v5.23.0

New Features

• Enhanced Profile extension data for futures options, adding expiration month and year attributes.
• Exposed the SymbolParser.getFuturesYear as a publicly-accessible (static) function.

v5.22.0

New Features

• Enhanced Profile extension data for futures options, adding the underlying instrument's root, month, and year attributes.

v5.21.1

Bug Fixes

• Fixed issue which triggered the level one market data callback when a cumulative volume update was processed. In other words, the MarketUpdateCallback subscription handler (passed to the Connection.on function) will no longer receive REFRESH_CUMULATIVE_VOLUME messages.

v5.21.0

New Features

• Added additional profile "extension" attributes for futures options (e.g. strike, underlying, etc).

v5.20.0

New Features

• Added additional attributes to profile "extension" for C3 instruments.

Other

• Switched to a new remote API for C3 profile "extension" data.

v5.19.1

Bug Fixes

• Adjusted the logic used by the SymbolParser.parseInstrumentType function to infer the expiration year of futures contracts and futures options based solely on a symbol (e.g. ZCZ19). In previous versions, given a two-digit number (e.g. 19), a year in the current century or the next century would be returned (e.g. 2019 or 2119). In this version, a 100-year window is used, interpreting a two-digit number as a year up to 25 years in the future, or alternatively up to 75 years in the past. Assuming the current year is 2022, the 100-year window will range from 1948 to 2047.

v5.19.0

New Features

• Added extended profile attributes for commodity statistics (a.k.a. cmdtyStats).

v5.18.0

New Features

• Updated the Profile class to use the cmdtyView price formatter, by default. This formatter uses special tick notations for options on treasury futures (ZB, ZT, ZF, ZN roots), as specified by the CME, overriding the default tick notation specified in UnitCode rules.

Other

• Completed the Appendix: Price Formats section of the documentation.

v5.17.1

Other

• Added Appendix: Price Formats section to documentation, including extensive discussion of fractional tick price formatting.
• Updated documentation, making minor corrections.

v5.17.0

New Features

• Added support for OHLC messages (DDF record=2 and subrecord=6). These message were previously ignored. Now, when an OHLC message is received, the Quote object will be updated and the MarketUpdateCallback will be triggered.

Other

• Replaced several instances of the JavaScript equality operator with the strict equality operator.