- New Market Summary File Lookup! (more about this below)
- Level1 update/summary messages now include the Trade Aggressor (limited exchanges) and Trade Day Code (all exchanges) fields.
- Level1 fundamental messages now include Base Currency, Contract Size, Contract Months, Minimum Tick Size, First Delivery Date, Open Time, Close Time, FIGI, and Security Subtype.
- Historical Tick data requests also now include Trade Aggressor and Day Code.
- There is now an visual alert to customers while on trial that tells them when the trial expires.
- There is now a configurable visual alert for when level 1 data is queueing on the local machine waiting to be delivered to a client app.
- There is now a filter for non-standard options in the equity chains lookup.
Introducing the new Market Summary File Lookup!
Our new market summary file lookup offers a snapshot of the entire market every 5 minutes throughout the trading day! Deliverable by exchange and security type, these lookups contain data for every symbol we carry streamed to you over the lookup port in IQFeed. At the end of the day, they are archived for historical EOD retrieval. Additionally, via these lookups you will be able to retrieve archived fundamental data. Data has been backfilled for this new product offering back through May 20th, 2018. Note that exchange permissions for real-time vs delayed 5min snapshot files are still in effect for this product and we are still evaluating what price point this will be when the beta period ends (for now, it’s free).
Bug Fixes and Display Application Changes:
- Charts – Fixed a bug where the x-axis was not aligning the front label correctly
- News – Fixed bug causing no stories to be displayed when launching with “-symbol” command line parameter
- Diagnostics – Removed references to login2.paragonsoftware.net since this domain no longer exists.
- Chains – Fixed bug causing Greeks Calculator values to be different than those displayed in the grid.
- Time & Sales / Charts – Optimized data storage for retrieval & display of history results (requires more memory than previous version)
- Time & Sales / Charts – Now have a strict 5 million data point limit.
- IQConnect – Removed Remote Assistance option from the right-click -> Support Menu.
- Installer now deletes old uninstaller files when installing over the top with a new version.