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VER: Release 0.17.0 #26

Merged
merged 13 commits into from
Apr 1, 2024
Merged

VER: Release 0.17.0 #26

merged 13 commits into from
Apr 1, 2024

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threecgreen
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Enhancements

  • Added StatusMsg record, and StatusAction, StatusReason, TradingEvent, and
    TriState enums
  • Added CbboMsg record and corresponding ConsolidatedBidAskPair structure
  • Added new enum values for Schema and RType corresponding to new schemas
    cbbo, cbbo-1s, cbbo-1m, tcbbo, bbo-1s, bbo-1m
  • Added Volatility and Delta StatType variants
  • Added Undefined and TimeProRata MatchAlgorithm variants
  • Changed format of unit_of_measure_qty to a fixed-precision decimal
  • Added logic to skip find_package call if nlohmann_json and httplib targets
    already exist (credit: @akovachev)
  • Added specific instructions for installing dependencies on Ubuntu and macOS (credit: @camrongodbout)

Breaking changes

  • Renamed publishers from deprecated datasets to their respective sources (XNAS.NLS
    and XNYS.TRADES respectively)

Deprecations

  • Deprecated dataset values FINN.NLS and FINY.TRADES

Bug fixes

  • Fixed out-of-order initialization in DbnDecoder (credit: @Hailios)
  • Renamed MatchAlgorithm::EurodollarOptions to MatchAlgorithm::EurodollarFutures

@threecgreen threecgreen requested a review from a team April 1, 2024 13:26
nmacholl
nmacholl approved these changes Apr 1, 2024
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LGTM

@threecgreen threecgreen merged commit d6669f6 into main Apr 1, 2024
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@nmacholl nmacholl nmacholl approved these changes

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6 participants
@threecgreen @nmacholl @akovachev @camrongodbout @Hailios @renan-databento