Yes, the .bar files must be separated by year. They can be shorter, but not longer than a year.

The assetsFix.dta file contains a list of all subscribed assets. It is normally automatically generated when logging in to a broker, and stored in assets.dta. The file is just a list of ASSET structs that are defined in trading.h. Only the first part of the struct, up to sName, is contained in the list.