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CHANGE_LOG_API.md

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StockSharp API Change log

current:

  • (feature) IPositionProvider interface added.
  • (feature) IPortfolioProvider.PortfolioChanged event added.
  • (feature) Strategy. Implemented IPositionProvider interface.
  • (feature) Unit. Evaluation with nullable parts return null (was ArgNullExcp).
  • (feature) BasketBlackScholes. Uses IPositionProvider.
  • (feature) OptionPositionChart. Uses IPositionProvider.
  • (bug) OptionDesk, OptionPositionChart, OptionVolatilitySmile fixes.
  • (feature) StorageMessageAdapter. Load only curr day for order book and level1 (in case From is null).
  • (bug) Finam history. Fix security lookup. http://stocksharp.ru/posts/m/41218/
  • (bug) FIX server. Security expiration date fix http://stocksharp.ru/forum/8703/data-ehkspiratsii-optsionov-na-forts/
  • (bug) IQFeed. Level1 fix.
  • (bug) Oanda. Fix large candle's range request.
  • (bug) Alerts fixes.
  • (bug) InteractiveBrokers. Market data fixes.
  • (bug) CandleMessage.State init fix.
  • (bug) MarketDepthControl. Binding fixes.
  • (feature) Snapshot storage.
  • (feature) Security. IssueDate, IssueSize and UnderlyingSecurityType properties.
  • (bug) http://stocksharp.com/forum/8795/Binary-Storage-Corrupted/
  • (feature) Backtesting. Performance boost.
  • (feature) CurrencyTypes.ETH.
  • (bug) QuandlHistorySource. Lookup fix.
  • (bug) MfdHistorySource. Fix options lookup.
  • (bug) LMAX. Instruments file parsing fix.
  • (bug) InteractiveBrokers. Market data fixes.
  • (feature) InteractiveBrokers. v9.73.05 support.
  • (bug) SmartCOM. Position translation fix.
  • (feature) OptionDesk. Show expiration date columns.
  • (feature) Security.UnderlyingSecurityType.

v4.3.28:

  • (feature) SecurityGrid. PriceChartEditor. Provider is non mandatory.
  • (feature) LMAX, Oanda, IB. Uses MarketDataMessage.BuildCandlesField.
  • (bug) BitStamp. Market data fix.
  • (bug) FIX protocol. Exante market-data fix.
  • (feature) Binary storage. Support non adjust prices for order book and level1.
  • (bug) FIX connector. Position average price receive fix.
  • (bug) FIX connector. Order book gathering fix.
  • (bug) FIX connector. Check input values while logon.
  • (bug) QuikLua. Fix CurrentValue for money positions http://stocksharp.ru/posts/m/41082/
  • (feature) IQFeed. Security file parsing into separate thread.
  • (bug) Alerts fixes.
  • (bug) BTCE. Fix security price step.
  • (bug) SecurityCreateWindow fix.
  • (feature) Storage. Turned off saving active candles.
  • (bug) Storage. Fix filter first data.
  • (bug) SecurityGrid. Removed obsolete bindings and fix sorting.
  • (bug) BTCE. Fix market-data only mode.
  • (bug) IQFeed. Connection error handling fix.
  • (feature) InteractiveBrokers. Support historical ticks.
  • (feature) ChartAnnotation.
  • (bug) QuikLua. Fix candle states http://stocksharp.ru/posts/m/41144/

v4.3.27.2:

  • (feature) QuikLua. Support candles.
  • (feature) SpbExTrader.IgnoreLimits.
  • (bug) Clipboard fix.
  • (feature) IPositionManager.SecurityId filter.
  • (feature) IPortfolioProvider.LookupByPortfolioName extension method.
  • (bug) OrderGrid.OrderCanceling. Fix signature.
  • (feature) BuySellPanel, BuySellGrid controls.
  • (bug) Alerts fixes.
  • (feature) EquityChart, OptionPositionChart, OptionSmileChart. Support IPersistable.
  • (bug) PortfolioGrid. Binding State fix.
  • (bug) BasketMessageAdapter. Reconnect fix.
  • (feature) IIndicator.ResultType.
  • (feature) ThreadSafeCol{Portfolio} -> PortfolioDataSource
  • (feature) DevExpress v17.1.5
  • (feature) Newtonsoft.Json. v10.0.3
  • (feature) Strategy. Browsable=false for modified values.
  • (bug) Analytic strategies fixes.
  • (feature) Heatmap, Bubble, Histogram charts.
  • (feature) OfflineMessageAdapter. Remove subscription while disconnected state.
  • (feature) SubscriptionMessageAdapter. Set PortfolioMessage.OriginalTransactionId if empty.
  • (feature) Security. Initialize Id, Name, Code, Class as null (prev was empty string).
  • (feature) MessageAdapter. Init ServerTime (if not set) for position messages.
  • (feature) OfflineMessageAdapter. Cancel previously sent orders.
  • (feature) Level1 storage. Support IssueSize, Duration, BuyBackPrice, BuyBackDate. http://stocksharp.ru/posts/m/40757/
  • (feature) Level1Field.ToType extension method.
  • (bug) Level1CsvSerializer fix.
  • (feature) Analytics. Reduced UI logic.
  • (feature) Chart controls. Track current DevExp theme.
  • (feature) FIX server. Accept date bounds for market data requests.
  • (bug) FIX server. Fix async sending.
  • (feature) QuikLua. Support official prices. http://stocksharp.ru/forum/8534/nelikvidnye-instrumenty---kak-luchshe-organizovat-rabotu-s-nimi/
  • (feature) QuikLua. Ignore case for security lookup.
  • (feature) Strategy.Parameters. From Set to Dictionary.
  • (feature) Connector.AutoPortfoliosSubscribe.
  • (feature) MarketDepthControl.IsBidsOnTop is dependency property.
  • (feature) MathDiagramElement.
  • (feature) Chart. Save/Load refactoring.
  • (feature) Micex. Stock28 interface.
  • (feature) Plaza. 5.3.1 support.
  • (bug) BasketMessageAdapter. Fix disconnect for broken connection.
  • (bug) TraderHelper.CancelOrders. Fix canceling failed orders.
  • (feature) IConnector. SendInMessage, SendOutMessage.
  • (feature) Strategy. Start/Stop processing from connector's thread.
  • (bug) PositionBinarySerializer fix.
  • (feature) SmartCOM. Removed V2 support.
  • (bug) Expression fix http://stocksharp.ru/forum/8586/skleennye-fyuchersy-s-finama/
  • (feature) FIX connector. ExecutionReport.LastLiquidityInd
  • (feature) FIX connector. TransactTime for OrderCancelReject
  • (feature) FIX connector. Handle order register errors.
  • (bug) FIX connector. SpectraFixDialect cancel orders fix.
  • (feature) IIndicator.InputType
  • (bug) FIX server. Fix depths subscription for ALL security.
  • (feature) FIX connector. Candle state support.
  • (feature) FXCM. Masked as x64 bit only.
  • (bug) Storage. Fix data bounds validation.
  • (feature) CandleBuilder. Build from level1.
  • (feature) FIX connector. ASTS. Microseconds.
  • (feature) Level1 binary storage. Support unknown types.
  • (feature) ICandleBuilderSourceValue -> ICandleBuilderValueTransform.
  • (feature) Algo.Candles.Compression. Removed sources.
  • (bug) AlfaDirect. Security lookup fixes.
  • (feature) SecurityStorage. Load empty strings as null.
  • (feature) CandleBuilder. Support OI.
  • (feature) Connector.UpdateSecurityByDefinition.
  • (feature) QuoteChangeMessage.GetSpreadMiddle extension.
  • (feature) Level1ChangeMessage.GetSpreadMiddle extension.
  • (bug) Copy security info fix.
  • (feature) IMessageAdapter.IsValid removed.
  • (feature) SecurityGrid. Close price mini chart column.
  • (feature) StrategiesDashboard. P&L mini chart column.
  • (feature) StrategiesStatisticsPanel. P&L mini chart column.
  • (feature) BitStamp. V2 protocol.
  • (feature) SecurityGrid. Days till expiry column.
  • (bug) SecurityGrid. ExpiryDate, Strike columns sorting fix.
  • (feature) Interactive Brokers. v9.73.04
  • (bug) Interactive Brokers. Fix historical market data request.
  • (feature) Transaq. Initial init candle periods.
  • (bug) SmartCom. Price step fixes.
  • (feature) BTCE. Domain update.
  • (bug) Oanda. Fill ExecMsg.TradePrice
  • (feature) MarketDepthControl. Process order with specified state and balance (in async mode).

