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Friday
Jun022017

dxFeed/QDS Release Notes 3.240-3.254

Delivery version: 3.254 
Base version: 3.240 
QD-127: dxFeed API: Custom user-defined events
QD-385: dxFeed API: Introduce getEventTime
QD-386: Configure DXFeedScheme to include or exclude optional fields
QD-548: Tools: Provide API for multiplexor tool to install user-defined authentication handler
QD-674: QD Core API shall provide QDCollector.Builder interface to define extensible list of collector attributes on creation
QD-675: QD Core shall have ability to store and transmit event time stamps
QD-677: Tools shall support collectors with eventTime
QD-833: RMI Invoke tool shall supported targeted requests
QD-834: BUG FIX: Tools: FileWriter is not working after failure
QD-839: dxFeed API for "storeEverything" mode
QD-840: QDS "tape" connector
QD-847: dxFeed API: Introduce nanoTime in key market events
QD-860: Support authorization in QDS connectors
QD-863: DXFeed API for OnDemand: Shall provide eventTime
QD-864: dxFeed API: Improve support for custom record mappings
QD-872: RecordBuffer shall reset cursors on clear/compact for better safety
QD-876: Support custom login handlers in QDS connectors
QD-878: dxlib: Services shall understand hash-comments in services files
QD-879: Misc QD filter performance optimizations
QD-880: dxFeed JS API: Access to Greeks event does not work
QD-881: QD Core: improve performance of stream contract
QD-882: QD Core: improve performance on signalling socket writing thread
QD-883: dxlib: Do not pool ObjectInputStream instances of large size
QD-884: Leaked instances of DXFeedImpl via ThreadLocal
QD-885: QD Core: make striping consistent for cipher and symbol
QD-887: QD Core: Safe flushing during examine does not always work as expected
QD-888: QTP binary parser fails to parse binary data with event time fields unless explicitly configured to
QD-889: Switch to Java 8 source code level
QD-890: QD Core: connection filters are not properly transmitted to other side
QD-892: Removal of events from history using SNAPSHOT_XXX flags does not update "storage" stats properly
QD-893: QD History fails on assertion when loading data with storeEverything mode without subscription
QD-894: Update time-test to version 1.1
QD-895: Turn on history snapshot mode on any event with new SNAPSHOT_MODE flag to facilitate snapshot data upload with qds post
QD-896: QD History enters into invalid "TX_PENDING" state in storeEverything mode
QD-897: DXEndpoint.awaitNotConnected/closeAndAwaitTermination does not always guarantee that all data was processed
QD-898: dxFeed API: OrderSource now can use up to 4 alphanumeric characters
QD-900: dxFeed API: Normalize Flags and EventFlags representation
QD-902: Fix javadoc link problems
QD-903: Fix javadoc style for Java 8 javadoc tool
QD-905: dxFeed API: Add tick direction to Trade and TradeETH events
QD-906: Tools: Implement dxFeed Plotter Tool
QD-907: dxFeed API: Create accessor to flags constants and normalize flags operations
QD-908: RMI-subject is not forwarded through intermediate nodes
QD-909: dxFeed API: Add DayTurnover to Trade and TradeETH events
QD-910: dxFeed API: Add Sequence to Trade and TradeETH events
QD-911: Striped QD collector does not correctly implement agent's snapshot provider
QD-912: Undeprecate DataRecord.getMapping() method
QD-913: dxlib: Make TypedMap thread-safe
QD-915: QD RMI: RMIServiceMethod annotation with support for proxy-based OneWay invocations
QD-916: Potential NPE in AgentAdapter.prepareProtocolDescriptor
QD-917: QD RMI Leaks closed RMITaskImpl instances in certain cases
QD-918: Legacy custom authentication Sample code is broken
QD-919: Improve speed of tests with RMI
QD-920: Proxy invocation handler must log requests which complete exceptionally
QD-921: Add MDD's TimeReplacer functionality into FileConnector
QD-925: BUG FIX: Striped QD collector does not work
QD-926: ConsoleLoginHandler asks to enter login/password for each connection without the need
QD-929: LoginManager invokes QDLoginHandler.login() more often than necessary
QD-930: MessageComposer сompletes the request with the wrong type of timeout
QD-932: RMI: Potential delay of QD messages due to lost "more messages flag"
