We released dxFeed C API 5.2.0 to improve its functionality and simplify its usage. In this version, we revised all records and events that are now synchronized with dxFeed Java API. New version of dxFeed C API is already available.
Note: These changes are backward incompatible. Please contact support@dxfeed.com if you have any questions.
Event Change List
Common changes:
- All bit-manipulating defines used for decoding event flags have been removed. All flags are decoded to appropriate fields of corresponding events by API itself. On-wire flags are stored to
raw_flags
fields, but must be used only for debugging. - Bit layouts of flags are considered implementation detail now.
- All indexed events have
event_flags
now. - All index calculations are now compatible with dxFeed Java API.
- All public bit flags are replaced with enums.
- All inner (record-only) fields have been removed from events.
enum dxf_direction_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.Direction
.enum dxf_price_type_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.PriceType
.enum dxf_trading_status_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.ShortSaleRestriction
.enum dxf_order_scope_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.Scope
.enum dxf_order_side_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.Side
.enum dxf_short_sale_restriction_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.TradingStatus
.enum dxf_tns_type_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.TimeAndSaleType
.
dxf_trade_t
- It is a separate structure now, not alias for
dx_trade_t
. - Fields
sequence
andtime_nanos
have been added. - Fields
size
andtick
now have typeint
as they are transmitted. - Field
day_turnover
has been added. - Field
direction
has been added. - Field
is_eth
has been added. - Field
flags
has been renamed toraw_flags
.
dxf_trade_eth_t
- This event has been removed. Please, use
dxf_trade_t structure
instead. - Fields
tick
andchange
will be zeroed for ETH trades.
dfx_quote_t
- It is a separate structure now, not alias for
dx_trade_t
. - Fields
time
,sequence
andtime_nanos
have been added. - Fields
ask_size
andbid_size
now have typeint
, as they are transmitted.
dxf_summary_t
- It is a separate structure now, not alias for
dx_summary_t
. - Field
prev_day_volume
has been added. - Field
flags
have been renamed toraw_flags
. - Fields
day_close_price_type
andprev_day_close_price_type
now havedxf_price_type_t
type. - Field
ssr
ofdxf_short_sale_restriction_t
type has been added.
dxf_profile_t
- It is a separate structure now, not alias for
dx_profile_t
. - Field
free_float
has been added. - Fields
trading_status
andssr
have been added. - Field
flags
has been renamed toraw_flags
.
dxf_order_t
- It is a single structure for Order and Spread Order now.
- Field
time_nanos
has been added. - Field
level
has been removed, usescope
instead. - Fields
scope
andside
have been changed to enums. - Fields
market_maker
andspread_symbol
have been merged to one enum.
dxf_time_and_sale_t
- Field
event_flags
has been added. - Field
time
has been added. - Field
size
has been changed to typeint
. - Field
side
has been changed to proper enum type. - Fields
is_cancel
,is_correction
andis_new
have been removed, please use field type. - Field
type
has been changed to proper enum type. - Field
trade_through_exempt
has been added. - Fields
buyer
andseller
have been added. These fields are available at limited number of markets. - Field
flags
has been renamed toraw_flags
.
dxf_candle_t
- It is a separate structure now, not alias for
dx_candle_t
. - Field
event_flags
has been added.
dxf_greeks_t
- It is a separate structure now, not alias for
dx_greeks_t
. - Field
greeks_price
has been renamed toprice
.
dxf_theo_price_t
- All fields have been renamed without
theo_
prefix.
dxf_series_t
- It is a separate structure now, not alias for
dx_series_t
.
dxf_configuration_t
- Field
version
has been added.