dxFeed C API and dxFeed .NET API version 7.2.0 with fixes and improvements are already available.

C API Changelog

  • All sample programs were moved to the samples directory
  • Extended the Order event for Full Order Book
    • the action, action_time, order_id, aux_order_id, trade_id, trade_price, trade_size fields were added to the dxf_order_t structure
      See the dxf_order_action_t enum description (documentation) where it is indicated in which cases which fields will be filled.
    • the FullOrderBook sample was added.
  • Fixed a bug with broken construction of order snapshots (books), based on Quote (order scope = Composite|Regional) & MarketMaker (order scope = Aggregate) events
  • Improved the dxf_event_listener_t & dxf_event_listener_t_v2 documentation
  • The data_count parameter of dxf_event_listener_t & dxf_event_listener_t_v2 listeners was deprecated (it always returns 1). It will be removed in 8.0.0 version.

.NET API Changelog

  • Extended the Order event for Full Order Book
    • the Action, ActionTime, OrderId, AuxOrderId, TradeId, TradePrice, TradeSize fields were added to the Order event See the OrderAction enum description (documentation) where it is indicated in which cases which fields will be filled.
  • Fixed a bug with broken construction of order snapshots (books), based on Quote (order scope = Composite|Regional) & MarketMaker (order scope = Aggregate) events