QD-933: RMICommontTest.connect should not burn 100% CPU while waiting for "CONNECTED" status on server socket
QD-935: RMICommonTest.testWithTLSAndCustomTrustManager does not work on Linux
QD-936: ServerSocketConnector does not notify listeners on its CONNECTED state when it starts accepting connections
QD-937: Move promise package into a separate "dxfeed-promise" module
QD-938: qd-auth: migrate to Promise
QD-939: Change default NIO select timeout to 100ms
QD-940: Move core auth classes to com.devexperts.auth package
QD-942: Fix infinite loops in RMI Tests and resource allocations
QD-944: When the Multiplexor is closed, some threads are not closed
QD-945: SSLConnectionFactory creates ServiceExecutor which never shuts down
QD-947: RMI: NPE in MessageProcessor
QD-948: AuthManager does not always cancel authentication request on close
QD-949: Multiple RMI Channel executions may block RMI execution pool
QD-952: dxlib: Remove class from TypedKey constructor
QD-954: RMIChannelTest is highly timing dependent
QD-955: Split RMICommonTest into two test suites
QD-957: Tools: Connect doesn't work with subscription-mirroring and Stream collector
QD-958: QD Core: distribution of very large data sources via History fails
QD-959: dxlib: Introduce TraceLogging as a unified approach for finding concurrency bugs during tests
QD-960: RMI sends advertisement messages before protocol descriptor
QD-963: Broken support for 4 letters order sources
QD-966: Use parametrized tests in all RMIxxx tests for regular and channel-testing variants
QD-970: ParallelWriter should exit correctly when its thread is interrupted
QD-972: MessageDescriptor should contain actual message type id after parsing
QD-973: IPFFilter update check does not authenticate properly
QD-974: RMIChannelTest.testIntermediateResultChannel is not stable
QD-977: dxlib: QD Core: add methods and classes to allow faster sorting of RecordBuffer
QD-978: Increase default cache size in Schedule and Timing to 25000
QD-980: RMI: Fix RMIEndpoint.setAttachedMessageAdapterFactory to support legacy factories
QD-981: dxFeed API: Parsing events from file sporatically fails
QD-982: RMIChannelTest.testProgressDisconnect fails sporadically
QD-983: SymbolSetFilter.valueOf should return dynamic filter in case of given dynamic ipf-filter
QD-985: History transaction sporadically hangs in TX_PENDING state
QD-987: DXPublisherTest sporadically fails
QD-990: Optimize QTP composer for "spurious return" of data/sub provider
QD-991: RMIMessageAdapter does not honor contract for time-based aggregation which leads to data loss/delay
QD-994: FileWriter writes invalid eventTime for ""long" and "text" time formats
QD-995: Prepare QD for delivering to GitHub
QD-997: QDHistory does not properly store nor transmit event time sequences
QD-998: Add FreeFloat field to Profile record
QD-999: dxlib: Add specific factory methods to IndexedSet
QD-1001: QD unable to recover after I/O error
QD-1004: OnDemand stops replaying events at data block boundary
QD-1005: Investigate enforcing specific version of TLS (TLS 2.1) programmatically in QD RMI
QD-1007: Improve CPU usage of idle SocketReader
QD-1008: Schedule: Update Turkey holidays for 2017-2019 to schedule.properties
QD-1011: History does not use subscription filter which is specified as service
QD-1013: dxlib: Add toString() to TypedMap and TypedKey
QD-1014: JDK1.8.0_121 does't support javascript in documentation comment
QD-1015: [dxFeedViewer] Change default ipf-address protocol from http to https
QD-1016: BUG FIX: Incorrect translation of close price from OnDemand to Summary record
QD-1017: BUG FIX: Spurious ULP formatting in IPF
QD-1018: BUGFIX: SubscriptionProcessor stops working after exception
QD-1019: BUGFIX: NullPointerException in NotIPF filter
QD-1020: dxFeed webservice: Migrate to cometd 3.1.1
QD-1021: dxlib: Allow Log4j2 as logging implementation
QD-1023: BUG FIX: Schedule: Bad schedule.properties format leads to unrecoverable errors
QD-1024: Tools do not accept several ipfs as source of symbols
QD-1025: dxFeed API: Add Buyer and Seller optional fields to TimeAndSale events
QD-1026: dxFeedAPI: Add regional TimeAndSale events
Friday
Nov182016

