0.27.0

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

0.26.0

Release notes

Breaking changes

• Removed deprecated Packaging enum and packaging field that's no longer supported
  by the API
• Renamed VersionUpgradePolicy::Upgrade to UpgradeToV2 in preparation for a future
  DBN version 3

Enhancements

• Created separate namespaces for each DBN version to create a consistent way to refer
  to record types from a particular DBN version regardless of whether the record changed
  between versions

0.25.0

Release notes

Enhancements

• Added new IntelligentCross venues ASPN, ASMT, and ASPI

Deprecations

• Deprecated Packaging enum and packaging field on BatchJob. These will be
  removed in a future version. All files from a batch job can be downloaded with the
  BatchDownload method on the historical client

0.24.0

Release notes

Enhancements

• Added new None Action variant that will be gradually rolled out
  to historical and live GLBX.MDP3 data

0.23.0

Release notes

Enhancements

• Added new Cmbp1Msg
• Added new consolidated publisher values for XNAS.BASIC and DBEQ.MAX

Breaking changes

• Changed the layout of CbboMsg to better match BboMsg
• Renamed Schema::Cbbo to Schema::Cmbp1

Deprecations

• Deprecated Packing::Tar and renamed it to TarDeprecated. This variant will be
  removed in a future version when it is no longer supported by the API

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