We released dxFeed C API 5.2.0 to improve its functionality and simplify its usage. In this version, we revised all records and events that are now synchronized with dxFeed Java API. Â New version of dxFeed C API is already available.
Note: These changes are backward incompatible. Please contact support@dxfeed.com if you have any questions.
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Event Change List
Common changes:
- All bit-manipulating defines used for decoding event flags have been removed. All flags are decoded to appropriate fields of corresponding events by API itself. On-wire flags are stored to
raw_flags
fields, but must be used only for debugging. - Bit layouts of flags are considered implementation detail now.
- All indexed events have
event_flags
now. - All index calculations are now compatible with dxFeed Java API.
- All public bit flags are replaced with enums.
- All inner (record-only) fields have been removed from events.
enum dxf_direction_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.Direction
.enum dxf_price_type_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.PriceType
.enum dxf_trading_status_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.ShortSaleRestriction
.enum dxf_order_scope_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.Scope
.enum dxf_order_side_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.Side
.enum dxf_short_sale_restriction_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.TradingStatus
.enum dxf_tns_type_t
has been added. It is equivalent to Java APIcom.dxfeed.event.market.TimeAndSaleType
.
dxf_trade_t
- It is a separate structure now, not alias for
dx_trade_t
. - Fields
sequence
andtime_nanos
have been added. - Fields
size
andtick
now have typeint
as they are transmitted. - Field
day_turnover
has been added. - Field
direction
has been added. - Field
is_eth
has been added. - Field
flags
has been renamed toraw_flags
.
dxf_trade_eth_t
- This event has been removed. Please, use
dxf_trade_t structure
instead. - Fields
tick
andchange
will be zeroed for ETH trades.
dfx_quote_t
- It is a separate structure now, not alias for
dx_trade_t
. - Fields
time
,sequence
andtime_nanos
have been added. - Fields
ask_size
andbid_size
now have typeint
, as they are transmitted.
dxf_summary_t
- It is a separate structure now, not alias for
dx_summary_t
. - Field
prev_day_volume
has been added. - Field
flags
have been renamed toraw_flags
. - Fields
day_close_price_type
andprev_day_close_price_type
now havedxf_price_type_t
type. - Field
ssr
ofdxf_short_sale_restriction_t
type has been added.
dxf_profile_t
- It is a separate structure now, not alias for
dx_profile_t
. - Field
free_float
has been added. - Fields
trading_status
andssr
have been added. - Field
flags
has been renamed toraw_flags
.
dxf_order_t
- It is a single structure for Order and Spread Order now.
- Field
time_nanos
has been added. - Field
level
has been removed, usescope
instead. - Fields
scope
andside
have been changed to enums. - Fields
market_maker
andspread_symbol
have been merged to one enum.
dxf_time_and_sale_t
- Field
event_flags
has been added. - Field
time
has been added. - Field
size
has been changed to typeint
. - Field
side
has been changed to proper enum type. - Fields
is_cancel
,is_correction
andis_new
have been removed, please use field type. - Field
type
has been changed to proper enum type. - Field
trade_through_exempt
has been added. - Fields
buyer
andseller
have been added. These fields are available at limited number of markets. - Field
flags
has been renamed toraw_flags
.
dxf_candle_t
- It is a separate structure now, not alias for
dx_candle_t
. - Field
event_flags
has been added.
dxf_greeks_t
- It is a separate structure now, not alias for
dx_greeks_t
. - Field
greeks_price
has been renamed toprice
.
dxf_theo_price_t
- All fields have been renamed without
theo_
prefix.
dxf_series_t
- It is a separate structure now, not alias for
dx_series_t
.
dxf_configuration_t
- Field
version
has been added.