Devexperts integrates Nasdaq Basic to deliver International markets a cost-effective, on demand US market data solution

15 November 2016

DEVEXPERTS INTEGRATES NASDAQ BASIC TO DELIVER INTERNATIONAL MARKETS A COST-EFFECTIVE, ON DEMAND US MARKET DATA SOLUTION

Integration of Nasdaq Basic into dxFeed’s global on demand API offers an affordable US real-time and historical data service for international markets

Munich, New York- Munich based Devexperts GmbH, developers of the financial markets most successful professional retail and institutional trading platforms and providers of one of the US’ largest cloud based financial data infrastructures, today announced that they are working with Nasdaq to deliver a high quality, API based, on-demand real time and historical data service. The solution aims at providing cost effective data solutions to an increasing number of international retail and institutional investors interested in pricing and trading information on US equities. Devexperts clients will be able to get the most accurate data, ideas, and real-time stock notifications available, delivered directly to their algo devices, trading platforms, web based applications, software apps or mobile devices via a very easy to use API. Clients will benefit from the single largest liquidity pool with complete market coverage of all cash-listed equities and the highest data quality available in the market via Nasdaq Basic, one of the most popular and leading market data solutions.

Oleg Solodukhin, CEO of Devexperts Data Division said "We are delighted to work with Nasdaq to deliver our clients in Europe, Asia, Africa and Latin America one of the highest quality market data feeds with the most comprehensive coverage available for US stocks. We believe this service will be a game changer to serve small tech companies, start-ups, quants, professional investors, hedge funds and small brokerage companies with real-time service that can deliver full market coverage at unbeatable prices and a superior technical solution with no need for client side infrastructure".

Financial software innovations are increasingly coming from smaller companies and startups rather than the bigger, established players. However many of these companies have a hard time scaling the volumes of data and the overall costs to fit their infrastructure abilities and their budgets. With dxFeed and Nasdaq Basic, companies will be able to subscribe only the specific instruments they would like to consume, substantially reducing bandwidth and client side hardware.

dxFeed enables Nasdaq’s data updates in real-time, so clients — wherever they are in the world — are never a moment behind the market. They can check their portfolios from anywhere at any time.

In addition, clients will also be able to leverage Devexpert’s inforider market data terminal to visualize real-time and historical information, analytics and news on equities, options, futures and FX markets harnessing the power of the company’s state-of-the-art framework of data services, professional web, desktop technology and advanced mobile devices technology.

Thursday
Oct272016

Devexperts to deliver BATS DATA to international markets

Press-Release

27 October 2016

Integration of Bats BZX TOP into dxFeed’s global on demand API offers a very affordable US real time and historical data service for international markets.

Munich, New York- Munich based Devexperts GmbH, developers of the financial markets most successful professional retail and institutional trading platforms and providers of one of the US’s largest cloud based financial data infrastructures, today announced that they have reached an agreement with Bats to deliver a high quality, API based, on-demand real time and historical data service. The solution aims at delivering lower cost data solutions to an increasing number of international retail and institutional investors interested in pricing and trading information on US equities. Devexperts clients will be able to get the most accurate data, ideas, and real-time stock notifications available, delivered directly to their algo devices, trading platforms, web based applications, software apps or mobile devices via a very easy to use API. Clients will benefit from the US market’s best relation between price, quality and market coverage.