v4.3.26.2:

  • (feature) Position tracking storage.
  • (feature) MarketDepthControl. Show histogram for volumes.
  • (feature) MarketDepthControl. Single column for volume.
  • (feature) MarketDataGrid. Show Transaction data.
  • (feature) ConnectorWindow. Enable/disable checkbox moved to grid row.
  • (feature) PositionChangeTypesComboBox.
  • (feature) PositionChangeGrid.
  • (bug) Binary storage. Fix local time saving.
  • (feature) SecurityMappingAdapter.
  • (bug) BTCE fix.
  • (feature) SecurityMappingWindow.
  • (feature) FastMessageAdapter. Extracted from FixMessageAdapter.
  • (bug) FAST fixes.
  • (bug) SpbEx fixes.
  • (bug) Level1CsvSerializer fix.
  • (bug) Fix index creation http://stocksharp.ru/forum/8409/v-gidre-pri-raschete-indeksa-vydaetsya-soobshshenie-method-must-have-a-return-type/
  • (feature) Export. Indicator values.
  • (feature) Level1Grid. Duration, BuyBackDate, BuyBackPrice.
  • (feature) CSV importing.
  • (bug) Fix symbol mapping http://stocksharp.ru/forum/8433/problema-podklyucheniya-k-quik-lua-v-designer-versii-43252/
  • (feature) Order.VisibleVolume. Made as optional param.
  • (feature) IMessageAdapter. IsFullCandlesOnly, IsSupportSubscriptions.
  • (feature) Security.Turnover.
  • (feature) SmartCOM 4.
  • (feature) SecurityPicker.UnderlyingGrid.
  • (feature) TraderHelper.FromMicexCurrencyName. Error handler.
  • (feature) Storages (binary and csv) support Order.IsMarketMaker info.
  • (feature) OrderGrid, ExecutionGrid, OrderWindow. Show IsMarketMaker property.
  • (feature) Extended storages. Delete support.
  • (feature) Order.ExpiryDate. GTC mean only nullable value.
  • (feature) ExtendedInfoStorageSelectWindow -> ExtendedInfoStorageWindow. Provide manage extended storages.
  • (bug) FIX server. Fix crash while client's disconnecting.
  • (bug) QuikLua. Fix authorization http://stocksharp.ru/forum/8432/problema-pri-podklyuchenii-k-quik-(lua)/
  • (feature) QuikLua. Market maker support.
  • (feature) xNet. v3.3.3
  • (feature) QuikLua. Index securities support (O H L C values).
  • (feature) FinamHistorySource. Ticks origin side as optional.
  • (bug) BaseGridControl. Export fixes http://stocksharp.ru/posts/m/40578/
  • (feature) Strategy.OrderChanged. Invoke after position calculation.
  • (feature) QuantFEED.
  • (feature) LogLeves.Verbose.
  • (feature) Order.DerivedOrder is deprecated.
  • (feature) BufferMessageAdapter. Enabled option.
  • (feature) SubscriptionMessageAdapter. Send original subscription id.
  • (feature) SubscriptionMessageAdapter. Support non filterable subscriptions.
  • (bug) SecurityMappingMessageAdapter, SecurityNativeIdMessageAdapter. Group cancel orders fix.
  • (bug) Not found themes. Fix http://stocksharp.ru/forum/8404/ne-rabotayut-primery-stocksharp_4325/

v4.3.25:

  • (feature) ExchangeBoard. Currenex.
  • (feature) IndexCandleBuilder. TotalVolume as extended fields.
  • (bug) SecurityCsvList. Save exchange board info.
  • (bug) SecurityNativeIdMessageAdapter. Suspended messages fix.
  • (bug) Samples. Order book fetching small fix.
  • (feature) Plaza. Forecast IM support.
  • (feature) ExtendedInfoStorageSelectWindow.
  • (feature) SpbEx. AddressConfig refactoring. Xaml support.
  • (feature) IQFeed. Level1 columns. Xaml support.
  • (feature) Micex TEAP. Stock27 interface.
  • (feature) Micex TEAP. Addresses design time fix.
  • (bug) Plaza. Revisions save fix.
  • (feature) Flat files. Fail over improved.
  • (feature) StrategiesStatisticsPanel. ShowSecurity option.
  • (bug) Plaza. Blocked money translation fix.
  • (feature) IExternalCandleSource. Removed from connectors.
  • (feature) Monitor. Clear command.
  • (feature) SamplePlaza. Storage support.
  • (bug) BufferMessageAdapter. FilterSubscription fix.
  • (feature) File client. Cancel operation option.
  • (feature) Security. CfiCode.
  • (feature) FileProgressWindow.
  • (feature) ServerCredentials. Save password for auto logon only.
  • (bug) CandleBuilder. Fix High/Low volumes.
  • (bug) RenkoCandleBuilder fix.
  • (bug) PnFCandleBuilder fix.
  • (feature) Grids. Share images.
  • (feature) CandleMessage.IsFinished removed.
  • (feature) CurrencyTypes.CNT.
  • (feature) Transaq. Security id refactoring.
  • (bug) SecurityGrid. Binding fixes.
  • (bug) Alerts. Popup window. Icon quality fix.
  • (bug) CQG continuum. Order condition fix.
  • (feature) DevExp 17.1 update.
  • (feature) FeedbackWindow.
  • (feature) FIX server. Performance boost.
  • (feature) Oanda 2.0 support.
  • (feature) FinamHistorySource. OriginSide support.
  • (feature) ExchangeBoard.CmeMini
  • (feature) SampleChart. Select input security option.
  • (bug) OrderLog -> Ticks fix.
  • (feature) ExchangeBoard.Fxcm
  • (feature) FxcmHistorySource.
  • (feature) History. Fix naming (XXXSource -> XXXHistorySource).
  • (feature) BaseGridControl. Interactive export process.
  • (feature) Chart. Fix theme styles.
  • (feature) Chart. Draw style quick access.
  • (feature) Licensing. Strategy subscription support.
  • (feature) Connector. Subscribe/unsubscribe methods for candles added.
  • (feature) FXCM connector.
  • (feature) Xaml.Code moved to Xaml proj.

v4.3.24:

  • (feature) Remote storage. Edit users.
  • (feature) Remote storage. Manage server.
  • (feature) Xaml. All XXXWindows's derived from DXWindow.
  • (bug) Database export fix.
  • (bug) FinamHistorySource. Small fix.
  • (feature) CQG continuum.
  • (feature) Order. IsMarketMaker property.
  • (bug) HeartbeatMessageAdapter. Auto reconnect fix.
  • (feature) Micex TEAP, Micex FIX. Market maker orders support.
  • (bug) Quik lua. Fix Level1 translation after reconnect.
  • (bug) Quik lua. Fix transaction status check.
  • (feature) FIX connector. Dump performance boost.
  • (bug) Quik lua. Duration and BuyBackDate fixes.
  • (feature) CollectionHelper. TryGetAndRemove and TryPeek.
  • (feature) TraderHelper.Filter. Overload for SecurityMessage.
  • (bug) PortfolioGrid. Multiselect rows fixes.
  • (feature) SPB Exchange connector.
  • (feature) ExchangeBoard. Arca and BATS.
  • (bug) WhenRegistered rule. Track matched order.
  • (feature) WhenActivated rule. Removed.
  • (feature) BaseGridControl. Items count added to group summary.
  • (feature) SecurityGrid. Custom sorting for extended info added.
  • (feature) Validation attributes added to Security.
  • (feature) TimeSpanEditorAttribute added.

v4.3.23:

  • (feature) InteractiveBrokers. OptionParameters, Histogram and news story requests.
  • (bug) BasketMessageAdapter and SubscriptionMessageAdapter. Fix derived MarketDataMessage types handling.
  • (bug) Strategy.MyTrades fill fix.
  • (feature) InteractiveBrokers. Soft Dollar support.
  • (feature) Grid controls. Search columns by name.
  • (feature) MarketRuleGrid.
  • (feature) Strategy. Process child order for risk management.
  • (feature) MessageConverterHelper.CreateRegisterMessage. SecurityId as optional.
  • (bug) RiskRule. Title update fix.
  • (feature) Connector.NewTrade. Raise when all data initialized.
  • (feature) MarketEmulator. Cross trades. Failed -> Canceled.
  • (bug) RiskManager.Load fix.
  • (bug) InMemoryExchangeInfoProvider. Save data fixes.
  • (feature) Strategy. Save/load pnl and risk settings.
  • (feature) IRemoteStorage. UploadSecurities, BasketSecurity instances support.
  • (feature) BasketSecurity. From/To serialized string.
  • (feature) Risk rule. Logging support.
  • (feature) Market rule WhenChanged for Portfolio.
  • (feature) IExchangeInfoProvider. Delete board and exchanges.
  • (feature) ISecurityStorage. DeleteById extension method.
  • (feature) IRemoteStorage. Exchanges and boards support. Delete securities, exchanges and boards support.
  • (bug) FIX server. http://stocksharp.ru/posts/m/39529/ Fix ObjectDisposedException error handling.
  • (feature) RemoteStorage. Extended security info.
  • (feature) CandleBuilder. Uses messages.
  • (feature) CandleHelper. ToCandles. Only formed option.
  • (feature) ExchangeBoard. Serialization fixes (WCF and Xml).
  • (feature) Storage. CandleBinarySerializer. Support big time frames.
  • (feature) Storage. Binary format. Tick time precision.
  • (feature) LogControl. Like filter.
  • (bug) FinamHistorySource fix. http://stocksharp.ru/forum/8190/ne-zagruzhayutsya-dannye-s-finama/
  • (feature) IRemoteAuthorization. Moved from Algo.History -> Algo.
  • (bug) RiskPanel and CommissionPanel. Refresh Title fix.

v4.3.22:

  • (bug) SampleOptionsQuoting fix.
  • (bug) Transaq. Demo address fix.
  • (bug) ContinuousSecurityWindow fixes.
  • (feature) Connector. Removed BasketSecurity support.
  • (feature) BasketSecuriry. Store internally SecurityId instead of Security instance.
  • (bug) TraderHelper.GetFortsJumps fix.
  • (bug) CsvEntityList. String key normalization.
  • (feature) CollectionSecurityProvider. Track notifiable collections.
  • (feature) IndexSecurity. Removed Board initialization.
  • (feature) IEntityRegistry. Removed Orders, MyTrades, Trades, OrderFails and News properties.
  • (bug) Alerts. Loc fixes.
  • (bug) ExpressionFormula. Parsing fixes.
  • (feature) SecurityCreateWindow, ContinuousSecurityWindow. Uses ISecurityStorage.
  • (feature) SecurityIdTextBox. Removed Security property.
  • (bug) Transaq. Set TPlusLimits for positions.
  • (bug) Transaq. Fix http://stocksharp.ru/forum/8098/ne-vidit-pozitsii-schet-edp-finam-transaq-connector/
  • (bug) Micex TEAP. Equity pos fix.
  • (bug) Transaq. Fix StockSharp#288
  • (bug) SecurityJumpsEditor fixes.
  • (bug) SmartCOM. PriceStep fixes.
  • (feature) ISecurityDownloader. Removed INativeIdStorage and IExchangeBoardProvider.
  • (feature) Candle storage. Non aligned price support.
  • (feature) ContinuousSecurityMarketDataStorage and IndexSecurityMarketDataStorage.
  • (bug) CandleMessage. Clone fix.
  • (feature) IndexSecurity. Values rounding.
  • (feature) INotificationService.SendMessage. Attachments.
  • (feature) CandleSettingsEditor. Removed fixes width.
  • (feature) ISecurityStorage. Removed GetSecurityIds
  • (feature) ExpressionFormula.Functions

v4.3.21:

  • (feature) IConnector.OrderStatusFailed
  • (bug) CQG fixes.
  • (bug) InteractiveBrokers fixes.
  • (feature) SampleIB. Options, Scanner.
  • (feature) Plaza. v5.3
  • (feature) Twime. V2.1
  • (feature) FIX connector. Dialect refactoring.
  • (feature) FixServer. Passwords. String -> SecureString.
  • (bug) Quik lua. Fix http://stocksharp.ru/forum/7023/problema-s-opredelenie-sostoyaniya-instrumenta/
  • (bug) Fix StockSharp#285
  • (feature) AboutWindow
  • (bug) HistoryEmulationConnector. Process candle time fixes. StockSharp#283
  • (bug) Commission rules fixes.
  • (bug) Fix http://stocksharp.ru/forum/7015/stocksharpxamlcharting-shablony-securitygrid-oshibka-v-kolonkah/
  • (feature) MyTradeGrid. PnL and Position columns.
  • (feature) OptionDesk control refactoring.
  • (bug) Oanda. Transaction fixes.
  • (bug) Fix StockSharp#282
  • (feature) Strategy. NewMyTrades -> NewMyTrade
  • (feature) MyTradeGrid. UserOrderId column.
  • (bug) ConnectorWindow. Fix ToolbarImageStyle resource not found issue.
  • (feature) StrategiesDashboard
  • (feature) SampleStrategies
  • (feature) Plaza. Nanoseconds support.
  • (feature) TraderHelper. IsSystem -> IsPlazaSystem
  • (feature) ICandleBuilderSourceValue. Volume is nullable.
  • (feature) Candles. Removed ConvertableCandleBuilderSource.
  • (feature) Ecng. Removed Xceed ref.
  • (feature) Currency conversion. Moved to Messages.
  • (feature) SecurityCreateWindow. Multi securities edit mode.
  • (feature) OrderStatusMessage. From and To params.
  • (feature) SampleFIX. Candles support.
  • (bug) FIX server. Candle subscription fixes.
  • (bug) FIX server. Invalid authorization handling fix.
  • (bug) FIX server. Security list error response fix.
  • (bug) PortfolioGrid refresh fix.
  • (feature) FIX connector. Candles support.
  • (bug) CandleSettingsEditor fix. StockSharp#290
  • (bug) Fix http://stocksharp.ru/forum/8058/problemy-s-sootvetstviem-neskolkih-kodov-klienta-i-torgovogo-scheta-v-kvike/

v4.3.19.5:

v4.3.19.4:

v4.3.19.2:

  • (feature) SecurityPicker performance improve.
  • (feature) OptionVolatilitySmileChart.
  • (bug) OptionDesk fix.
  • (bug) Candle storage fix.
  • (bug) TextExporter fix.
  • (feature) IExtendedInfoStorage.
  • (feature) IQFeed. Protocol 5.2 support.
  • (bug) SubscriptionMessageAdapter fix.
  • (feature) MarketDataFinishedMessage.
  • (feature) WhenNewTrades -> WhenNewTrade
  • (feature) NativeIdStorage. Algo -> Algo.Storages
  • (bug) MarketDataStorage fix.
  • (bug) StorageMessageAdapter. Process MarketDataMessage fixes.
  • (feature) IMessageAdapter. IsNativeIdentifiersPersistable
  • (feature) BasketMessageAdapter. Send MarketData message to specified adapter.
  • (feature) SampleIQFeed. Refactoring.
  • (bug) StockSharp#278 fix

v4.3.19.1:

  • (bug) SmartCOM candles fix.
  • (bug) OpenECry candles fix.
  • (bug) Backtesting fix.
  • (bug) SecurityNativeIdMessageAdapter. Clone fixes.
  • (feature) IndexSecurity. IgnoreErrors.

v4.3.19:

  • (feature) IConnector. SubscribeMarketData and UnSubscribeMarketData. MarketDataTypes -> MarketDataMessage.
  • (feature) ExchangeBoard. Removed IsSupportAtomicReRegister, IsSupportMarketOrders
  • (feature) Plaza router. v5.1.3.754
  • (feature) Plaza. Flood control handling.
  • (bug) BarChart fixes.
  • (bug) OpenECry fixes.
  • (feature) OpenECryAddressComboBox. Prod address.
  • (bug) SecurityTrie fix.
  • (bug) Message.IsBack. Fix BasketMessageAdapter.
  • (bug) CsvEntityRegistry fixes.
  • (feature) OfflineMessageAdapter.
  • (bug) MarketDepthControl. Own volume fix.
  • (bug) Level1 csv storage fix.
  • (feature) Transaction storage. LocalTime support.
  • (feature) Chart. Support area style.
  • (feature) IConnector. LookupSecuritiesResult, LookupPortfoliosResult - error argument added.
  • (feature) SecurityLookupWindow
  • (feature) NativeIdMessageAdapter
  • (bug) SubscriptionMessageAdapter fix.
  • (bug) SmartCOM fixes.
  • (bug) LMAX fixes.
  • (feature) ISecurityProvider.GetNativeId removed.
  • (feature) OrderWindow, OrderConditionalWindow, SecurityJump - re-designed with DevExp.
  • (bug) CandleCsvSerializer fix.
  • (feature) IConnector. MarketDataUnSubscriptionSucceeded, MarketDataUnSubscriptionFailed
  • (feature) Connector. IsRestorSubscriptioneOnReconnect
  • (bug) Fix StockSharp#47
  • (bug) QUIK. ALL subscription fix

v4.3.18:

  • (feature) Rithmic. v9.5.0.0
  • (bug) Transaq. UseCredit fixes.
  • (bug) Finam. New address.
  • (bug) Chart. Active orders fix.
  • (feature) CandlePriceLevel.TotalVolume
  • (feature) XigniteHistorySource added.
  • (feature) QuandlHistorySource. v3 API.
  • (bug) Samples. DevExp refs fixes.
  • (bug) Chart samples fixes.
  • (bug) Build index candles.

v4.3.17:

  • (feature) Quik lua. Duration, IssueSize, BuyBackDate, BuyBackPrice.
  • (bug) Quik lua. Fix ClientCode duplicate issue.
  • (feature) Position.ClientCode
  • (bug) Fix Oanda connector.
  • (feature) TransaqAddresses.FinamHft
  • (feature) Transaq. v2.20.13
  • (bug) CSV storage. TimeSpan serialization fix.
  • (bug) Fix http://stocksharp.ru/posts/m/36986/
  • (bug) LoggingHelper. Fix xml doc.
  • (feature) Xaml.Diagram update.
  • (feature) TimeSpanEditor
  • (feature) OrderCancelVolumeRequireTypes enum.
  • (feature) MatLab connector update.

v4.3.16.1:

  • (feature) MicexDownloader + FortsDownloader -> MoexDownloader
  • (feature) StockSharp.Xaml.Code

v4.3.16:

  • (feature) IConnector.CancelOrders. SecurityType filter.
  • (feature) FIX connector. Exante dialect
  • (feature) TwimeTrader.PortfolioName
  • (feature) QuikLua. ConvertToLatin now optional.
  • (feature) Transaq. Address. IP -> Host.
  • (bug) SecurityAdapter fix.
  • (feature) BasePosition.Currency
  • (feature) TimeZoneInfo. Serialization -> ID StockSharp#228 (comment)
  • (feature) SecurityLookupMessage.CFICode
  • (bug) RandomGen fixes.
  • (bug) MarketEmulator. AvgPosPrice fix.
  • (feature) SecurityId.NativeAsInt
  • (bug) Fix StockSharp#260
  • (feature) MarketRuleHelper.WhenTimeCome. Removed Security param
  • (feature) OpenECry. v3.5.14.1
  • (feature) OpenECry. Address changed to gainfutures domain.
  • (feature) Micex TEAP. Currency26 interface.
  • (feature) Micex TEAP. IgnoreCurrencies.
  • (bug) PropertyGridEx. Nullable and unsigned number fixes.
  • (bug) Xaml.Diagram minor fixes.

v4.3.15:

  • (feature) TWIME connector.
  • (feature) IConnector. MassOrderCanceled, MassOrderCancelFailed.
  • (feature) SecurityAdapter.
  • (bug) OptionDesk fixes.
  • (bug) SmartCOM. Fractal price step fixes.
  • (feature) TraderHelper. Removed obsolete GetPosition overloads.
  • (bug) Micex TEAP. Fix struct downloading.
  • (feature) Micex TEAP. New enum statuses.
  • (feature) Charting. ChartDrawData.
  • (feature) Plaza. Spectra 5.0 + performance refactoring.
  • (feature) Grid controls (SecurityGrid, OrderGrid etc.) now based on DevExpress.
  • (feature) Quik lua. Average price for positions.
  • (feature) FIX server. Handle transaction errors.
  • (bug) ADX, Fractals indicator fixes.
  • (bug) Position manager fix.
  • (bug) SecurityPicker. Show common columns fix.
  • (feature) Connectors. Removed ref from Xceed.
  • (feature) IPnLManager. UnrealizedPnL is nullable.
  • (bug) Fix StockSharp#227
  • (feature) PnLManager. Uses leverage.

v4.3.14.2:

  • (feature) Chart. Active orders.
  • (bug) StockSharp#222
  • (feature) IBTrader -> InteractiveBrokersTrader, OECTrader -> OpenECryTrader
  • (bug) TargetPlatformWindow fix.

v4.3.14.1:

  • (bug) Transaq. double <-> decimal conversation fix.
  • (feature) Blackwood. Embed zlib into resources.
  • (bug) Nuget fixed.

v4.3.14:

  • (feature) BaseCandleBuilderSource.RaiseProcessing perf fixes.
  • (feature) Ecng.Backup
  • (feature) Ecng.Roslyn
  • (feature) GuiObjectHelper removed.
  • (bug) Fix StockSharp#20
  • (feature) Chart themes.
  • (feature) Csv storage perf boost.
  • (feature) Quik lua. Tick OI.
  • (feature) Twime connector.
  • (feature) SPB exchange.
  • (feature) Order.Status. Nullable long.
  • (feature) TraderHelper. Plaza extensions.
  • (feature) IConnector. ConnectedEx, DisconnectedEx, ConnectionErrorEx.
  • (feature) Plaza. Cancel On Disconnect support.
  • (bug) OpenECry. Connect/disconnect fixes.
  • (feature) BinExporter -> StockSharpExporter.
  • (feature) WpfToolkit v.2.6.0.
  • (feature) OrderMessage.TransactionId
  • (bug) LogManager. Wait for disposing
  • (bug) TransactionBinarySerializer fix.
  • (bug) QuoteBinarySerializer. Fix empty depths handling.
  • (feature) IMessageAdapter.OrderCancelVolumeRequired
  • (feature) Samples. Group order cancel.
  • (bug) SecurityIdTextBox small fix.
  • (bug) RealTimeCandleBuilderSource. Raise Stopped event.
  • (feature) TraderHelper. IsGtc, IsToday
  • (feature) FIX connector. Dialects.
  • (feature) Transaq. v2.20.5
  • (feature) TimeMessage.TransactionId. String -> Long
  • (feature) Connector.ChangePassword
  • (bug) MarketDataGrid. Fix candle values.
  • (feature) Plaza.IsDemo
  • (feature) OpenECry. Uuid as SecureString.
  • (bug) Order.Type nullable fix.
  • (feature) Chart performance improved.
  • (feature) ExecutionMessage.BrokerCode
  • (feature) IStorageRegistry.GetTransactionStorage
  • (feature) ExecMsg. HasOrderInfo, HasTradeInfo.
  • (feature) ExecTypes. Order -> Transaction. Trade -> Obsolete.
  • (feature) ExecMsg. Volume -> OrderVolume + TradeVolume.
  • (bug) ProgGrid. TimeZoneInfo edit fix.
  • (feature) ConnectorSupportedMessagesPanel
  • (feature) Alerts. Removed Actipro dependency.
  • (bug) FIX connector. SUR currency fix.
  • (bug) Equity chart fix.
  • (feature) Message.LocalTime. DateTime -> DateTimeOffset
  • (bug) CandleHelper.GetCandleBounds fix.
  • (feature) ISecurityProvider. Performance improve.
  • (feature) Ecng. Strong names.
  • (feature) CandleSerializer. CandlePriceLevel serialization support.
  • (feature) StorageMessageAdapter.
  • (feature) Blackwood. v3.2.0
  • (feature) SecurityExternalId is struct.
  • (bug) SecurityEditor. Autocomplete fix.
  • (feature) ExcelExporter update.
  • (feature) Micex. ExtraSettings
  • (bug) CodeReferencesWindow. Fix loading non .NET assemblies.
  • (feature) ExchangeComboBox.
  • (feature) IConnector. Single value events.
  • (feature) ExecMsg. Price -> OrderPrice
  • (feature) ChartPanel.SecurityProvider
  • (feature) Plaza. OverrideDll
  • (feature) SecurityGrid performance improve.
  • (bug) OrderLog process fix.
  • (bug) AdvertisePanel fix.
  • (feature) FortsDownloader
  • (feature) C# 6.0 features.
  • (feature) Chart cluster and box.
  • (bug) Fix http://stocksharp.com/forum/yaf_postsm35888_LChI-Viewer.aspx#post35888
  • (bug) FilterableSecurityProvider. Moved to Algo.
  • (bug) ISecurityStorage.NewSecurity event.
  • (bug) BasketMessageAdapter. Save/Load fix.
  • (feature) ConnectorWindow.
  • (bug) Transaq fix.
  • (feature) Backtesting. Use history source (Finam, Google, Yahoo) directly.

v4.3.13:

  • (bug) MessageAdaptersPanel fix.
  • (bug) Chart fix (draw values in hidden mode).
  • (bug) SmartCOM sec info fix.
  • (feature) Connectors. Doc + Icon attributes.

v4.3.12:

v4.3.11:

  • (feature) CSV storage. Time zone.
  • (feature) Transaq. v2.16.1
  • (feature) level1 -> depths.
  • (feature) MarketDataMessage. Nullable fields.
  • (bug) DateTime to DateTimeOffset casting fix.
  • (feature) CSV storage perf improve.
  • (bug) BasketMessageAdapter. Subscription fix.
  • (feature) Storage (bin). Allow different time zones.
  • (feature) FIX connector. TimeSpan -> TimeZoneInfo.
  • (feature) SecurityGrid. TimeZone column
  • (bug) Connector. Unsubscription fixes.
  • (feature) CandleManager. Priority source switch in runtime.
  • (feature) SmartCOM. Extended quote price check.
  • (feature) Plaza. Multi connections.
  • (feature) Storage. Volume-less ticks support.
  • (feature) SampleHistoryTesting. ES mini test.
  • (bug) ChartPanel.Save fix.
  • (feature) Leve1 -> Ticks + Candles.
  • (bug) Quik lua. Fix zero transaction id.
  • (feature) ILogListener. Implements IDisposable
  • (bug) IQFeed. Candle timezone fix.
  • (bug) NewsSerializer fix.
  • (feature) NewsGrid. Request story + open url.
  • (bug) IQFeed. News fixes.
  • (bug) Lmax, IQFeed, IB. Tick subscription fix.
  • (feature) MarketEmulator. Fill server time.
  • (feature) IQFeed. COMM3 security type.
  • (feature) SampleRealTimeEmulation. Look up securities.
  • (feature) SampleRealTimeEmulation. IQFeed support.
  • (bug) TraderHelper.ToDecimal fix.

v4.3.10

  • (bug) Storage. Level1 fix.
  • (bug) ITCH. Fixes.
  • (feature) HistoryEmulationConnector refactoring.
  • (feature) History emulation. Support all candle types.
  • (bug) LocalMarketDataDrive.Dates fix.
  • (feature) Candles history update.
  • (feature) Real time emulation refactoring.
  • (bug) Fix StockSharp#88
  • (feature) CurrencyTypes.GHS
  • (bug) BlackScholes fixes.
  • (bug) CsvMarketDataSerializer. Fix BOM char.
  • (feature) Grids. TimeZone column
  • (bug) FIX connector. Fix ExecMsg.ServerTime
  • (feature) HelpButton.
  • (feature) IOrderLogMarketDepthBuilder.
  • (feature) IpAddressEditor.
  • (feature) AdvertisePanel.

