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dxFeed .Net API 8.4.0

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@github-actions github-actions released this 08 Sep 12:57
· 43 commits to master since this release
fe32fb6
  • [DXFC-258] Fixed a bug with the impossibility of receiving candledata when changing the order of candle symbol attributes

  • [DXFC-260] Added the ability to retrieve TnS data from CandleWebService

    • Added the TimeAndSaleDataConnection class with method
      Task<Dictionary<string, List<IDxTimeAndSale>>> GetTimeAndSaleData(List<string> symbols, DateTime fromTime, DateTime toTime, CancellationToken cancellationToken)
      that retrieves candles by symbols and start\stop DateTime. See documentation.
    • Add the dxf_tns_data_retrieving_sample that demonstrates how to use TimeAndSaleDataConnection

    It is possible to subscribe to regional TnS by specifying, for example, the AAPL&Q symbol.
    In this case, the service will return composite (Scope = Composite !) TnS with the TimeAndSale (not TimeAndSale&Q) record type and the AAPL&Q symbol (like a candle)
    For such a case, the Normalized method has been added for the TimeAndSale, Quote, Summary events, which will return a normalized (Regional) copy of the event. See example and documentation.