

    Move the logic to construct and throw exceptions off the fast path.

  • Improve code quality (Jan Nielsen, Jussi Virtanen)

    Clean up project dependencies. Clean up imports. Remove superfluous public modifiers. Use final modifier.

  • Improve Philadelphia Code Generator (Jussi Virtanen)

    Make Philadelphia Code Generator's version track Philadelphia's version. Add a comment to output files indicating that they have been automatically generated.

  • Improve Philadelphia Terminal Client (Jussi Virtanen)

    Handle Ctrl+C and Ctrl+D. Fix command completion.

  • Improve Philadelphia Example Initiator (Arturo Salinas)

    Fix coordinated omission: instead of sending the next message right after receiving the previous message, send messages at regular intervals.

  • Upgrade to Joda-Time 2.10.2 (Jussi Virtanen)

1.0.0 (2018-08-17)

  • Remove FIXField class
  • Add FIXMessage#tagAt() method
  • Add FIXMessage#valueAt() method
  • Rename FIXMessage#findIndex() method to indexOf()
  • Rename FIXMessage#findField() method to valueOf()
  • Optimize TCP socket handling
  • Add FIXMessage.fromString() method
  • Rename FIXSession class to FIXConnection
  • Rename FIXStatusListener class to FIXConnectionStatusListener
  • Upgrade to Joda-Time 2.10

See the upgrade instructions for more details.

0.7.0 (2018-06-25)

  • Add comment support to Philadelphia Terminal Client
  • Add input file support to Philadelphia Terminal Client
  • Improve messages command in Philadelphia Terminal Client
  • Add sleep command to Philadelphia Terminal Client
  • Add wait command to Philadelphia Terminal Client
  • Make Clock interface public
  • Add FIXMessage#findIndex() method
  • Clean up MatchType(574) handling in Philadelphia FIX 5.0
  • Add Philadelphia Code Generator

0.6.1 (2018-03-06)

  • Add FIXMessage#toString() method
  • Add FIXConfig#toString() method
  • Use System.arraycopy() in FIXValue#set() method

0.6.0 (2017-08-13)

  • Extract Philadelphia FIX 4.2 module
  • Extract Philadelphia FIX 4.3 module
  • Extract Philadelphia FIX 4.4 module
  • Extract Philadelphia FIX 5.0 module
  • Extract Philadelphia FIX 5.0 SP1 module
  • Extract Philadelphia FIX 5.0 SP2 module
  • Extract Philadelphia FIXT 1.1 module
  • Add alias for CxlRejResponseTo(434) value
  • Add FIXValue#copyTo() method
  • Clean up QuoteCondition(276) values
  • Make incoming CheckSum(10) check optional
  • Use direct byte buffer
  • Improve FIXSession performance
  • Improve project structure
  • Upgrade to Joda-Time 2.9.9

0.5.0 (2016-08-23)

  • Fix links in documentation
  • Add access to byte by index

0.4.0 (2016-05-24)

  • Expose next incoming and outgoing MsgSeqNum(34)
  • Expose SenderCompID(49) and TargetCompID(56)
  • Fix handling of incoming message too long to fit into receive buffer

0.3.0 (2016-03-30)

  • Move to com.paritytrading namespace

0.2.2 (2016-03-28)

  • Add support for running data reception and transmission on different threads
  • Fix FIXT 1.1 support for inbound messages

0.2.1 (2016-03-25)

  • Fix FIXT 1.1 support for outbound messages

0.2.0 (2016-03-15)

  • Add session parameter to session status listener
  • Add FIXT 1.1 support
  • Handle incoming message too long to fit into receive buffer
  • Add terminal client
  • Add FIX 5.0 support
  • Add FIX 5.0 Service Pack 1 support
  • Add FIX 5.0 Service Pack 2 support
  • Upgrade to Java 8

0.1.0 (2015-12-25)

  • Initial release