Skip to content

0.20.0

Compare
Choose a tag to compare
@github-actions github-actions released this 09 Jul 22:43
· 45 commits to main since this release
baaa279

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