Releases: dxFeed/dxfeed-net-api
dxFeed .Net API 5.13.0
- [DXFC-189] Fixed bug with inability to receive orders with Scope = Aggregate
dxFeed .Net API pre-6.0.0
Pre release 6.0.0
dxFeed .Net API 5.12.0
- [DXFC-185] The new order source for cboe C2 options was added: C2OX
- [DXFC-188] Fixed bug with concurrent call of
tls_init
function
dxFeed .Net API 5.11.0
- [DXFC-182] The new order (price level) sources were added: ntv, glbx, xeur
- [DXFC-178] Added the ability to log received and transmitted data blocks
- [API] The
NativeTools.InitializeLogging
function extended by optional parameterlogDataTransfer
This flag defining the logging mode; if it'strue
then the data transfer (portions of received and sent data) logging will be enabled. It will also create two files with names similar to the name of the main log file, but ending with "*.receive.data" and "*.send.data" - [Samples] Added the additional command line parameter:
-p
- Enables the data transfer logging
- [API] The
dxFeed .Net API 5.10.0
- [DXFC-173] [Samples] Added the additional command line parameters to the
dxf_simple_order_book_sample
sample:- host:port - The address of dxfeed server (exmaple: demo.dxfeed.com:7300)
- symbol - The instrument symbol: IBM, MSFT, AAPL, ...
- date - The date of time series event in the format YYYY-MM-DD
- source - The source for order events (default: NTV): NTV,NFX,ESPD,XNFI,ICE,ISE,DEA,DEX,BYX,BZX,BATE,CHIX,CEUX,BXTR,IST,BI20,ABE,FAIR,GLBX,ERIS,XEUR,CFE,SMFE
- -l - The number of displayed bids or asks in a order book (0 - unlimited [FOD], default: 10)
- -T - The authorization token
- [DXFC-174] Added the ability to subscribe to regional quotes. Now Quote subscription requests both composite and regional events. Please, use the
Scope
field to filter events. - [DXFC-168] The list of supported order sources was updated: NTV,NFX,ESPD,XNFI,ICE,ISE,DEA,DEX,BYX,BZX,BATE,CHIX,CEUX,BXTR,IST,BI20,ABE,FAIR,GLBX,ERIS,XEUR,CFE,SMFE
dxFeed .Net API 5.9.0
-
[Samples] Added the ability to connect with token in a dxf_events_sample
-
Added the ability to override the type of data the application subscribes to
- Added EventSubscriptionFlag enum with possible values:
Default
that used for default dubscription behaviourForceTicker
that used to force subscription to ticker dataForceStream
that used to force subscription to stream dataForceHistory
that used to force subscription to history data
- Added the new
NativeSubscription
constructors andNativeConnection.CreateSubscription
methods with additional parametereventSubscriptionFlags
. - [Samples] Added an additional command line parameter "[-s <subscr_data>]" to
dxf_client
(to describe how to use the new function with flags).
This parameter accepts the next values:- 'TICKER' or 'ticker' to force subscription to ticker data
- 'STREAM' or 'stream' to force subscription to stream data
- 'HISTORY' or 'history' to force subscription to history data
- Added EventSubscriptionFlag enum with possible values:
-
Added the
Tick
field to non ETH Trades.
TheTick
field Returns Trend indicator – in which direction price is moving. The values are: Up (Tick = 1), Down (Tick = 2), and Undefined (Tick = 0).
TheTick
field should be used ifIDxTradeBase.TickDirection
isUndefined
-
Fixed the
Direction
enum.
NowDown
= 1 andZeroDown
= 2 -
Added the candle price level attribute support. The candle price level (pl) defines additional axis to split candles within particular price corridor in addition
to candle period attribute with the default value Double.NaN.
So a one-minute candles of "AAPL" with price level 0.1 shall be specified with "AAPL{=m,pl=0.1}".- Added the
CandlePriceLevel
attribute class - Added the
PriceLevel
field toCandleSymbol
class - Added additional utility methods to
CandleSymbolAttributes
:- The static constructor method
PriceLevel.NewPriceLevel
to construct PriceLevel from double precision floating point value - The static constructor method
PriceLevel.NewPriceLevel
to construct PriceLevel by string parsing
- The static constructor method
Example:
dxf_client demo.dxfeed.com:7300 Candle AAPL{=m,pl=0.1} 2020-01-01
- Added the
-
Added ability to retrieve regional TnS. Now API backend (C-API) subsribes to both composite and regional TimeAndSale events.
Sometimes server may sent equal composite and regional TnS which differ by suffix only (for example: TimeAndSale and TimeAndSale&K).
So theScope
field was added with possible values:Composite
andRegional
toIDxTimeAndSale
,NativeTimeAndSale
. Same field was added for
IDxSummary
andNativeSummary
events.
Please, use theScope
field to filter out duplicates.
dxFeed .Net API pre-5.9.0
[DXFC-156] changed c-api repository link (#9)
dxFeed C# API 5.8.0
- Improved the documentation (converted to doxygen format)
- Added a sample that implements subscribing to symbols which downloaded from IPF. See the dxf_connect_ipf_sample project
- Fixed the InstrumentProfileConnection class that does not respond after downloading all data
dxFeed C# API 5.7.0
- Fixed an issue with crash on reconnect (connection by TLS)
- Added the ability to subscribe to "*" (wildcard) symbol
- See descriptions of the
NativeSubscription.AddSymbol
,NativeSubscription.AddSymbols
,NativeSubscription.RemoveSymbols
methods in the NativeSubscription.cs
- See descriptions of the