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Releases: dxFeed/dxfeed-net-api

dxFeed .Net API 5.13.0

08 Sep 12:59
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  • [DXFC-189] Fixed bug with inability to receive orders with Scope = Aggregate

dxFeed .Net API pre-6.0.0

08 Sep 13:35
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Pre-release
Pre release 6.0.0

dxFeed .Net API 5.12.0

12 Aug 11:45
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  • [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

25 Jun 09:24
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  • [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 parameter logDataTransfer This flag defining the logging mode; if it's true 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

dxFeed .Net API 5.10.0

02 Apr 15:28
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  • [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

23 Jan 11:56
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  • [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 behaviour
      • ForceTicker that used to force subscription to ticker data
      • ForceStream that used to force subscription to stream data
      • ForceHistory that used to force subscription to history data
    • Added the new NativeSubscription constructors and NativeConnection.CreateSubscription methods with additional parameter eventSubscriptionFlags.
    • [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 the Tick field to non ETH Trades.
    The Tick field Returns Trend indicator – in which direction price is moving. The values are: Up (Tick = 1), Down (Tick = 2), and Undefined (Tick = 0).
    The Tick field should be used if IDxTradeBase.TickDirection is Undefined

  • Fixed the Direction enum.
    Now Down = 1 and ZeroDown = 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 to CandleSymbol 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

    Example: dxf_client demo.dxfeed.com:7300 Candle AAPL{=m,pl=0.1} 2020-01-01

  • 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 the Scope field was added with possible values: Composite and Regional to IDxTimeAndSale, NativeTimeAndSale. Same field was added for
    IDxSummary and NativeSummary events.
    Please, use the Scope field to filter out duplicates.

dxFeed .Net API pre-5.9.0

13 Jan 10:39
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Pre-release
[DXFC-156] changed c-api repository link (#9)

dxFeed C# API 5.8.0

29 Nov 14:25
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  • 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

20 Nov 18:16
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  • 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