Change Notices

Currently Nasdaq QBBO, Nasdaq Basic and Nasdaq Level2 feeds publish quotes with sizes in lots (1 lot = 100 shares) that causes issues when representing odd lot orders.

dxFeed is implementing the following changes to the beta calculation methodology:

1. New calculation time frames:
   • Monthly returns for the last 48 – 60 months
   • …

When subscribing to FOREX candles using a dxFeed API, you need to specify attributes explicitly: {price=bid}, {price=ask} or {price=mark} for the bid price, ask price and mark price candles correspondingly.
The dxFeed API now has a temporary solution that allows to skip attributes and still receive bid price candles in this case. This temporary solution will be disabled and attributes for FOREX candles will be required.

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 … Continued

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

dxFeed/QDS 3.203 has been released to public. Available at: /downloads/api/java/latest-release/ Build 3.203 introduces a number of changes since the last public build 3.200, in preparation to the upcoming 3.230+ public releases. Summary of changes in build 3.203: ** Defect Report QD-714 History snapshot mode is not activated when initial data was without snapshot begin flag QD-718 NullPointerException in … Continued

dxFeed/QDS 3.200 has been released to public. Available at: /downloads/api/java/latest-release/ Build 3.200 introduces a number of changes since the last public build 3.154, including implementation of new transaction mechanism for historical snapshots and book delivery, a lot of changes in RMI and order source support for blended full order depth order books. Summary of changes in … Continued

Important bugfix: [QD-593] dxFeed API: getLastEventPromise(..).cancel() does not work

dxFeed/QDS 3.153 has been released to public. Available at: /dxfeed-apis/ Changes since last public release were introduced in three releases: 3.151 which is a major release focused on infrastructure, performance and onDemand historical data services integration and 3.152, 3.153 which are focused on dxFeed API extensions. Notable changes are: – migration to Java 7 – revised dxlib library … Continued