CHANGE_LOG_API.md

StockSharp API Change log

###current:

• (feature) FortsDownloader
• (bug) Fix http://stocksharp.com/forum/yaf_postsm35888_LChI-Viewer.aspx#post35888
• (bug) FilterableSecurityProvider. Moved to Algo.
• (bug) ISecurityStorage.NewSecurity event.
• (bug) BasketMessageAdapter. Save/Load fix.
• (feature) ConnectorWindow.
• (bug) Transaq fix.
• (feature) Backtesting. Use history source (Finam, Google, Yahoo) directly.

###v4.3.13:

• (bug) MessageAdaptersPanel fix.
• (bug) Chart fix (draw values in hidden mode).
• (bug) SmartCOM sec info fix.
• (feature) Connectors. Doc + Icon attributes.

###v4.3.12:

• (feature) ISecurityStorage. CSV implementation.
• (feature) ICandleBuilder. Direct value processing.
• (feature) Correlation indicator.
• (feature) Covariance indicator.
• (feature) Chart.TimeZone
• (feature) Oanda + BitStamp. Control error count.
• (feature) WpfToolkit 2.5.0
• (bug) FixServer. Error handling fix.
• (bug) Fix http://stocksharp.com/forum/yaf_postst5724_QuikLua--System-InvalidOperationException-pri-poluchienii-ordierov-biez-transactionId.aspx
• (feature) Plaza. CGate router 1.3.12.5
• (bug) YahooHistorySource fix
• (feature) Interactive Brokers. 9.72
• (feature) Backtesting on level1.

###v4.3.11:

• (feature) CSV storage. Time zone.
• (feature) Transaq. v2.16.1
• (feature) level1 -> depths.
• (feature) MarketDataMessage. Nullable fields.
• (bug) DateTime to DateTimeOffset casting fix.
• (feature) CSV storage perf improve.
• (bug) BasketMessageAdapter. Subscription fix.
• (feature) Storage (bin). Allow different time zones.
• (feature) FIX connector. TimeSpan -> TimeZoneInfo.
• (feature) SecurityGrid. TimeZone column
• (bug) Connector. Unsubscription fixes.
• (feature) CandleManager. Priority source switch in runtime.
• (feature) SmartCOM. Extended quote price check.
• (feature) Plaza. Multi connections.
• (feature) Storage. Volume-less ticks support.
• (feature) SampleHistoryTesting. ES mini test.
• (bug) ChartPanel.Save fix.
• (feature) Leve1 -> Ticks + Candles.
• (bug) Quik lua. Fix zero transaction id.
• (feature) ILogListener. Implements IDisposable
• (bug) IQFeed. Candle timezone fix.
• (bug) NewsSerializer fix.
• (feature) NewsGrid. Request story + open url.
• (bug) IQFeed. News fixes.
• (bug) Lmax, IQFeed, IB. Tick subscription fix.
• (feature) MarketEmulator. Fill server time.
• (feature) IQFeed. COMM3 security type.
• (feature) SampleRealTimeEmulation. Look up securities.
• (feature) SampleRealTimeEmulation. IQFeed support.
• (bug) TraderHelper.ToDecimal fix.

###v4.3.10

• (bug) Storage. Level1 fix.
• (bug) ITCH. Fixes.
• (feature) HistoryEmulationConnector refactoring.
• (feature) History emulation. Support all candle types.
• (bug) LocalMarketDataDrive.Dates fix.
• (feature) Candles history update.
• (feature) Real time emulation refactoring.
• (bug) Fix StockSharp#88
• (feature) CurrencyTypes.GHS
• (bug) BlackScholes fixes.
• (bug) CsvMarketDataSerializer. Fix BOM char.
• (feature) Grids. TimeZone column
• (bug) FIX connector. Fix ExecMsg.ServerTime
• (feature) HelpButton.
• (feature) IOrderLogMarketDepthBuilder.
• (feature) IpAddressEditor.
• (feature) AdvertisePanel.