Oleg Solodukhin, CEO of Devexperts Data Division said «We are delighted to work with Bats to deliver our clients in Europe, Asia, Africa and Latin America a high quality market data feed for US stocks at an unbeatable cost. We believe this service will be a game changer to serve small tech companies, start-ups, quants, professional investors, hedge funds and small brokerage companies with a very effective on-demand service that can deliver good market coverage with a superior technical solution with no need for client side infrastructure.»

«This partnership with Devexperts to provide valuable, cost-efficient Bats data gives firms the freedom to create new and innovative products», said Kevin Carrai, Vice President for Market Data and Access Services at Bats.

Financial software innovations are increasingly coming from smaller companies and start-ups rather than the bigger, established players. However many of these companies have a hard time scaling the volumes of data and the overall costs to fit their infrastructure abilities and their budgets. With dxFeed and the Bats BZX TOP feed, companies will be able to subscribe only the specific instruments they would like to consume, substantially reducing bandwidth and client side hardware.

In addition, clients will also be able to leverage Devexpert’s inforider market data terminal to visualize real-time and historical information, analytics and news on equities, options, futures and FX markets harnessing the power of the company’s state-of-the-art framework of data services, professional web, desktop technology and advanced mobile devices technology.

Forward Looking Statements

This press release includes certain disclosures which contain «forward-looking statements.» You can identify forward-looking statements because they contain words such as «believes» and «expects.» Forward-looking statements are based on Bats’ current expectations and assumptions. Because forward-looking statements relate to the future, they are subject to inherent uncertainties, risks and changes in circumstances that may differ materially from those contemplated by the forward-looking statements, which are neither statements of historical fact nor guarantees or assurances of future performance. Important factors that could cause actual results to differ materially from those in the forward-looking statements are set forth in our filings with the SEC, including our final prospectus filed pursuant to Rule 424(b) and our quarterly reports on Form 10-Q, under the caption «Risk Factors.»

Disclaimer

Bats and its affiliates do not recommend or make any representation as to possible benefits from any securities or investments, or third-party products or services. Investors should undertake their own due diligence regarding their securities and investment practices. You cannot invest directly in an index. This press release speaks only as of this date. Bats disclaims any duty to update the information herein.

