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1 | 1 | # Changelog |
2 | 2 |
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3 | 3 | ## 0.9.0 - 2023-06-13 |
| 4 | + |
| 5 | +#### Enhancements |
4 | 6 | - Added `Reconnect` methods to `LiveBlocking` and `LiveThreaded` |
5 | 7 | - Added optional `exception_callback` argument to `LiveThreaded::Start` to improve |
6 | 8 | error handling options |
7 | 9 | - Added batch download support data files (`condition.json` and `symbology.json`) |
8 | 10 | - Added support for logging warnings from Historical API |
| 11 | +- Relaxed 10 minute minimum request time range restriction |
| 12 | + |
| 13 | +#### Breaking changes |
9 | 14 | - Changed `use_ts_out` default to `false` |
| 15 | + |
| 16 | +#### Bug fixes |
10 | 17 | - Fixed missing definition for `operator==` for `ImbalanceMsg` |
11 | | -- Removed 10 minute minimum request time range restriction |
12 | 18 |
|
13 | 19 | ## 0.8.0 - 2023-05-16 |
| 20 | + |
| 21 | +#### Enhancements |
14 | 22 | - Changed `end` and `end_date` to optional to support new forward-fill behaviour |
| 23 | + |
| 24 | +#### Breaking changes |
15 | 25 | - Renamed `booklevel` MBP field to `levels` for brevity and consistent naming |
16 | 26 | - Removed `open_interest_qty` and `cleared_volume` fields from definitions schema |
17 | 27 | that were always unset |
18 | 28 |
|
19 | 29 | ## 0.7.0 - 2023-04-28 |
| 30 | + |
| 31 | +#### Enhancements |
20 | 32 | - Added initial support for live data with `LiveBlocking` and `LiveThreaded` clients |
21 | 33 | - Added support for statistics schema |
22 | 34 | - Added `SystemMsg` and `ErrorMsg` records for use in live data |
23 | 35 | - Added `strike_price`, `strike_price_currency`, and `instrument_class` to `InstrumentDefMsg` |
24 | | -- Renamed `BatchJob.cost` to `cost_usd` and value now expressed as US dollars |
25 | 36 | - Added `FixedPx` helper class for formatting fixed prices |
26 | 37 | - Added configurable log receiver `ILogReceiver` |
27 | 38 | - Added `instrument_class`, `strike_price`, and `strike_price_currency` to definition schema |
28 | 39 | - Added additional `condition` variants for `DatasetConditionDetail` (degraded, pending, missing) |
29 | 40 | - Added additional member `last_modified_date` to `DatasetConditionDetail` Added `has_mixed_schema`, `has_mixed_stype_in`, and `ts_out` to `Metadata` to support live data |
| 41 | +- Added optional `compression` parameter to `BatchSubmitJob` |
| 42 | + |
| 43 | +#### Breaking changes |
30 | 44 | - Removed `related` and `related_security_id` from `InstrumentDefMsg` |
| 45 | +- Renamed `BatchJob.cost` to `cost_usd` and value now expressed as US dollars |
31 | 46 | - Renamed `SType::ProductId` to `SType::InstrumentId` and `SType::Native` to `SType::RawSymbol` |
32 | 47 | - Renamed `RecordHeader::product_id` to `instrument_id` |
33 | 48 | - Renamed `InstrumentDefMsg::symbol` to `raw_symbol` |
34 | 49 | - Renamed `SymbolMapping::native_symbol` to `raw_symbol` |
35 | | -- Deprecated `SType::Smart` to split into `SType::Parent` and `SType::Continuous` |
36 | 50 | - Changed `expiration` and `action` type to `UnixNanos` |
37 | 51 | - Changed some fields to enums in `InstrumentDefMsg` |
38 | | -- Added optional `compression` parameter to `BatchSubmitJob` |
| 52 | + |
| 53 | +#### Deprecations |
| 54 | +- Deprecated `SType::Smart` to split into `SType::Parent` and `SType::Continuous` |
| 55 | + |
| 56 | +#### Bug fixes |
39 | 57 | - Fixed parsing of `BatchSubmitJob` response |
40 | 58 | - Fixed invalid read in `DbnDecoder` |
41 | 59 | - Fixed memory leak in `TryCreateDir` |
42 | 60 |
|
43 | 61 | ## 0.6.1 - 2023-03-28 |
44 | | -- Fixed Zstd decoding of files with multiple frames |
| 62 | + |
| 63 | +#### Breaking changes |
45 | 64 | - Removed usage of unreliable `std::ifstream::readsome` |
46 | 65 |
|
| 66 | +#### Bug fixes |
| 67 | +- Fixed Zstd decoding of files with multiple frames |
| 68 | + |
47 | 69 | ## 0.6.0 - 2023-03-24 |
| 70 | + |
| 71 | +#### Enhancements |
48 | 72 | - Added support for imbalance schema |
49 | 73 | - Added support for decoding `ts_out` field |
