dxFeed C API and dxFeed .NET API version 7.2.0 with fixes and improvements are already available.
C API Changelog
- All sample programs were moved to the
samples
directory - Extended the Order event for Full Order Book
- the
action
,action_time
,order_id
,aux_order_id
,trade_id
,trade_price
,trade_size
fields were added to thedxf_order_t
structure
See thedxf_order_action_t
enum description (documentation) where it is indicated in which cases which fields will be filled. - the FullOrderBook sample was added.
- the
- Fixed a bug with broken construction of order snapshots (books), based on Quote (order scope = Composite|Regional) & MarketMaker (order scope = Aggregate) events
- Improved the
dxf_event_listener_t
&dxf_event_listener_t_v2
documentation - The
data_count
parameter ofdxf_event_listener_t
&dxf_event_listener_t_v2
listeners was deprecated (it always returns 1). It will be removed in 8.0.0 version.
.NET API Changelog
- Extended the Order event for Full Order Book
- the
Action
,ActionTime
,OrderId
,AuxOrderId
,TradeId
,TradePrice
,TradeSize
fields were added to the Order event See theOrderAction
enum description (documentation) where it is indicated in which cases which fields will be filled.
- the
- Fixed a bug with broken construction of order snapshots (books), based on Quote (order scope = Composite|Regional) & MarketMaker (order scope = Aggregate) events