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 actionaction_timeorder_idaux_order_idtrade_idtrade_pricetrade_size fields were added to the dxf_order_t structure
      See the dxf_order_action_t enum description (documentation) where it is indicated in which cases which fields will be filled.
    • the FullOrderBook sample was added.
  • 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 of dxf_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 ActionActionTimeOrderIdAuxOrderIdTradeIdTradePriceTradeSize fields were added to the Order event See the OrderAction enum description (documentation) where it is indicated in which cases which fields will be filled.
  • Fixed a bug with broken construction of order snapshots (books), based on Quote (order scope = Composite|Regional) & MarketMaker (order scope = Aggregate) events