v4.3.9.1:

  • (feature) Candle.RelativeVolume is nullable.
  • (feature) Candle. Ticks fields are nullable.
  • (feature) CandleSerializer. Ticks fields.

v4.3.9:

  • (bug) RecoveryFactorParameter fix.
  • (bug) OrderLogMarketDepthBuilder fix.
  • (feature) Algo.Storages.Backup - clients for cloud storage backup services.
  • (feature) FIX connector. More level1 fields support.
  • (feature) LicenseHelper.LicenseError
  • (feature) Connector. Not track ticks option.

v4.3.8:

  • (feature) ITCH connector.
  • (bug) FIX connector and FixServer. Many fixes.
  • (bug) CSV storage fix.
  • (bug) Excel export boost.
  • (bug) Storage. Fix delete range.
  • (bug) TargetPlatformWindow fix.
  • (feature) BarChart connector (history mode).
  • (feature) SampleLogging. New sample.
  • (feature) CandleStates. Started + Changed -> Active.
  • (feature) OrderWindow. Set default price and volume.
  • (feature) ExecutionMessage.ClientCode
  • (feature) MyTradeGrid, OrderGrid and OrderWindow. Display ClientCode.
  • (feature) Order, Trade, MarketDepth. New field Currency.
  • (feature) FilterableSecurityProvider. Indexing Security.ExternalId
  • (feature) PF combo. Insert unknown portfolio.
  • (feature) OrderCancelMessage. New field Side.
  • (bug) Connector. Fix overflow.
  • (bug) SampleSmartCandles. Fix
  • (feature) ExternalCandleSource.Stopped event.
  • (feature) TraceSource
  • (bug) LogManager. FlushInterval lower bound check fix.
  • (feature) SampleHistoryTesting. Order book emulation option.
  • (feature) Blackwood. 3.1.9
  • (feature) Currency. GBX
  • (feature) Storage. Date cache bin->txt format.
  • (bug) CSV storage. Fix save NewsMessage.SecurityId.
  • (bug) CSV storage. Fix append data with same time for order log and tick trades.
  • (feature) FIX connector. ExecMsg.ClientCode.
  • (feature) FIX connector. Read/write timeouts.

v4.3.7:

  • (feature) MessageDirections. Removed.
  • (feature) Connector. OnRegisterXXX OnUnRegisterXXX removed.
  • (feature) Micex. Update protocol.
  • (bug) Quik. Stop order fixes.
  • (feature) Samples. StopOrderWindow refactoring.
  • (feature) BasketMessageAdapter. Save Load implementation.
  • (bug) Protective strategies. Fixes.
  • (feature) Plaza. COD. Extended license.
  • (feature) Monitor. Clear method.
  • (bug) StockSharp#113
  • (bug) Security.IsExpired. Bug fix
  • (bug) Micex. Reset fix.
  • (bug) Connector. Dispose fix.
  • (bug) QuotingStrategy. Fix stopping.
  • (feature) Rithmic 8.5.0
  • (bug) Back testing. Fix suspend/resume.
  • (bug) Fix StockSharp#101
  • (feature) Storage. Removed DataStorageReader.
  • (feature) Chart update.
  • (feature) WPF Toolkit. 2.4.0

v4.3.6:

v4.3.5:

v4.3.4:

  • (bug) Fix StockSharp#46
  • (feature) OEC 3.5.14
  • (feature) ILogSource.IsRoot
  • (bug) Back testings. Generated data fixes.
  • (bug) Emulator. Prevent big order book generation.
  • (feature) Storage. Replace entity by messages.
  • (feature) BitStamp. Level1 refresh interval is 10 sec.
  • (feature) FIX. Check sum is uint.
  • (bug) FixServer. Sync writers.

v4.3.3:

  • (feature) OverrideDll option.
  • (bug) BasketMessageAdapter. Disconnect fix.
  • (feature) Transaq. UTC
  • (bug) Back testing. Fixes.

v4.3.2:

  • (bug) BTCE. Security decimals fix.

v4.3.1:

v4.3.0:

  • (feature) IMessageChannel. Message thread model refactoring.
  • (feature) IConnector. Removed Start/Stop export.
  • (feature) Connector uses BasketMessageAdapter.
  • (feature) Order.Id is nullable
  • (feature) IMessageSessionHolder removed.
  • (feature) Order.ExpiryDate is nullable.
  • (feature) IConnector. ProcessDataError -> Error.
  • (bug) BitStamp market data fixes.
  • (bug) SmartCom transaction fixes.
  • (bug) LMAX fixes.
  • (feature) OrderGrid. Show long and string identifiers.
  • (feature) Rss. Subscribe/unsubscribe support.
  • (feature) Transaq. v 2.10.10
  • (feature) IConnector.NewDataExported removed.
  • (feature) BasketConnector removed.
  • (bug) StockSharp#40
  • (feature) ReConnectionSettings. Moved to Messages.
  • (feature) ReConnectionSettings. Export settings removed.
  • (feature) BasketMessageAdapter refactoring.
  • (feature) OrderCancelMesage.OrderId is nullable.
  • (feature) HeartbeatAdapter.
  • (feature) Order. BrokerCode and ClientCode fields.
  • (bug) StockSharp#49
  • (bug) Micex. Fix 32-bit mode.
  • (bug) Plaza. Anonym deals stream. Fast repl mode.
  • (bug) OrderGrid. Sort ordering fixes.
  • (feature) MyTradeGrid. Multi ids.
  • (feature) Indicators. IsFormed initialized only by IsFinal value.
  • (feature) Indicators refactoring. Removed IIndicator.CanProcess.
  • (bug) Connector. Fix Connect/Disconnect messages for a few adapters.
  • (bug) Quik lua. Commission fill fix.
  • (bug) FixServer. Close session fix.
  • (feature) Fix http://stocksharp.com/forum/yaf_postst5622_Logh-soobshchieniia-MarketDataSnapshotFullRefresh.aspx
  • (feature) Plaza. Schema update.
  • (bug) Fix StockSharp#36
  • (feature) FixServer. Logout fixes.
  • (bug) FIX connector. Request portfolios support.

