0.44.0

Release notes

Enhancements

• Added logic to set code when upgrading version 1 SystemMsg to newer versions

Bug fixes

• Added missing <cstddef> include to constants.hpp (credit: @ognian-)

0.43.0

Release notes

Enhancements

• Made Unset a fully-supported variant of SystemCode and ErrorCode

Breaking changes

• Removed mode parameter in Historical::MetadataGetCost()

0.42.0

Release notes

Enhancements

• Added EndOfInterval variant to SystemCode

Breaking changes

• Removed bill_id field from BatchJob struct

0.41.0

Release notes

Enhancements

• Added static Builder() methods to the clients
• Improved debug logging in live clients
• Added PUBLISHER_SPECIFIC flag

Breaking changes

• Removed unused Received variant from JobState enum

0.40.0

Release notes

Enhancements

• Added OhlcvEod variant to RType
• Added documentation to more enums and record structs
• Aligned string representation of RType with Rust

Breaking changes

• Switched to std::byte for most padding fields in record structs. These fields are
  now initialized by default
• Hidden padding fields now begin with _

Bug fixes

• Added missing IndexTs() method to v1::InstrumentDefMsg, v2::InstrumentDefMsg,
  and v1::SymbolMappingMsg
• Fixed error in templated overload of DbnDecoder::EncodeRecord()
• Removed unused Disk and S3 variants from Delivery enum

0.39.1

Release notes

Bug fixes

• Fixed potential corrupted data in DbnFileStore::Replay

0.39.0

Release notes

Breaking changes

• Renamed the following Venue, Dataset, and Publishers:
  • XEER to XEEE
  • XEER.EOBI to XEEE.EOBI
  • XEER.EOBI.XEER to XEEE.EOBI.XEEE
  • XEER.EOBI.XOFF to XEEE.EOBI.XOFF

Bug fixes

• Fixed potential corrupted records when upgrading DBN versions in live clients
• Removed unused Intraday variant from DatasetCondition enum

0.38.2

Release notes

Enhancements

• Added LogPlatformInfo() function which logs the client version, compiler, and
  operating system info to aid troubleshooting
• Added compiler and operating system info to the user agent to aid troubleshooting
• Standardized client info sent by live clients to match historical
• Added methods to the client builders to extend the user agents with a custom string

Bug fixes

• Fixed missing implementation for LiveBuilder::SetBufferSize()
• Fixed checking of warnings from server in Historical API in TimeseriesGetRange() and
  TimeseriesGetRangeToFile()

0.38.1

Release notes

Enhancements

• Added range_by_schema field to DatasetRange struct
• Changed historical TimeseriesGetRange and TimeseriesGetRangeToFile methods to use
  a POST request to allow for requesting supported maximum of 2000 symbols
• Added logging around Historical::BatchDownload
• Changed the following Venue, Publisher, and Dataset descriptions:
  • "ICE Futures Europe (Financials)" renamed to "ICE Europe Financials"
  • "ICE Futures Europe (Commodities)" renamed to "ICE Europe Commodities"

Bug fixes

• Fixed handling of null last_modified_date in MetadataGetDatasetCondition
  response
• Fixed default ShouldLog implementation

0.38.0

Release notes

Enhancements

• Made the buffer size used by the live clients when reading from the TCP socket
  configurable through the LiveBuilder::SetBufferSize() method
• Added log level prefix to ConsoleLogReceiver output
• Added iomanip compatibility: fill, precision, and width to pretty::Px (formerly
  FixPx)
• Added new pretty::Ts helper type for human-readable formatting of UnixNanos

Breaking changes

• Live client instances can only be created through the LiveBuilder class
• Changed HeartbeatInterval() getters on LiveBlocking and LiveThreaded to return
  an std::optional
• Added new optional ShouldLog virtual method to ILogReceiver to
  filter the levels of log messages that will be sent to the receiver

Deprecations

• Deprecated FixPx in favor of pretty::Px which has consistent naming with the API
  and the Python and Rust client libraries

Bug fixes

• Ensure CPPHTTPLIB_OPENSSL_SUPPORT is defined at all locations where cpp-httplib
  is included