PDF Version

Thursday
Jun162016

dxFeed/QDS API release notes 3.203-3.240

Release Notes - QD - Version 3.240
** Change Request
QD-856: RecordBuffer may contain non-zero values beyond limit
QD-875: dxFeed API: add method DXEndpoint.disconnectAndClear
** Defect Report
QD-874: ExecutionManager must be removed from HashMap, when the RMIChannel is closed
Release Notes - QD - Version 3.239
** Change Request
QD-871: dxFeedScheme: MarketMaker shall contain counts of individual orders
** Defect Report
QD-862: DXFeed API Ignores exceptions thrown from DXFeedEventListener.eventsReceived
QD-866: Logged agent must log subscription going through addSubscriptionPart
QD-868: Agent aggregation period does not work properly with socket connectors
QD-869: NoSuchElementException in ClientSocketSource.getLocalAddresses(), local-address priority fails silently
QD-870: dxFeed API: IPF: Error reading empty lines in some cases.
** Improvement
QD-867: TextQTPParser shall understand date-only time specification history subscription
Release Notes - QD - Version 3.238
** Change Request
QD-832: QD RMI Shall have ability to limit default Java Serialization to a white-list of classes
QD-857: dxFeedScheme: OpenInterest field in Fundamental record shall be limited to composite only
** Defect Report
QD-861: Deadlock between QDEndpoint$Lock in RMIEndpointImpl.getRMILoadBalancerFactory and ClientSideServices lock in RMIClientImpl.removeConnection
Release Notes - QD - Version 3.237
** Change Request
QD-848: dxFeed API: Add and update rounding methods in PriceIncrements
QD-849: Tools: Instrument tool performance option shall work for read option.
QD-850: Schedule: add system property to control cache limit
QD-852: dxFeed API: Summary shall contain PrevDayVolume (composite only) and OpenInterest shall be limited to composite only.
QD-854: dxFeed API: Order shall contain count of individual orders
** Defect Report
QD-843: ConcurrentModificationException in MARSScheduler.cancel
QD-851: BUG FIX: current message shall be properly aborted upon error or session reset
QD-853: RMI: Deadlock between ClientSideServices and QDEndpoint$Lock
Release Notes - QD - Version 3.236
** Change Request
QD-605: RMI Channels
QD-771: Tools: FileWriter shall release completed files as time passes
QD-811: dxFeedViewer: Refactor and commit latest changes in dxfeed-viewer
QD-818: dxFeed API: Support TOS-specific data fields
QD-828: dxFeed API: IPF: Improve performance of reading IPF from file
QD-842: Schedule: update holidays and short days
** Defect Report
QD-535: FileConnector repeatedly tries to read a file that is already deleted or corrupted
QD-825: dxFeed API shall support integer Candle.Count fields in scheme
QD-836: Redundant libs in dxfeed-samples-assembly.zip and dxfeed-webservice.war
QD-838: dxFeed API: OrderBookModel incorrectly processes change of lot size
Release Notes - QD - Version 3.235
** Change Request
QD-809: Dgen: move to DXLIB project group
QD-824: dxFeed API: Make Greeks a TimeSeriesEvent with Time and Sequence.
** Defect Report
QD-823: BUG FIX: IPF: InstrumentProfileConnection does not read instruments from old services.
Release Notes - QD - Version 3.234
** Defect Report
QD-816: Event flags are not sent over the network connection
** Improvement
QD-817: DXFeed API: make all executor threads "daemon"
Release Notes - QD - Version 3.233
** Change Request
QD-779: Dgen: Javac plugin for automated generation of Description annotations from Javadocs
QD-815: Schedule: update holidays and short days
** Improvement
QD-807: Redirect tests output to separate files on maven build
Release Notes - QD - Version 3.231
** Defect Report
QD-782: BUG FIX: Minor memory leak in OrderBookModel
Release Notes - QD - Version 3.207
** Defect Report
QD-804: Dynamic IPF filter: ipf changes were not applied
QD-820: QD Connectors shall throw exception when ')' is missing in address
QD-822: BUG FIX: dxFeed API: Symbol attributes mishandled for regional symbols.
Release Notes - QD - Version 3.206
** Defect Report
QD-812: Post tool does not wait for protocol descriptors (event flags are not sent immediately after connection establishment)
QD-813: Writing objects to BYTE_ARRAY fields fails
QD-814: Some dxFeed samples are failing when trying to addEventListener
Release Notes - QD - Version 3.205
** Change Request
QD-801: QDS API: Introduce RecordCursor.Owner.setAs(RecordCursor) method
QD-802: QDS Message connectors shall report "connectors_closed" rate to MARS
** Defect Report
QD-808: Event flags are not sent immediately after connection establishment (random effect)
Release Notes - QD - Version 3.204
** Change Request
QD-709: NIO Connector: Better internal statistics
QD-787: dxFeed REST API: Support requests with timeout=0
QD-788: dxFeed API: Introduce DXFeed.getXXXIfSubscribed methods
QD-791: dxFeed API: Throw IllegalStateException when trying to addEventListener on non-empty and attached DXFeedSubscription
** Defect Report
QD-664: dxFeed API: ConcurrentModificationException during DXEndpoint.close().
QD-775: dxFeed REST API: Memory leak on timed-out events resource request
QD-789: dxFeed API: Subscription change notification for publisher should not be conflated on fast subscription remove/add
QD-792: NPE and connection reset when subscriber use older QD (same scheme)
** Improvement
QD-776: dxFeed REST API shall log "events" requests and responses
QD-794: Use while-guarded LockSupport.park in HistorySnapshotMTStressTest

 

Saturday
Jul112015

dxFeed C# API 1.01 has been released

dxFeed C# API 1.01 has been released:

  • namespaces refactored, connection listener added
  • Fundamental event renamed to Summary to match the latest notation
  • Trade listener bugfix
  • TimeAndSaleType enum