0.22.0

Release notes

Enhancements

• Added Intraday variant to DatasetCondition in preparation for intraday data being
  available from the historical API
• Renamed example directory to examples
• Renamed test directory to tests
• Added new publisher values for XCIS.BBOTRADES and XNYS.BBOTRADES

Breaking changes

• Removed previously deprecated DatasetCondition::Bad variant

0.21.0

Release notes

Enhancements

• Added new publisher value for DBEQ.SUMMARY

Breaking changes

• Renamed SType::Nasdaq variant to SType::NasdaqSymbol
• Renamed SType::Cms variant to SType::CmsSymbol

Bug fixes

• Added missing ToString and FromString branches for SType::NasdaqSymbol and
  SType::CmsSymbol
• Removed has_header_v variable template that broke C++11 compatibility

0.20.1

Release notes

Enhancements

• Improved installation with CMake: license is now installed, transitive dependencies are configured
  when importing package

0.20.0

Release notes

This release adds support for encoding DBN within the C++ client.
It also improves historical symbology support with the new TsSymbolMap class that
handles mapping historical records to a text symbol. To support this class, several types
for date fields were changed from strings or ints to date::year_month_day.

Enhancements

• Added TsSymbolMap to support historical symbology where mappings change between days
• Added DbnEncoder class for encoding DBN data
• Added blocking API similar to LiveBlocking to DbnFileStore with new GetMetadata
  and NextRecord methods
• Added BboMsg record struct for future bbo-1m and bbo-1s schemas
• Added PitSymbol map constructor from Metadata and a date::year_month_day
• Added Metadata::CreateSymbolMap and Metadata::CreateSymbolMapForDate methods for
  creating symbology maps from historical metadata
• Added blocking API similar to LiveBlocking to DbnFileStore
• Added SymbologyResolution::CreateSymbolMap method for creating a symbology map from
  a symbology resolution response
• Added InFileStream and OutFileStream helper classes for reading and writing binary
  output respectively

Breaking changes

• Added new dependency on Howard Hinnant's date library
• Added ILogReceiver* parameter to all DbnDecoder constructors and one DbnFileStore constructor
• Removed type StrMappingInterval. MappingInterval is now also used in SymbologyResolution.
• Changed Bbo1sMsg and Bbo1mMsg to be aliases for BboMsg
• Changed type of start_date and end_date in MappingInterval to date::year_month_day
• Added stype_in and stype_out fields to SymbologyResolution to support creating
  a TsSymbolMap

0.19.1

Release notes

Enhancements

• Added Upgrade() method to Metadata to update the metadata fields according to a
  VersionUpgradePolicy
• Added new publisher values for XNAS.BASIC and XNAS.NLS

Bug fixes

• Fixed issue where Metadata wasn't upgraded when passing
  VersionUpgradePolicy::Upgrade

0.19.0

Release notes

Enhancements

• Added configurable heartbeat_interval parameter for live clients that determines the
  timeout before heartbeat SystemMsg records will be sent. It can be configured via
  the SetHeartbeatInterval method of the LiveBuilder
• Added SetAddress method to LiveBuilder for configuring a custom gateway address
  without using the constructor directly
• Added new UncrossingPrice StatType variant
• Added new publisher values for XNAS.BASIC
• Added SetDataset(Dataset) overload to LiveBuilder
• Added new off-market publisher values for IFEU.IMPACT and NDEX.IMPACT

Breaking changes

• Added heartbeat_interval parameter to the Live constructors
• Removed start_date and end_date fields from DatasetRange struct
  in favor of start and end
• Removed live Subscribe method overloads with use_snapshot
  parameter in favor of separate SubscribeWithSnapshot method

Bug fixes

• Fixed overloading of live Subscribe methods
• Fixed live subscribing with default-constructed UnixNanos
• Fixed descriptions for FINN and FINY publishers.

0.18.1

Release notes

Enhancements

• Added live Subscribe function overload with use_snapshot parameter
• Added GetIf method to Record that allows if chaining for handling multiple
  record types
• Added record type checking to Record::Get method to catch programming errors
  and prevent reading invalid data

Bug fixes

• Added missing symbol chunking for live Subscribe overloads with const std::string&
start parameter

0.18.0

Release notes

Breaking changes

• Changed FlagSet to be more class-like:
  • Added predicate methods and setters for each bit flag
  • Improved string formatting
  • Removed bitwise operators. Bitwise operations can be performed by first casting to a
    std::uint8_t or calling the Raw() method
• Changed format of display_factor and price_ratio to a fixed-precision decimal for
  InstrumentDefMsg and InstrumentDefMsgV1 to match existing values and DBN crate
• Changed format of unit_of_measure_qty to a fixed-precision decimal for
  InstrumentDefMsgV1 to match InstrumentDefMsg

0.17.1

Release notes

Enhancements

• Added support for Conan-installed zstd (credit: @Hailios)

Bug fixes

• Added missing copying of ts_event when upgrading structs from DBNv1 to DBNv2
• Fixed setting of compiler warnings and warnings that had accumulated

0.17.0

Release notes

Enhancements

• Added StatusMsg record, and StatusAction, StatusReason, TradingEvent, and
  TriState enums
• Added CbboMsg record and corresponding ConsolidatedBidAskPair structure
• Added new enum values for Schema and RType corresponding to new schemas
  cbbo, cbbo-1s, cbbo-1m, tcbbo, bbo-1s, bbo-1m
• Added Volatility and Delta StatType variants
• Added Undefined and TimeProRata MatchAlgorithm variants
• Changed format of unit_of_measure_qty to a fixed-precision decimal
• Added logic to skip find_package call if nlohmann_json and httplib targets
  already exist (credit: @akovachev)
• Added specific instructions for installing dependencies on Ubuntu and macOS (credit: @camrongodbout)

Breaking changes

• Renamed publishers from deprecated datasets to their respective sources (XNAS.NLS
  and XNYS.TRADES respectively)

Deprecations

• Deprecated dataset values FINN.NLS and FINY.TRADES

Bug fixes

• Fixed out-of-order initialization in DbnDecoder (credit: @Hailios)
• Renamed MatchAlgorithm::EurodollarOptions to MatchAlgorithm::EurodollarFutures