Wednesday, 7 August 2024

Release Notes - ICE iMpact Multicast Price Feed Handler .NET - Version 4.17.0.0

New Feature

  • [NETICEIMPACTFRM-541] - Support iMpact Multicast Feed Message Specification version 1.1.50 (July 10, 2024)
  • [NETICEIMPACTFRM-531] - Support iMpact Multicast Feed Message Specification version 1.1.49 (May 10, 2024)
  • [NETICEIMPACTFRM-507] - Support iMpact Multicast Feed Message Specification version 1.1.48

Improvement

  • [NETICEIMPACTFRM-528] - Type migration from `byte` to `TradeExtraFlags` for `TradeEventArgs.ExtraFlags`
  • [NETICEIMPACTFRM-527] - BREAKING CHANGE: Replace `IsModifyOrder` property of `AddModifyOrderEventArgs` with `ExtraFlags`
  • [NETICEIMPACTFRM-525] - BREAKING CHANGE: Replace `OptionsProductDefinition.ScreenLastTradeDate` with date components
  • [NETICEIMPACTFRM-524] - BREAKING CHANGE: Replace `OptionsProductDefinition.OptionsExpirationDate` with date components
  • [NETICEIMPACTFRM-523] - BREAKING CHANGE: Rename `InvestigatedTrade.InvestigationStatus` to `Status`
  • [NETICEIMPACTFRM-522] - BREAKING CHANGE: Rename `Trade.DateTime` to `TransactDateTime`
  • [NETICEIMPACTFRM-521] - BREAKING CHANGE: Replace `NewOptionsMarketDefinition.ScreenLastTradeDate` with date components
  • [NETICEIMPACTFRM-520] - BREAKING CHANGE: Replace `NewOptionsMarketDefinition.OptionsExpirationDate` with date components
  • [NETICEIMPACTFRM-519] - BREAKING CHANGE: Replace `NewExpiry.ScreenLastTradeDate` with date components
  • [NETICEIMPACTFRM-518] - BREAKING CHANGE: Replace `NewExpiry.MaturityDate` with date components
  • [NETICEIMPACTFRM-517] - BREAKING CHANGE: Replace `FuturesProductDefinition.MaturityDate` with date components
  • [NETICEIMPACTFRM-516] - BREAKING CHANGE: Introduce `NewFuturesStrategyDefinitionLeg` class
  • [NETICEIMPACTFRM-515] - BREAKING CHANGE: Rename `FuturesStrategyLegDefinition` to `FuturesStrategyDefinitionLeg`
  • [NETICEIMPACTFRM-513] - BREAKING CHANGE: Rename `MarketDescription` property to `MarketDesc`
  • [NETICEIMPACTFRM-504] - Update SecuritySubType enum to version 4.3 (July 24, 2023)
  • [NETICEIMPACTFRM-483] - Update SecuritySubType enum to version 4.2 (November 7, 2022)
  • [NETICEIMPACTFRM-482] - Update SecuritySubType enum to version 4.1 (October 18, 2021)