VER: Release 0.36.0 #60
Merged
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This version marks the release of DBN version 3 (DBNv3), which is the new default.
API methods and
DbnDecodersupport decoding all versions of DBN, but now default toupgrading data to version 3.
Enhancements
UpgradeToV3variant toVersionUpgradePolicyenumUpgrademethod
alignment
is_lastfield to live subscription requests which will be used to improve thehandling of split subscription requests
Breaking changes
InstrumentDefMsgwith newleg_fields to support multi-leg strategydefinitions.
raw_instrument_idto 64 bits to support more venues. Like other 64-bitinteger fields, its value will now be quoted in JSON
trading_reference_date,trading_reference_price, andsettl_price_typefields which will be normalized in the statistics schemamd_security_trading_statusbetter served by the status schemaassetto 11 bytes andkAssetCstrLento matchStatMsghas an expanded 64-bitquantityfield.kUndefStatQuantityhas been updated to match
StatMsghas been moved tov2::StatMsgorStatMsgV2Bug fixes
to output buffer being full" error with
TimeseriesGetRangeHistoricalBuilder::SetLogReceiver