dxFeed .Net API 8.5.1

• [DXFC-276] Fixed a bug with broken wildcard subscription

dxFeed .Net API 8.5.0

• [DXFC-266] Improved functioning of CandleDataConnection and TimeAndSaleDataConnection in Blazor\UI applications.
• [DXFC-267] Fixed a bug with possible call of callbacks/delegates from the native library when the memory of subscriptions/connections objects is cleared by the GC
• [DXFC-268] Fixed a bug with AccessViolationException when the user called Dispose of the subscription after Dispose of the connection.
• [DXFC-271] Fixed a bug with incorrect UTC timezone when requesting data from the CandleWebService
• [DXFC-269] .NET API common enhancements
  • The dxf_order_view_sample example now uses one symbol and source.
  • All native event fields now have public setters.
  • All native events now have public copy constructors and default constructors.
  • If no date\time is specified, then dxf_events_sample is not subscribed to time series.
  • dxf_ipf_connect_sample: added an ability to set bearer token
  • Added XML documentation for all public\protected API entities (interfaces, methods, classes etc.)
  • The DayUtil class is now public
• [Attention] Some architectural issues have been discovered that impose restrictions on the use of connection objects.
  It is not recommended to use multiple connections in parallel in the same process. This applies to objects created with
  the NativeConnection constructor and the DXEndpoint.Connect, TimeAndSaleDataConnection.GetTimeAndSaleData, CandleDataConnection.GetCandleData methods.
  This limitation will be lifted after API design changes.

dxFeed .Net API 8.4.1

• [DXFC-264] Added assembly and deployment of XML documentation Now dxf_api.xml and dxf_native.xml files come inside zip bundle. You can use them to get API documentation from the IDE.
• [DXFC-261] Fixed a bug related to leaking socket handles

dxFeed .Net API 8.4.0

• [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.

dxFeed .Net API 8.3.0

• [DXFC-254] The amount of memory used to store the symbols required for a subscription has been reduced by several times.
• [DXFC-238] Added the ability to set PriceLevelBook symbol or orders sources. Added the new methods:
  • IDxPriceLevelBook.SetSymbol(string newSymbol)
  • IDxPriceLevelBook.SetSources(string[] newSources)
  • IDxPriceLevelBook.AddSymbols(params CandleSymbol[] symbols)
    See documentation.
• [DXFC-255] Added a simple way to get data from CandleWebService.
  • Added the CandleDataConnection class with method
    Task<Dictionary<CandleSymbol, List<IDxCandle>>> GetCandleData(List<CandleSymbol> symbols, DateTime fromTime, DateTime toTime, CancellationToken cancellationToken)
    that retrieves candles by symbols and start\stop DateTime. See documentation.
  • Added the dxf_candle_data_retrieving_sample that demonstrates how to use CandleDataConnection
• [Deprecated] These classes, enums, interfaces, delegates and methods are deprecated and will be removed in 9.0.0 version:
  • DXFeedSymbolsUpdateEventArgs
  • OnEndpointClosingEventHandler
  • IDXEndpoint, DXEndpoint, IDXFeed, DXFeed
  • IDXFeedEventListener, IDxOrderViewListener, DXFeedEventHandler
  • DXFeedSymbolsUpdateEventHandler, DXFeedSubscriptionClosedEventHandler
  • IDXFeedSubscription, IDXFeedTimeSeriesSubscription, DXFeedSubscription, DXFeedTimeSeriesSubscription
  • CreateOrderViewSubscription, OrderViewSubscription
  • DXFeedLastingEventsCollector, LastingEventsCollector, DXFeedSnapshotCollector
    Please, use NativeConnection, NativeSubscription classes and their methods.

dxFeed .Net API 8.2.0

• [DXFC-220] Added the ability to retrieve events starting from a specific date and ending with a specific date.
  Added the new methods:
  • IDxConnection.GetDataForPeriod(EventType eventType, string symbol, DateTime fromTime, DateTime toTime)
  • IDxConnection.GetDataForPeriod(EventType eventType, string symbol, DateTime fromTime, DateTime toTime, TimeSpan timeout)
  • IDxConnection.GetDataForPeriod(EventType eventType, string symbol, DateTime fromTime, DateTime toTime, long timout)
  • IDxConnection.GetDataForPeriod(EventType eventType, string symbol, DateTime fromTime, DateTime toTime, CancellationToken cancellationToken)
    See documentation and the dxf_simple_data_retrieving_sample
• [DXFC-252] Fixed bug with "freezing" the IDxConnection.Dispose method if not called immediately after disconnecting the connection.
  Also the network.reestablishConnections config property was added. This property describes a flag that allows to disable the connection reestablishment mechanism. (default value = true)
  An example of disabling:

  NativeTools.LoadConfigFromString("network.reestablishConnections = false\n");

dxFeed .Net API 8.1.0

• [DXFC-251] Fixed a bug with receiving gap-filling data every time the user subscribed to symbols that he had already subscribed to earlier.
• [DXFC-237] Added the new order sources: MEMX (Members Exchange' order source), memx (Members Exchange' price level source) and smfe (SmallEx' price level source)

dxFeed .Net API 8.0.1

• [DXFC-236] Fixed the ancient glitch with random garbage data in fields of removed events' (TX_REMOVE flag = 1).
• Fixed the EventFlag, IndexedEvent documentation

dxFeed .Net API 8.0.0

• [DXFC-231] [Breaking changes] Converted the types and representations of certain event fields to store WideDecimal
  • Fields that are now of type double: IDxOrderBase.Size, IDxOrderBase.Size, IDxTradeBase.Size, IDxQuote.BidSize, IDxQuote.AskSize, IDxSummary.OpenInterest, IDxProfile.DivFreq, IDxTimeAndSale.Size, IDxCandle.OpenInterest
  • Added the IDxOrderBase.ExecutedSize (double) field which is related to FOB support
• [DXFC-215] [Breaking changes] The IDxFundamentalListener interface renamed to IDxSummaryListener and the OnFundamental method renamed to OnSummary
• [DXFC-222] Created wrapper for PriceLevelBook.c
  • Added the IDxPriceLevelBook, IDxPriceLevelBookListener interfaces
  • Added the NativePriceLevelBook class (see documentation)
  • Added the CreatePriceLevelBook methods to NativeConnection class (see documentation)
  • Added the dxf_price_level_book_sample to demonstrate how to use this wrapper

dxFeed .Net API 7.6.0

• [DXFC-224] Fixed a bug with a race conditions occurred while reading files
• [DXFC-225] Added initial support for the WideDecimal type. This will allow reading non zipped data coming from CandleWebService or data recorded in tape format. The examples of usage added to dxf_client and dxf_candle_sample help output.
• Now heartbeat logging in the dxf_client is optional. To enable, you must use the -b flag.
• [DXFC-227] Improved the project brief in the doxygen documentation