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CHANGE_LOG_API.md

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StockSharp API Change log

###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