dxFeed C API and dxFeed C# API version 7.0.0 with fixes and improvements are already available.

 

C API Changelog

• [Breaking changes] Extended the Trade and Profile events to support additional fields from QD records
  • the _52_high_price & _52_low_price Profile event fields were renamed to high_52_week_price & low_52_week_price respectively
  • the change field was added to TradeETH event
• Extended the Trade and TradeETH events with new field dayId
  • the day_id field was added to the dx_trade_t, dx_trade_eth_t and dxf_trade_t structures. day_id – identifier of the day that Trade or TradeETH represents. Identifier of the day is the number of days passed since January 1, 1970.
• Extended the Underlying and Series events with putVolume and callVolume fields
  • the call_volume and put_volume fields were added to the dx_series_t, dxf_series_t, dx_underlying_t and dxf_underlying_t structures. call_volume – call options traded volume for a day. put_volume – put options traded volume for a day
  • the option_volume field was added to the dxf_series_t, dxf_underlying_t structures. option_volume – options traded volume for a day.
• [Samples] Subscription methods are now called in a more correct order. Fixed output of hostnames.
• Added the ability to configure clientserver heartbeat parameters
  • The default heartbeat period (DEFAULT_HEARTBEAT_PERIOD) is set to 10 seconds. Which corresponds to the defaults of Java API. The default heartbeat timeout remains the same (120 seconds).
  • Added the ability to load a configuration from a file or a string:
    The config file sample: Sample
    The config file properties:
    • network.heartbeatPeriod — The period between sending heartbeat messages (default value = 10 seconds)
    • network.heartbeatTimeout — Timeout for receiving messages from the server, after which the api tries to change the server and/or reconnect (default value = 120 seconds)
  • Added the new function dxf_load_config_from_file(const char* file_name) that initializes the C-API configuration and loads a config (in TOML format) from a file.
    • file_name — The config (in TOML format) file name
  • Added the new function dxf_load_config_from_string(const char* config) that initializes the C-API configuration and loads a config (in TOML format) from a string.
    • config — The config (in TOML format) string
  • Added the new function dxf_load_config_from_wstring(dxf_const_string_t config) that initializes the C-API configuration and loads a config (in TOML format) from a wide string (dxf_const_string_t)
    • config — The config (in TOML format) string For the successful application of the configuration, these functions must be called before creating any connection. Examples of using functions can be found in their descriptions and in the generated documentation.

 

C# API Changelog