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VER: Release 0.27.0 #43

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Merged
threecgreen merged 2 commits into from
Jan 7, 2025
Merged

VER: Release 0.27.0 #43

threecgreen merged 2 commits into from
Jan 7, 2025

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@threecgreen
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@threecgreen threecgreen commented Jan 7, 2025

Breaking changes
  • Converted the UserDefinedInstrument enum class to an enum to safely allow handling
    invalid data and adding future variants
  • Updated the value of the kMaxRecordLen constant for the changes to
    InstrumentDefMsg in version 3
Enhancements
  • Added v3 namespace in preparation for future DBN version 3 release. DBN version 2
    remains the current and default version
  • Added v3::InstrumentDefMsg record with new fields to support normalizing multi-leg
    strategy definitions
    • Removal of statistics-schema related fields trading_reference_price,
      trading_reference_date, and settl_price_type
    • Removal of the status-schema related field md_security_trading_status

@threecgreen threecgreen requested a review from a team January 7, 2025 18:20
nmacholl
nmacholl approved these changes Jan 7, 2025
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LGTM 🚀

@threecgreen threecgreen merged commit ac4e7ba into main Jan 7, 2025
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