tagging release 3.267

Author: dxcity

ReleaseNotes.txt

@@ -1,4 +1,18 @@
 
+QDS 3.267:
+
+* [QD-1105] dxFeed API: Move ImpVolatility field from DailyCandle to Candle
+* [QD-1104] Schedule: US exchange closed 5th Dec 2018
+* [QD-1103] Add Order Record for NFI exchange
+* [QD-1102] RecordCursor.toString should print event flags
+* [QD-1101] Fix delegation for IPFFilter
+* [QD-1100] RecordBuffer shall compact arrays synchronously
+* [QD-1098] BUG FIX: QD Core: History Snapshot protocol sends SNAPSHOT_SNIP flag with virtual time
+    when second subscription breaks HistorySubscriptionFilter
+* [QD-1097] dxFeed-OnDemand: NullPointerException on quering TnS with custom QD scheme
+* [QD-1096] dxFeed webservice: Exception in JMX registration with multiple instances
+* [QD-1092] dxlib: secure Java deserialization shall throw different exception and shall pass all arrays
+
 QDS 3.266:
 
 * [QD-1076] Support second asterisk in glob patterns in QD filters

auth/pom.xml

@@ -14,7 +14,7 @@
     <parent>
         <artifactId>QD</artifactId>
         <groupId>com.devexperts.qd</groupId>
-        <version>3.266</version>
+        <version>3.267</version>
         <relativePath>../pom.xml</relativePath>
     </parent>
     <modelVersion>4.0.0</modelVersion>

dxfeed-api/pom.xml

@@ -14,7 +14,7 @@
 	<parent>
 		<artifactId>QD</artifactId>
 		<groupId>com.devexperts.qd</groupId>
-		<version>3.266</version>
+		<version>3.267</version>
 		<relativePath>../pom.xml</relativePath>
 	</parent>
 	<modelVersion>4.0.0</modelVersion>

dxfeed-api/src/main/java/com/dxfeed/event/candle/Candle.java

@@ -56,8 +56,9 @@
  * <li>{@link #getVWAP() vwap} - volume-weighted average price (VWAP) in this candle;
  * <li>{@link #getBidVolume() bidVolume} - bid volume in this candle;
  * <li>{@link #getBidVolumeAsDouble() bidVolumeAsDouble} - bid volume in this candle as floating number with fractions;
- * <li>{@link #getAskVolume() askVolume} - bid volume in this candle.
- * <li>{@link #getAskVolumeAsDouble() askVolumeAsDouble} - bid volume in this candle as floating number with fractions.
+ * <li>{@link #getAskVolume() askVolume} - bid volume in this candle;
+ * <li>{@link #getAskVolumeAsDouble() askVolumeAsDouble} - bid volume in this candle as floating number with fractions;
+ * <li>{@link #getImpVolatility() impVolatility} - implied volatility;
  * </ul>
  *
  * <h3><a name="eventFlagsSection">Event flags, transactions and snapshots</a></h3>
@@ -89,7 +90,8 @@
 @XmlRootElement(name = "Candle")
 @XmlType(propOrder = {
 	"eventSymbol", "eventTime", "eventFlags", "index", "time", "sequence",
-	"count", "open", "high", "low", "close", "volumeAsDouble", "VWAP", "bidVolumeAsDouble", "askVolumeAsDouble"
+	"count", "open", "high", "low", "close", "volumeAsDouble", "VWAP",
+	"bidVolumeAsDouble", "askVolumeAsDouble", "impVolatility"
 })
 public class Candle implements TimeSeriesEvent<CandleSymbol>, LastingEvent<CandleSymbol> {
 	private static final long serialVersionUID = 3;
@@ -126,6 +128,7 @@ public class Candle implements TimeSeriesEvent<CandleSymbol>, LastingEvent<Candl
 	private double vwap = Double.NaN;
 	private double bidVolume = Double.NaN;
 	private double askVolume = Double.NaN;
+	private double impVolatility = Double.NaN;
 
 	/**
 	 * Creates new candle with default values.
@@ -477,6 +480,22 @@ public void setAskVolumeAsDouble(double askVolume) {
 		this.askVolume = askVolume;
 	}
 
+	/**
+	 * Returns implied volatility.
+	 * @return implied volatility.
+	 */
+	public double getImpVolatility() {
+		return impVolatility;
+	}
+
+	/**
+	 * Changes implied volatility.
+	 * @param impVolatility implied volatility.
+	 */
+	public void setImpVolatility(double impVolatility) {
+		this.impVolatility = impVolatility;
+	}
+
 	/**
 	 * Returns string representation of this candle.
 	 * @return string representation of this candle.
@@ -500,6 +519,8 @@ String baseFieldsToString() {
 			", volume=" + volume +
 			", vwap=" + vwap +
 			", bidVolume=" + bidVolume +
-			", askVolume=" + askVolume;
+			", askVolume=" + askVolume +
+			", impVolatility=" + impVolatility +
+			"";
 	}
 }

dxfeed-api/src/main/java/com/dxfeed/event/candle/DailyCandle.java

@@ -23,15 +23,13 @@
  *
  * <ul>
  * <li>{@link #getOpenInterest() openInterest} - open interest;
- * <li>{@link #getImpVolatility() impVolatility} - implied volatility.
  * </ul>
  */
 @XmlRootElement(name = "DailyCandle")
 public class DailyCandle extends Candle {
 	private static final long serialVersionUID = 0;
 
 	private long openInterest;
-	private double impVolatility = Double.NaN;
 
 	/**
 	 * Creates new daily candle with default values.
@@ -62,22 +60,6 @@ public void setOpenInterest(long openInterest) {
 		this.openInterest = openInterest;
 	}
 