###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:

• (bug) Fix StockSharp#90
• (bug) Fix StockSharp#93
• (bug) Fix StockSharp#92
• (feature) https://github.com/StockSharp/StockSharp/commit/62a19979280ab678679aee7660f73c9b9614de93

###v4.3.5:

• (bug) Fix StockSharp#87
• (bug) Fix StockSharp#83
• (bug) Fix StockSharp#70
• (bug) Fix StockSharp#79
• (feature) FIX connector. Check sum is uint.
• (feature) StockSharp#74
• (bug) StockSharp#81
• (bug) Fix http://stocksharp.com/forum/yaf_postsm35263_FixServer-System-ArgumentOutOfRangeException.aspx#post35263

###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:

• (feature) BitStamp, IQFeed, ETrade and Oanda source code.
• (bug) Fix http://stocksharp.com/forum/yaf_postst5619_Oshibka-nie-udalos--naiti-chast--puti.aspx

###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:

• (feature) Strategy.StartedTime is DTO
• (bug) Fix http://stocksharp.com/forum/yaf_postst5556_S--Api.aspx
• (bug) Fix RtsHistorySource

###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:

• (feature) QuandlHistorySource
• (feature) Quoting refactoring
• (bug) Fix Quik LUA. Fix http://stocksharp.com/forum/yaf_postst5525_Oshibka-Lua-podkliuchieniia-pri-rabotie-s-aktsiiami.aspx
• (bug) Fix Quik LUA. Fix exception handling

###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:

• (bug) Quik. Fix StockSharp#13
• (bug) Fusion/Blackwood. Fix http://stocksharp.com/forum/yaf_postst5511_4-2-60---Exception-pri-otpravkie-ordiera.aspx
• (bug) LogManager.Application. Replacing fix
• (bug) Plaza. Level1 ServerTime fill
• (bug) YahooHistorySource. Time fix

###v4.2.60:

• (bug) Fusion/Blackwood. Fix http://stocksharp.com/forum/yaf_postst5498_Probliema-na-rieal-nom-schietie.aspx
• (feature) Quik. Process request performance boost
• (feature) OrderWindow. Disable ByMarket checkbox
• (feature) Plaza. Anonym deals turned on by default
• (bug) Fix StockSharp#11

###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:

• (feature) QuikLua. Removed atomic reregister for micex
• (feature) Micex. Added IFC_Broker24 interface
• (feature) Micex. OrderBookDepth
• (bug) Unit fixes. Fix http://stocksharp.com/forum/yaf_postst5489_Izmieniena-loghika-raboty-s-Unit-v-novykh-viersiiakh.aspx
• (bug) OpenECry. Remoting fix
• (bug) Fix StockSharp#7
• (bug) Fix StockSharp#3

###v4.2.56:

• (bug) AlfaDirect. Fix cadle subscription. Fix http://stocksharp.com/forum/yaf_postst5483_primier-SampleAlfaCandles.aspx
• (bug) OpenECry fixes
• (bug) Localization fixes
• (bug) Chart. Fix indicator adding

###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:

• (bug) PriceStep fixes for Oanda
• (bug) Filling empty Arg for Candles from CandleSeries
• (feature) Tick origin side added for FIX (QuikLua) http://stocksharp.com/forum/yaf_postst5476_S--API.aspx
• (feature) TimeZoneComboBox

###v4.2.48:

• (feature) Plaza supports MM and limit transactions
• (bug) Localization fixes for Xaml

###v4.2.47:

• (bug) Localization fixes

###v4.2.46:

• (feature) Filling Security.Status for QuikLua http://stocksharp.com/forum/yaf_postsm34270_Novyi-konniektor-k-Quik.aspx#post34270
• (bug) Building market depth from OL fixes
• (feature) Zero or negative prices for spreads in Storage
• (feature) ExpirationDate added to OrderWindow

###v4.2.0-4.2.43 Available on forum