dxFeed C API 5.2.0 Release Notes

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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.  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.

 

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 API com.dxfeed.event.market.Direction.
  • enum dxf_price_type_t has been added. It is equivalent to Java API com.dxfeed.event.market.PriceType.
  • enum dxf_trading_status_t has been added. It is equivalent to Java API com.dxfeed.event.market.ShortSaleRestriction.
  • enum dxf_order_scope_t has been added. It is equivalent to Java API com.dxfeed.event.market.Scope.
  • enum dxf_order_side_t has been added. It is equivalent to Java API com.dxfeed.event.market.Side.
  • enum dxf_short_sale_restriction_t has been added. It is equivalent to Java API com.dxfeed.event.market.TradingStatus.
  • enum dxf_tns_type_t has been added. It is equivalent to Java API com.dxfeed.event.market.TimeAndSaleType.

dxf_trade_t

  • It is a separate structure now, not alias for dx_trade_t.
  • Fields sequence and time_nanos have been added.
  • Fields size and tick now have type int 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 to raw_flags.

dxf_trade_eth_t

  • This event has been removed. Please, use dxf_trade_t structure instead.
  • Fields tick and change will be zeroed for ETH trades.

dfx_quote_t

  • It is a separate structure now, not alias for dx_trade_t.
  • Fields time, sequence and time_nanos have been added.
  • Fields ask_size and bid_size now have type int, 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 to raw_flags.
  • Fields day_close_price_type and prev_day_close_price_type now have dxf_price_type_t type.
  • Field ssr of dxf_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 and ssr have been added.
  • Field flags has been renamed to raw_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, use scope instead.
  • Fields scope and side have been changed to enums.
  • Fields market_maker and spread_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 type int.
  • Field side has been changed to proper enum type.
  • Fields is_cancel, is_correction and is_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 and seller have been added. These fields are available at limited number of markets.
  • Field flags has been renamed to raw_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 to price.

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.