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dxcity
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tagging release 3.282
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ReleaseNotes.txt

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QDS 3.282:
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* [QD-1213] TimeFormat performance optimization for serial times processing
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* [QD-1216] New order source for SmallEx exchange: SMFE
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* [QD-1212] New order source for ABE exchange: ABE
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* [QD-1211] [Schedule] Add holidays and short days for 2020
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QDS 3.281:
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* [QD-1209] EventTime is lost when reading tape files with MESSAGE time format

auth/pom.xml

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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.281</version>
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<version>3.282</version>
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<relativePath>../pom.xml</relativePath>
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</parent>
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<modelVersion>4.0.0</modelVersion>

dxfeed-api/pom.xml

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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.281</version>
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<version>3.282</version>
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<relativePath>../pom.xml</relativePath>
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</parent>
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<modelVersion>4.0.0</modelVersion>

dxfeed-api/src/main/java/com/dxfeed/event/market/OrderSource.java

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@@ -239,6 +239,13 @@ public final class OrderSource extends IndexedEventSource {
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*/
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public static final OrderSource BI20 = new OrderSource("BI20", PUB_ORDER);
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/**
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* ABE (abe.io) exchange.
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* {@link Order} events are {@link #isPublishable(Class) publishable} on this
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* source and the corresponding subscription can be observed via {@link DXPublisher}.
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*/
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public static final OrderSource ABE = new OrderSource("ABE", PUB_ORDER);
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/**
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* CME Globex.
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* {@link Order} and {@link AnalyticOrder} events are {@link #isPublishable(Class) publishable} on this
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*/
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public static final OrderSource CFE = new OrderSource("CFE", PUB_ORDER);
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/**
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* Small Exchange.
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* {@link Order} events are {@link #isPublishable(Class) publishable} on this
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* source and the corresponding subscription can be observed via {@link DXPublisher}.
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*/
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public static final OrderSource SMFE = new OrderSource("SMFE", PUB_ORDER);
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// ATTENTION: Every time a custom OrderSource constant is added run com.dxfeed.api.codegen.ImplCodeGen
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// and commit updated implementation classes.
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dxfeed-api/src/main/resources/com/dxfeed/schedule/schedule.properties

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###
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# Last modification date
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date=20190828-171600+0300
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date=20191210-183000+0300
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# Default data for Schedule API
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@@ -141,6 +141,8 @@ hd.ICE-US=\
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20170102,20170414,20171225,\
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20180101,20180330,20181225,\
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20190101,20190419,20191225,\
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20200101,20200410,20201225,\
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20210101,\
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# Holidays observed by ICE Futures Europe.
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hd.ICE-EU=\
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20170102,20170414,20170417,20170501,20170529,20170828,20171225,20171226,\
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20180101,20180330,20180402,20180507,20180528,20180827,20181225,20181226,\
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20190101,20190419,20190422,20190506,20190527,20190826,20191225,20191226,\
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20200101,20200410,20200413,20200508,20200525,20200831,20201225,20201228,\
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20210101,\
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# Holidays observed by ICE Futures Canada.
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hd.ICE-CA=\
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20130101,20130423,20130501,20130519,20130808,20130809,20130810,20130830,20131015,20131016,20131017,20131018,20131029,\
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20140101,20140423,20140501,20140519,20140728,20140729,20140730,20140830,20141004,20141005,20141006,20141007,20141029,\
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20150101,20150423,20150501,20150519,20150717,20150718,20150719,20150830,20150924,20150925,20150926,20150927,20151029,\
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20160101,20160423,20160501,20160519,20160705,20160706,20160707,20160830,20160912,20160913,20160914,20160915,20161029,\
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20170101,20170423,20170501,20170519,20170625,20170626,20170627,20170715,20170830,20170901,20170902,20170903,20170904,20171029,\
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20180101,20180423,20180501,20180519,20180615,20180616,20180617,20180715,20180821,20180822,20180823,20180824,20180830,20181029,\
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20190101,20190423,20190501,20190519,20190604,20190605,20190606,20190715,20190812,20190813,20190814,20190830,20191029,\
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20160101,20160423,20160501,20160519,20160705,20160706,20160707,20160830,20160911,20160912,20160913,20160914,20160915,20161029,\
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20170101,20170423,20170501,20170519,20170624,20170625,20170626,20170627,20170715,20170830,20170901,20170902,20170903,20170904,20171029,\
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20180101,20180423,20180501,20180519,20180615,20180616,20180617,20180715,20180821,20180822,20180823,20180824,20180830,20181028,20181029,\
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20190101,20190423,20190501,20190519,20190604,20190605,20190606,20190715,20190810,20190811,20190812,20190813,20190814,20190830,20191029,\
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20200101,20200423,20200501,20200519,20200523,20200524,20200525,20200526,20200715,20200731,20200801,20200802,20200803,20200830,20201029,\
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# Short days
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# Short days which fall on weekend and which are not moved to workday are not specified (usually)
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20180703,20181123,20181224,\
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20190703,20191129,20191224,\
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20201127,20201224,\
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20211126
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20211126,\
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sd.CA=\
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20201224,\
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sd.TR=\
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20120818,20121024,\
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20130807,20131014,20131028,\
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20140727,20141003,20141028,\
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20141003,20141028,\
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20150716,20150923,20151028,\
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20160704,20160911,20161028,\
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20170624,20170831,20171028,\
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20180614,20180820,20181028,\
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20190604,20190811,20191028,\
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20160704,20161028,\
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20170831,\
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20180614,20180820,\
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20190603,20191028,\
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20200730,20201028,\
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dxfeed-bin/pom.xml

