Release notes

Bug fixes

• Fixed potential corrupted data in DbnFileStore::Replay

Release notes

Breaking changes

• Renamed the following Venue, Dataset, and Publishers:
  • XEER to XEEE
  • XEER.EOBI to XEEE.EOBI
  • XEER.EOBI.XEER to XEEE.EOBI.XEEE
  • XEER.EOBI.XOFF to XEEE.EOBI.XOFF

Bug fixes

• Fixed potential corrupted records when upgrading DBN versions in live clients
• Removed unused Intraday variant from DatasetCondition enum

Release notes

Enhancements

• Added LogPlatformInfo() function which logs the client version, compiler, and
  operating system info to aid troubleshooting
• Added compiler and operating system info to the user agent to aid troubleshooting
• Standardized client info sent by live clients to match historical
• Added methods to the client builders to extend the user agents with a custom string

Bug fixes

• Fixed missing implementation for LiveBuilder::SetBufferSize()
• Fixed checking of warnings from server in Historical API in TimeseriesGetRange() and
  TimeseriesGetRangeToFile()

Release notes

Enhancements

• Added range_by_schema field to DatasetRange struct
• Changed historical TimeseriesGetRange and TimeseriesGetRangeToFile methods to use
  a POST request to allow for requesting supported maximum of 2000 symbols
• Added logging around Historical::BatchDownload
• Changed the following Venue, Publisher, and Dataset descriptions:
  • "ICE Futures Europe (Financials)" renamed to "ICE Europe Financials"
  • "ICE Futures Europe (Commodities)" renamed to "ICE Europe Commodities"

Bug fixes

• Fixed handling of null last_modified_date in MetadataGetDatasetCondition
  response
• Fixed default ShouldLog implementation

Release notes

Enhancements

• Made the buffer size used by the live clients when reading from the TCP socket
  configurable through the LiveBuilder::SetBufferSize() method
• Added log level prefix to ConsoleLogReceiver output
• Added iomanip compatibility: fill, precision, and width to pretty::Px (formerly
  FixPx)
• Added new pretty::Ts helper type for human-readable formatting of UnixNanos

Breaking changes

• Live client instances can only be created through the LiveBuilder class
• Changed HeartbeatInterval() getters on LiveBlocking and LiveThreaded to return
  an std::optional
• Added new optional ShouldLog virtual method to ILogReceiver to
  filter the levels of log messages that will be sent to the receiver

Deprecations

• Deprecated FixPx in favor of pretty::Px which has consistent naming with the API
  and the Python and Rust client libraries

Bug fixes

• Ensure CPPHTTPLIB_OPENSSL_SUPPORT is defined at all locations where cpp-httplib
  is included

Release notes

Bug fixes

• Fixed issue where not all data was processed in Historical::TimeseriesGetRange()
• Fixed issue with pointer arithmetic in Buffer::Write()
• Fixed issue where more data than necessary was copied in Buffer::Shift()

Release notes

Breaking changes

• Changed the type of the output_dir parameter in HistoricalClient::BatchDownload()
  to a std::filesystem::path and the return type to std::filesystem::path
• Changed the type of the file_path parameter in
  HistoricalClient::TimeseriesGetRangeToFile() to a std::filesystem::path
• Changed the type of the file_path parameter in the DbnFileStore, InFileStream,
  and OutFileStream constructors to a std::filesystem::path
• Made stype_in and schema optionals in Metadata to align with how
  Metadata is represented in other languages and removed the boolean
  has_mixed_stype_in and has_mixed_schema fields

Bug fixes

• Fixed behavior where encoding metadata could lower the version

Release notes

This version marks the release of DBN version 3 (DBNv3), which is the new default.
API methods and DbnDecoder support decoding all versions of DBN, but now default to
upgrading data to version 3.

Enhancements

• Added UpgradeToV3 variant to VersionUpgradePolicy enum
• Version 1 and 2 structs can be converted to version 3 structs with templated Upgrade
  method
• Metadata will now always be encoded with a length divisible by 8 bytes for better
  alignment
• Added is_last field to live subscription requests which will be used to improve the
  handling of split subscription requests

Breaking changes

• Release of DBN version 3:
  • Definition schema:
    • Updated InstrumentDefMsg with new leg_ fields to support multi-leg strategy
      definitions.
    • Expanded raw_instrument_id to 64 bits to support more venues. Like other 64-bit
      integer fields, its value will now be quoted in JSON
    • Removed trading_reference_date, trading_reference_price, and
      settl_price_type fields which will be normalized in the statistics schema
    • Removed md_security_trading_status better served by the status schema
    • Updated asset to 11 bytes and kAssetCstrLen to match
  • Statistics schema:
    • Updated StatMsg has an expanded 64-bit quantity field. kUndefStatQuantity
      has been updated to match
    • The previous StatMsg has been moved to v2::StatMsg or StatMsgV2

Bug fixes

• Fixed "Zstd error decompressing: Operation made no progress over multiple calls, due
  to output buffer being full" error with TimeseriesGetRange
• Fixed missing implementation of HistoricalBuilder::SetLogReceiver

Release notes

Bug fixes

• Added missing operator<< and ToString implementations for Cmbp1Msg

Release notes

Enhancements

• Added a v3::StatMsg record with an expanded 64-bit quantity field
• Added kDbnVersion constants to each version namespace: v1, v2, and v3
• Added kUndefStatQuantity constants to each version namespace
• Added new off-market publishers for Eurex, and European Energy Exchange (EEX)
• Increased live subscription symbol chunking size