-	/**
-	 * Returns implied volatility.
-	 * @return implied volatility.
-	 */
-	public double getImpVolatility() {
-		return impVolatility;
-	}
-
-	/**
-	 * Changes implied volatility.
-	 * @param impVolatility implied volatility.
-	 */
-	public void setImpVolatility(double impVolatility) {
-		this.impVolatility = impVolatility;
-	}
-
 	/**
 	 * Returns string representation of this daily candle.
 	 * @return string representation of this daily candle.
@@ -86,7 +68,6 @@ public void setImpVolatility(double impVolatility) {
 	public String toString() {
 		return "DailyCandle{" + baseFieldsToString() +
 			", openInterest=" + openInterest +
-			", impVolatility=" + impVolatility +
 			"}";
 	}
 }

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

@@ -140,6 +140,13 @@ public final class OrderSource extends IndexedEventSource {
 	 */
 	public static final OrderSource ESPD = new OrderSource("ESPD", PUB_ORDER);
 
+	/**
+	 * NASDAQ Fixed Income.
+	 * {@link Order} events are {@link #isPublishable(Class) publishable} on this
+	 * source and the corresponding subscription can be observed via {@link DXPublisher}.
+	 */
+	public static final OrderSource XNFI = new OrderSource("XNFI", PUB_ORDER);
+
 	/**
 	 * Intercontinental Exchange.
 	 * {@link Order} events are {@link #isPublishable(Class) publishable} on this

dxfeed-api/src/main/resources/com/dxfeed/schedule/schedule.properties

@@ -11,7 +11,7 @@
 ###
 
 # Last modification date
-date=20180219-130000+0300
+date=20181205-130000+0300
 
 # Default data for Schedule API
 
@@ -51,18 +51,21 @@ tv.IFCA=name=ICE Futures CA;tz=America/New_York;hd=ICE-CA;td=12345;de=1900
 
 tv.FX=name=Forex;tz=America/New_York;td=12345;de=1700;0=-17001700
 
-# Holidays
+# Holidays and other dates when exchanges are fully closed (no trading at all)
 # Holidays which fall on weekend and which are not moved to workday are still specified (usually)
 
-# USA holidays observed by NYSE and NASDAQ.
-# 20121029,20121030 - Closure for Hurricane Sandy.
+# USA holidays and exchange closures observed by major exchanges (NYSE, NASDAQ, OPRA and CME).
+# 20040611 - closed in observance of the National Day of Mourning for former President Ronald W. Reagan
+# 20070102 - closed in observance of the National Day of Mourning for former President Gerald R. Ford
+# 20121029,20121030 - closed for Hurricane Sandy
+# 20181205 - closed in observance of the National Day of Mourning for former President George H.W. Bush
 hd.US=\
 20020101,20020121,20020218,20020329,20020527,20020704,20020902,20021128,20021225,\
 20030101,20030120,20030217,20030418,20030526,20030704,20030901,20031127,20031225,\
-20040101,20040119,20040216,20040409,20040531,20040705,20040906,20041125,20041224,\
+20040101,20040119,20040216,20040409,20040531,20040611,20040705,20040906,20041125,20041224,\
 20050101,20050117,20050221,20050325,20050530,20050704,20050905,20051124,20051226,\
 20060102,20060116,20060220,20060414,20060529,20060704,20060904,20061123,20061225,\
-20070101,20070115,20070219,20070406,20070528,20070704,20070903,20071122,20071225,\
+20070101,20070102,20070115,20070219,20070406,20070528,20070704,20070903,20071122,20071225,\
 20080101,20080121,20080218,20080321,20080526,20080704,20080901,20081127,20081225,\
 20090101,20090119,20090216,20090410,20090525,20090703,20090907,20091126,20091225,\
 20100101,20100118,20100215,20100402,20100531,20100705,20100906,20101125,20101224,\
@@ -73,7 +76,7 @@ hd.US=\
 20150101,20150119,20150216,20150403,20150525,20150703,20150907,20151126,20151225,\
 20160101,20160118,20160215,20160325,20160530,20160704,20160905,20161124,20161226,\
 20170102,20170116,20170220,20170414,20170529,20170704,20170904,20171123,20171225,\
-20180101,20180115,20180219,20180330,20180528,20180704,20180903,20181122,20181225,\
+20180101,20180115,20180219,20180330,20180528,20180704,20180903,20181122,20181205,20181225,\
 20190101,20190121,20190218,20190419,20190527,20190704,20190902,20191128,20191225,\
 20200101,20200120,20200217,20200410,20200525,20200703,20200907,20201126,20201225,\
 20210101,20210118,20210215,20210402,20210531,20210705,20210906,20211125,20211224,\

dxfeed-bin/pom.xml

@@ -14,7 +14,7 @@
 	<parent>
 		<artifactId>QD</artifactId>
 		<groupId>com.devexperts.qd</groupId>
-		<version>3.266</version>
+		<version>3.267</version>
 		<relativePath>../pom.xml</relativePath>
 	</parent>
 	<modelVersion>4.0.0</modelVersion>

dxfeed-codegen-verify/pom.xml

@@ -14,7 +14,7 @@
 	<parent>
 		<artifactId>QD</artifactId>
 		<groupId>com.devexperts.qd</groupId>
-		<version>3.266</version>
+		<version>3.267</version>
 	</parent>
 	<modelVersion>4.0.0</modelVersion>
 

dxfeed-codegen/pom.xml

@@ -14,7 +14,7 @@
 	<parent>
 		<artifactId>QD</artifactId>
 		<groupId>com.devexperts.qd</groupId>
-		<version>3.266</version>
+		<version>3.267</version>
 		<relativePath>../pom.xml</relativePath>
 	</parent>
 	<modelVersion>4.0.0</modelVersion>