Release notes

Enhancements

• Upgraded DBN version to 0.19.1 with fixes for BBOMsg record struct

Release notes

Enhancements

• Upgraded DBN version to 0.19.0 with new BBOMsg record struct

Release notes

Enhancements

• Added historical::timeseries::get_range_to_file method to persist the data stream to
  a given path before returning an AsyncDbnDecoder
• Upgraded DBN version to 0.18.2

Release notes

Enhancements

• Added getter for heartbeat_interval to LiveClient

Bug fixes

• Fixed potential incorrect DNS resolution when overriding the live gateway address
  with live::Builder::addr

Release notes

Enhancements

• Added configurable heartbeat_interval parameter for live client that determines the
  timeout before heartbeat SystemMsg records will be sent. It can be configured via
  the heartbeat_interval and heartbeat_interval_s methods of the
  live::ClientBuilder
• Added addr function to live::ClientBuilder for configuring a custom gateway
  address without using LiveClient::connect_with_addr directly
• Upgraded DBN version to 0.18.1

Breaking changes

• Added heartbeat_interval parameter to LiveClient::connect and
  LiveClient::connect_with_addr
• Removed deprecated start_date and end_date fields from DatasetRange struct

Release notes

Enhancements

• Added use_snapshot attribute to Subscription, defaults to false
• Upgraded reqwest version to 0.12

Breaking changes

• Upgraded DBN version to 0.18.0
  • Changed type of flags in MboMsg, TradeMsg, Mbp1Msg, Mbp10Msg, and CbboMsg
    from u8 to a new FlagSet type with predicate methods for the various bit flags
    as well as setters. The u8 value can still be obtained by calling the raw() method.
    • Improved Debug formatting
  • Switched DecodeStream from streaming_iterator crate to fallible_streaming_iterator
    to allow better notification of errors
  • Changed default value for stype_in and stype_out in SymbolMappingMsg to
    u8::MAX to match C++ client and to reflect an unknown value. This also changes the
    value of these fields when upgrading a SymbolMappingMsgV1 to DBNv2

Release notes

Bug fixes

• Fixed build when only live feature is enabled

Release notes

Enhancements

• Added start and end fields to the DatasetRange struct which provide time resolution and an exclusive end date
• Upgraded DBN version to 0.17.1

Deprecations

• The start_date and end_date fields of the DatasetRange struct are deprecated and will be removed in a future release

Release notes

Enhancements

• Upgraded DBN version to 0.17.0
  • Added new record types and schema variants for consolidated BBO and subsampled BBO
  • Added Volatility and Delta StatType variants

Release notes

Enhancements

• Improve error handling when a historical HTTP error response is not in the
  expected JSON format