Skip to content

0.27.0

Latest
Compare
Choose a tag to compare
@github-actions github-actions released this 07 Jan 22:12
ac4e7ba

Release notes

Breaking changes

  • Converted the UserDefinedInstrument enum class to an enum to safely allow handling
    invalid data and adding future variants
  • Updated the value of the kMaxRecordLen constant for the changes to
    InstrumentDefMsg in version 3

Enhancements

  • Added v3 namespace in preparation for future DBN version 3 release. DBN version 2
    remains the current and default version
  • Added v3::InstrumentDefMsg record with new fields to support normalizing multi-leg
    strategy definitions
    • Removal of statistics-schema related fields trading_reference_price,
      trading_reference_date, and settl_price_type
    • Removal of the status-schema related field md_security_trading_status