v4.2.75:

  • (feature) FixServer. No longer use QuickFix.
  • (feature) FixServer. Implements IMessageChannel.
  • (feature) FixServer. Separate market data and transactional endpoints.
  • (feature) FIX connector. FixMessageWriter.
  • (feature) FixServer. Use FixMessageWriter for outgoing messages.
  • (feature) FixServer. Support candles.
  • (feature) Order.TimeInForce and ExecMsg.TimeInForce are nullable.
  • (feature) CandleMessage. OpenVolume, HighVolume, LowVolume, CloseVolume are nullable.
  • (feature) NewsMessage.SecurityId is nullable.
  • (bug) OrderWnd. Fix step while nullable info.
  • (bug) EntityCache. Fix trade msg for unknown order.
  • (feature) Logging. Error handling.
  • (feature) Samples. OrdersWindow. Move order ability.
  • (feature) MessageConverterHelper. MessageTypes <-> MarketDataTypes for candles
  • (feature) PlazaTrader.IsControlConnectionLost

v4.2.74:

  • (feature) FIX connector. IFixWriter IFixReader interfaces.
  • (feature) TextExporter refactoring.
  • (feature) Xaml. NewsMessageGrid
  • (feature) SmartCom. SmallComService utility class.
  • (feature) Plaza. Fix control connection state in CGate mode.
  • (feature) Transaq 2.10.8
  • (bug) FIX connector and Quik LUA. Fix MarketDepth subscription for ALL security.
  • (bug) Messages and Entities. Serialization fixes.
  • (feature) Plaza. Spectra 4 (ASTS).
  • (feature) Security. PriceStep, VolumeStep, Decimals, Multiplier, MinPrice, MaxPrice are nullable.

v4.2.73:

  • (feature) FIX connector. Client side no longer use QuickFix
  • (bug) LuaFixServer. Level1 thread safety.
  • (bug) EntityCache. Fix ExecMsg.OridinTransId == OrderStatusMsg.TransactionId
  • (feature) ExecutionMessage. OrderId, Balance, Volume, VisibleVolume, TradeId, TradePrice, TradeStatus is nullable.
  • (feature) Security.Strike is nullable
  • (feature) QuikOrderCondition. Nullable fields.

v4.2.72:

  • (feature) SecurityMessage.Decimals
  • (feature) Security.State nullable
  • (feature) IOHelper.ToFullPath
  • (bug) FIX connector. Reconnection fix. Lost connection control fix.
  • (bug) Fix StockSharp#33
  • (bug) Micex. Decimals fix
  • (bug) SecurityGrid. Fix PriceStep, Decimals and VolumeStep columns.

v4.2.71:

v4.2.70:

  • (feature) SecurityGrid. Add columns.
  • (feature) Security. O H L C V fields marked as nullable.
  • (bug) FIX connector. Level1 small fix.
  • (bug) Quik lua. Level1 value type fix.
  • (bug) Fix StockSharp#31

v4.2.69:

  • (feature) LicensePanel. Xaml -> Licensing
  • (feature) MarketEmu. Depth fill improve.
  • (bug) LicenseTool fixes.

v4.2.68:

  • (bug) Quik lua. Turned off license check.
  • (bug) Protective strategies. Fix price calc with big offset value.
  • (bug) Fix http://stocksharp.com/forum/yaf_postsm34658_Kotirovaniie.aspx#post34658
  • (feature) Security.MinPrice = 0.01 by default.
  • (feature) (MarketEmu.ProcessTime performance improve.
  • (feature) WorkingTime.Clone performance improve.
  • (bug) MarketEmu. Board update fix.
  • (feature) Monitor. StrategyRoot is sub node CoreRoot.
  • (bug) Connector.ClearCache fix
  • (bug) SecurityEditor. Update text fix.

v4.2.67:

  • (feature) Ecng update.

v4.2.66:

  • (feature) Quik lua. Support ALL@ALL security for market data subscription.
  • (feature) Quik lua. Level1 subscription check optimization.
  • (feature) Quik lua. Check Level1 duplicates.
  • (feature) FixServer request id mapping refactoring.
  • (bug) Plaza. Fix level1 time.
  • (feature) OrderStatMsg. Single order details.
  • (bug) Emulator small fix.

v4.2.65:

v4.2.64:

  • (feature) Source codes for Quik and InteractiveBrokers

v4.2.63:

  • (bug) OpenECry. Fix double <-> decimal casting.
  • (bug) Fix StockSharp#16

v4.2.62:

  • (bug) Micex. Format price fix
  • (feature) Source codes for Messages, BE, Algo, Xaml, Localization, Logging, Community and few connectors (SmartCOM, AlfaDirect, Transaq, BTCE, OpenECry, LMAX, MatLab, CQG, Sterling, RSS, Alor)

v4.2.61:

v4.2.60:

v4.2.59:

  • (feature) Fusion/Blackwood. 3.1.8
  • (bug) Micex. OrderBookDepth fix
  • (bug) Micex. RequestAllDepths fix
  • (bug) OpenECry. Order processing fix

v4.2.58:

  • (feature) Micex. RequestAllDepths
  • (bug) Micex. Tick subscribe fix

v4.2.57:

v4.2.56:

v4.2.55:

  • (feature) Export executions
  • (bug) Localization fixes

v4.2.54:

  • (bug) Execution storage fix
  • (bug) Plaza. Fix handling non Message based transaction
  • (bug) Localization fixes

v4.2.53:

  • (bug) Localization fixes

v4.2.52:

  • (bug) Localization fixes

v4.2.51:

  • (bug) Oanda. Security lookup and market data subscription fixes
  • (bug) Localization fixes
  • (feature) OrderFail. ServerTime and LocalTime fields
  • (bug) TrueFX and GainCapital historical sources fixes
  • (bug) Unit. Fix serialization

v4.2.50:

  • (bug) Error loading candles from storage
  • (bug) FortsDailyData.GetRate fix

v4.2.49:

v4.2.48:

  • (feature) Plaza supports MM and limit transactions
  • (bug) Localization fixes for Xaml

v4.2.47:

  • (bug) Localization fixes

v4.2.46:

v4.2.0-4.2.43

Available on forum