0.47.0

Release notes

Enhancements

• Added Zstd compression support to live clients which can be enabled with
  LiveBuilder::SetCompression(). It's disabled by default
• Added Compression() getter to LiveBlocking and LiveThreaded
• Upgraded default httplib version to 0.30.1

Breaking changes

• Added an overload to the ReadSome method on IReadable for timeout support

0.46.1

Release notes

Enhancements

• Added new publisher for Blue Ocean ATS (OCEA_MEMOIR_OCEA)

0.46.0

Release notes

Enhancements

• Added new off-market publisher for Cboe Futures Exchange (XCBF_PITCH_XOFF)
• Added new StatType variants to be used by XCBF.PITCH dataset:
  • UpperPriceLimit
  • LowerPriceLimit
  • BlockVolume
  • VenueSpecificVolume1

0.45.0

Release notes

Enhancements

• Added download retry, resumption, and checksum verification to
  Historical::BatchDownload
• Added new venue, dataset, and publisher for Cboe Futures Exchange (XCBF.PITCH)
• Upgraded default httplib version to 0.28.0

0.44.0

Release notes

Enhancements

• Added logic to set code when upgrading version 1 SystemMsg to newer versions

Bug fixes

• Added missing <cstddef> include to constants.hpp (credit: @ognian-)

0.43.0

Release notes

Enhancements

• Made Unset a fully-supported variant of SystemCode and ErrorCode

Breaking changes

• Removed mode parameter in Historical::MetadataGetCost()

0.42.0

Release notes

Enhancements

• Added EndOfInterval variant to SystemCode

Breaking changes

• Removed bill_id field from BatchJob struct

0.41.0

Release notes

Enhancements

• Added static Builder() methods to the clients
• Improved debug logging in live clients
• Added PUBLISHER_SPECIFIC flag

Breaking changes

• Removed unused Received variant from JobState enum

0.40.0

Release notes

Enhancements

• Added OhlcvEod variant to RType
• Added documentation to more enums and record structs
• Aligned string representation of RType with Rust

Breaking changes

• Switched to std::byte for most padding fields in record structs. These fields are
  now initialized by default
• Hidden padding fields now begin with _

Bug fixes

• Added missing IndexTs() method to v1::InstrumentDefMsg, v2::InstrumentDefMsg,
  and v1::SymbolMappingMsg
• Fixed error in templated overload of DbnDecoder::EncodeRecord()
• Removed unused Disk and S3 variants from Delivery enum

0.39.1

Release notes

Bug fixes

• Fixed potential corrupted data in DbnFileStore::Replay