v5.17.0

New Features

• Added support for OHLC messages (DDF record=2 and subrecord=6). These message were previously ignored. Now, when an OHLC message is received, the Quote object will be updated and the MarketUpdateCallback will be triggered.

Other

• Replaced several instances of the JavaScript equality operator with the strict equality operator.

v5.16.4

Bug Fixes

• Fixed failure to attempt reconnection (when JERQ drops connection before inbound control messages are processed).

Other

• Fixed login screen of single-page example application. The login screen no longer remains locked after failure (e.g. bad password).
• Corrected unit tests for some symbol conversions (where the output changes based on the current year).
• Added additional debug-level logging for inbound JERQ control messages.
• Added documentation, explicitly stating that reconnect attempts will continue until Connection.disconnect is invoked.

v5.16.3

Bug Fixes

• Improved previous fix for detection of expiration of cash contracts (e.g. ESY00).

v5.16.2

Technical Enhancements

• Switched the xmldom library to the @xmldom/xmldom library, resolving security issue present in version 0.6.0 of xmldom.

v5.16.1

Bug Fixes

• The SymbolParser.parseInstrumentType function now identifies "cash" futures contracts as expiring in the future (e.g. ESY00 now "expires" in the year 2100, instead of 2000).
• The SymbolParser.getIsExpired function now indicates that "cash" futures contracts are not expired (e.g. ESY00 is not expired).

v5.16.0

New Features

• Added the SymbolParser.getIsCrypto function.

v5.15.1

Other

• Merged code from branch. No functional changes. Merged code was included in previous release.

v5.15.0

New Features

• Added Quote.priceChange and Quote.priceChangePercent properties. The values of these properties are derived. The derivation logic preserves figures from the previous trading day until a trade occurs in the current trading day.

Bug Fixes

• Updated the DDF message parser to read the previousPrice value from the previous session during pre-market hours.

Other

• Removed some undocumented features.

v5.14.1

Bug Fixes

• Extended the "special case" formatting rules for options of certain futures roots (ZB, ZT, ZF, and ZN). This only applies to the custom formatter for cmdtyView.

v5.14.0

New Features

• In some cases, the default price formatting rules (based on the UnitCode class) need to be tweaked. To that end, we already added the Profile.setPriceFormatterCustom function which allows the consumer to specify their own price-formatting delegate. This version adds an implementation of that delegate that is intended for use with the cmdtyView product.