Data
Changes in ICE Futures symbology
To improve the ICE Futures feeds, we implemented the following symbology changes for all the ICE Futures products
All Products
All Products
Data
Connectivity
Aggregated Data Service
Fundamentals
dxPrice
IV
Market data API
WebSocket
Java API
C and .NET APIs
Webservice
Data
Changes in Nasdaq QBBO, Nasdaq Basic and Nasdaq Level2 feeds – Postponement
Postponement: dxFeed have postponed the following change from April 30, 2018 until May 7, 2018.
Data
Changes in Nasdaq QBBO, Nasdaq Basic and Nasdaq Level2 feeds
Currently Nasdaq QBBO, Nasdaq Basic and Nasdaq Level2 feeds publish quotes with sizes in lots (1 lot = 100 shares) that causes issues when representing odd lot orders.
Data
Changes in beta calculation methodology
dxFeed is implementing the following changes to the beta calculation methodology:
- New calculation time frames:
- Monthly returns for the last 48 – 60 months
- …
C and .NET APIs
C/C# API 5.1.0
C# API: Version 5.1.0 + Implement Entitlement API for C#. + Implement support for different connection schemes. + Implement support for SSL/TLS. + Implement simple Future/Promise API
Java API
Changes in CandleSymbol class in dxFeed API
When subscribing to FOREX candles using a dxFeed API, you need to specify attributes explicitly: {price=bid}, {price=ask} or {price=mark} for the bid price, ask price and mark price candles correspondingly.
The dxFeed API now has a temporary solution that allows to skip attributes and still receive bid price candles in this case. This temporary solution will be disabled and attributes for FOREX candles will be required.
Java API
dxFeed/QDS Release Notes 3.240-3.254
Delivery version: 3.254
Base version: 3.240
Java API
dxFeed/QDS API release notes 3.203-3.240
Release Notes – QD – Version 3.240 ** Change Request QD-856: RecordBuffer may contain non-zero values beyond limit QD-875: dxFeed API: add method DXEndpoint.disconnectAndClear ** Defect Report QD-874: ExecutionManager must be removed from HashMap, when the RMIChannel is closed Release Notes – QD – Version 3.239 ** Change Request QD-871: dxFeedScheme: MarketMaker shall contain counts … More
C and .NET APIs
dxFeed C# API 1.01 has been released
dxFeed C# API 1.01 has been released: namespaces refactored, connection listener added Fundamental event renamed to Summary to match the latest notation Trade listener bugfix TimeAndSaleType enum
Java API
dxFeed/QDS 3.203 has been released
dxFeed/QDS 3.203 has been released to public. Available at: /downloads/api/java/latest-release/ Build 3.203 introduces a number of changes since the last public build 3.200, in preparation to the upcoming 3.230+ public releases. Summary of changes in build 3.203: ** Defect Report QD-714 History snapshot mode is not activated when initial data was without snapshot begin flag QD-718 NullPointerException in … More