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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.281</version>
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<version>3.282</version>
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<relativePath>../pom.xml</relativePath>
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</parent>
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<modelVersion>4.0.0</modelVersion>

dxfeed-codegen-verify/pom.xml

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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.281</version>
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<version>3.282</version>
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</parent>
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<modelVersion>4.0.0</modelVersion>
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dxfeed-codegen/pom.xml

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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.281</version>
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<version>3.282</version>
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<relativePath>../pom.xml</relativePath>
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<modelVersion>4.0.0</modelVersion>

dxfeed-impl/pom.xml

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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.281</version>
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<version>3.282</version>
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</parent>
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<modelVersion>4.0.0</modelVersion>
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dxfeed-impl/src/main/java/com/dxfeed/event/market/MarketFactoryImpl.java

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builder.addRequiredField("Profile", "Description", SerialFieldType.UTF_CHAR_ARRAY);
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builder.addOptionalField("Profile", "StatusReason", SerialFieldType.UTF_CHAR_ARRAY, "Profile", "StatusReason", true);
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for (String suffix : SystemProperties.getProperty("com.dxfeed.event.market.impl.Order.suffixes", "|#NTV|#NFX|#ESPD|#XNFI|#ICE|#ISE|#DEA|#DEX|#BYX|#BZX|#BATE|#CHIX|#CEUX|#BXTR|#IST|#BI20|#GLBX|#ERIS|#XEUR|#CFE").split("\\|")) {
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for (String suffix : SystemProperties.getProperty("com.dxfeed.event.market.impl.Order.suffixes", "|#NTV|#NFX|#ESPD|#XNFI|#ICE|#ISE|#DEA|#DEX|#BYX|#BZX|#BATE|#CHIX|#CEUX|#BXTR|#IST|#BI20|#ABE|#GLBX|#ERIS|#XEUR|#CFE|#SMFE").split("\\|")) {
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String recordName = "Order" + suffix;
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builder.addRequiredField(recordName, "Void", SerialFieldType.VOID, SchemeFieldTime.FIRST_TIME_INT_FIELD);
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builder.addRequiredField(recordName, "Index", SerialFieldType.COMPACT_INT, SchemeFieldTime.SECOND_TIME_INT_FIELD);

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