| 74 | +- Added flags `kSnapshot` and `kMaybeBadBook` |
| 75 | + |
| 76 | +#### Breaking changes |
50 | 77 | - Removed `record_count` from `Metadata` |
51 | 78 | - Changed `Historical::BatchDownload` to return the paths of the downloaded files |
52 | | -- Added flags `kSnapshot` and `kMaybeBadBook` |
53 | 79 |
|
54 | 80 | ## 0.5.0 - 2023-03-13 |
| 81 | + |
| 82 | +#### Enhancements |
55 | 83 | - Added `Historical::MetadataGetDatasetRange` |
| 84 | + |
| 85 | +#### Breaking changes |
56 | 86 | - Changed `MetadataGetDatasetCondition` to return `vector<DatasetConditionDetail>` |
57 | 87 | - Removed `MetadataListCompressions` (redundant with docs) |
58 | 88 | - Removed `MetadataListEncodings` (redundant with docs) |
59 | 89 | - Removed optional `start` and `end` params from `MetadataListSchemas` (redundant) |
60 | 90 | - Renamed `FileBento` to `DbnFileStore` |
61 | 91 |
|
62 | 92 | ## 0.4.0 - 2023-03-02 |
63 | | -- Renamed DBZ to DBN |
64 | | - - Renamed `DbzParser` to `DbnDecoder` |
65 | | -- Renamed `TimeseriesStream` to `TimeseriesGetRange` |
66 | | -- Refactored rtypes |
67 | | - - Introduced separate rtypes for each OHLCV schema |
| 93 | + |
| 94 | +#### Enhancements |
| 95 | + |
68 | 96 | - Added live gateway resolution |
69 | 97 | - Added `SymbolMappingMsg` and `ErrorMsg` records |
70 | | -- Improved API for `flags` record fields |
71 | 98 | - Added `Action` and `Side` enums |
72 | | -- Changed `kAllSymbols` representation |
73 | | -- Fixed usage of as a system library |
74 | | -- Removed `is_full_universe` and `is_example` fields from `BatchJob` |
75 | | -- Disabled unit testing by default |
76 | | -- Added `PKGBUILD` to demonstrate installation |
77 | | -- Made `start_date` and `end_date` optional for |
78 | | - `Historical::MetadataGetDatasetCondition` |
79 | 99 | - Added `available_start_date` and `available_end_date` to |
80 | 100 | `DatasetConditionInfo` |
| 101 | +- Made `start_date` and `end_date` optional for |
| 102 | + `Historical::MetadataGetDatasetCondition` |
| 103 | +- Improved API for `flags` record fields |
| 104 | +- Added `PKGBUILD` to demonstrate installation |
| 105 | +- Disabled unit testing by default |
| 106 | + |
| 107 | +#### Breaking changes |
| 108 | +- Removed `is_full_universe` and `is_example` fields from `BatchJob` |
| 109 | +- Refactored rtypes |
| 110 | + - Introduced separate rtypes for each OHLCV schema |
| 111 | +- Renamed DBZ to DBN |
| 112 | + - Renamed `DbzParser` to `DbnDecoder` |
| 113 | +- Renamed `TimeseriesStream` to `TimeseriesGetRange` |
| 114 | +- Changed `kAllSymbols` representation |
| 115 | + |
| 116 | +#### Bug fixes |
| 117 | +- Fixed usage of as a system library |
81 | 118 |
|
82 | 119 | ## 0.3.0 - 2023-01-06 |
| 120 | + |
| 121 | +#### Enhancements |
83 | 122 | - Added support for definition schema |
84 | | -- Fixed cancellation in `Historical::TimeseriesStream` |
85 | | -- Fixed race condition in `Historical::TimeseriesStream` exception handling |
86 | | -- Fixed gtest linker error on macOS |
87 | 123 | - Added option for CMake to download gtest |
88 | | -- Renamed `TickMsg` to `MboMsg` |
89 | | -- Changed `flags` fields to unsigned |
90 | 124 | - Updated `Flag` enum |
| 125 | + |
| 126 | +#### Breaking changes |
91 | 127 | - Standardized getter method names to pascal case |
92 | 128 | - Renamed `is_full_book` to `is_full_universe` |
| 129 | +- Renamed `TickMsg` to `MboMsg` |
| 130 | +- Changed `flags` fields to unsigned |
| 131 | + |
| 132 | +#### Bug fixes |
| 133 | +- Fixed cancellation in `Historical::TimeseriesStream` |
| 134 | +- Fixed race condition in `Historical::TimeseriesStream` exception handling |
| 135 | +- Fixed gtest linker error on macOS |
93 | 136 |
|
94 | 137 | ## 0.2.0 - 2022-12-01 |
| 138 | + |
| 139 | +#### Enhancements |
95 | 140 | - Added `Historical::MetadataGetDatasetCondition` |
96 | 141 | - Improved Zstd CMake integration |
| 142 | + |
| 143 | +#### Bug fixes |
97 | 144 | - Fixed requesting all symbols for a dataset |
98 | 145 |
|
99 | 146 | ## 0.1.0 - 2022-11-07 |
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