dxFeed .Net API 8.4.0
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[DXFC-258] Fixed a bug with the impossibility of receiving candledata when changing the order of candle symbol attributes
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[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 useTimeAndSaleDataConnection
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, theNormalized
method has been added for the TimeAndSale, Quote, Summary events, which will return a normalized (Regional) copy of the event. See example and documentation. - Added the