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TRAX: DTN RealTime Release History
Version 1.25 - May 21, 2007
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Changed maximum allowed databases from 100 to 150.
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Flow control receiver to alleviate some Event receiver overflow issues.
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Added additional logging for rare TCP connection issues.
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Version 1.24 - September 10, 2005
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Fix for long symbol names support in Symbol Files. Specifically, the file
files\dtn-calculated-indicators.csv was missing the symbol field since
they have increased in length in this database.
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Removed temporary fix for stock symbol TRIN namespace collision with TRIN
indicator. The recent changes to the DTN calculated indicator symbols no
longer require this.
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Version 1.23 - June 30, 2005
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Fixed new stock symbol TRIN namespace collision with TRIN indicator. The TRIN
indicator is internally converted to TRIN.Z. (Note: DTN will be making
changes to the DTN calculated indicator symbols in the near future which will
affect most symbols in the calculated indicator database.)
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Fixed statistics counters to display unsigned numbers for statistics. Some
counters (RxBytes) could display large counts as negative numbers.
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Added file name to diagnostic log messages for errors during download of files
from DTN receiver to aid with troubleshooting.
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Added support for D8090 receiver.
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Version 1.22 - December 19, 2004
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Fixed rare memory access violation when service is being stopped or destroyed.
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Fix to TRAX Control Program (TraxDtnRtControl.exe). On weekends when DTN data
feed can slow dramatically, the program will not report "No data from DTN
Receiver" or dim the background of the statistics pane.
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Fix to TRAX End of Day Writer (TraxEodWriter.exe). fixed problem with decimal
overrun in conversion routine. Could cause memory exception error.
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Version 1.21 - November 8, 2004
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Fixed problem where listening sockets (client and control) would occasionally
fail to open causing TRAX to not start properly.
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Added configuration parameter (EventBuffers) to allow the number of event
buffers to be specified. See Technical Guide for more details.
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Fixed Visual Basic examples that use UnmapViewOfFile. The API function call
in the ApiStuff.bas file was incorrect causing the call to fail. If user
applications were derived from these projects, user should fix the API call
declaration for UnmapViewOfFile to prevent memory leaks.
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Technical Guide updated. Added EventBuffers description. New document version
is 1.16.
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Version 1.20 - October 9, 2004
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Fixed Open fields with zero values. The opening price (Open) in some cases is
not received from the DTN receiver. This could cause the Open shared memory
field to contain a value of 0 even though an opening trade has been received
for that symbol. TRAX now will automatically refresh records for these symbols
when this condition is detected and results in nearly no zero Open field
values. However, some symbols (usually these are stocks trading below a price
of 0.01 with a very low number of trades) may still appear in the shared
memory with an Open value of 0, where the DTN receiver's database contains a
value of 0.00 for the opening price.
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Added support in Excel RTD server (RtdTrax.dll) for equity fields, Previous
Volume (PREVVOL) and Average Volume (AVGVOL) and for options field Previous
Volume (PREVVOL) if the extended shared memory is enabled.
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Technical Guide updated. Now document version is 1.15.
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Version 1.19 - August 6, 2004
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Added shared memory extension for equity databases (NYSE, NASDAQ, AMEX) for
fundamental fields. A total of 58 additional fundamental fields can now be
accessed in the shared memory when the new configuration parameter
SharedMemoryExt = TRUE. See the updated Technical Guide v1.14 for details.
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Added shared memory extension for option databases (REAL TIME STOCK OPTIONS)
for the previous volume field. The new configuration parameter should be set
SharedMemoryExt = TRUE to use the option extension. See the updated Technical
Guide v1.14 for details.
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If SharedMemoryExt is not defined, or is set to FALSE, TRAX provides a shared
memory view without these fields maintaining compatibility with existing
applications.
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The Shared Memory Decriptions file contains two new Types: eqext and optext
These are the new types for the new equity and option extension.
See section 8.6 of the Technical Guide.
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Added 3 fields to the shared memory status record. RecordType, RecordSize and
MaxRecords. See the updated Technical Guide section 7.3.
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Fixed decimal point handling for capturing bars for some futures (for example
CBOT). Depending on process code, the decimal point wasn't properly set.
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Fixed dates reported for some Field Updates (fundamental fields) which were
one day behind actual.
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Fixed Trade Event trade time being reported for after hours trades. Trade
time isn't available for after hours trades so now the field is left blank.
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Changed define in TraxDtnRt.h (for C++) for TRAX_DTN_RT_SYMBOL_LEN to 12.
Previously the value was 10. The actual number of bytes that were being
occupied for the m_pszSymbol is 12 since TRAX has always been compiled with
packing defaulted to 4. Again, this does *not* change the shared memory
structure at all, only more accurately defines the length of the m_pszSymbol
field.
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Fix to TraxDTNRT.dll to increase receive buffer size to accomodate larger
option chains lists. Increased from 2K to 4K.
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New TraxMemoryCOM.dll. This DLL contains a fast string-to-long map to
accomodate fast lookups of symbols in Shared Memory for Visual Basic programs.
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Created a new Visual Basic example project that displays complete option
chains. The source code is included in the examples directory under
\VisualBasic\OptionChains
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Added section on Option Chain Event to Technical Guide (Section 5.9)
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Enhanced SharedMemoryOptions Visual Basic example. The example now displays
the underlying instrument and a description of the option.
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Fixed Excel RTD server (RtdTrax.dll) to be compatible with new equity
extended shared memory.
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Fixed Wealth-Lab adapter (RTAdapter_TRAX.dll) to be compatible with new equity
extended shared memory.
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Added TraxEodWriter.exe utility to update stock, indices and futures OHLCV
data each day for support of the Vision application.
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Fixed LastTradeTime logic for symbols that haven't traded today. LastTradeTime
was not correctly calculated using the Trade Date.
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If Refresh Record or Refresh All Records were initiated, the shared memory
fields for BidRxTime and AskRxTime were getting set.
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Fixed symbol lookup routine for socket interface registrations using leading
"_" (underscore) for futures.
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Version 1.18 - May 14, 2004
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Ignore PassThru timestamp messages in case other software previously attached
to the DTN receiver leaves timestamps on. This was a minor issue that would cause Unknown Packet
Type messages to appear in the log file.
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Wealth-Lab adapter was not properly handling Service Status event causing
memory corruption if received.
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Wealth-Lab adapter tick charts were not updating properly.
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Version 1.17 - Apr 16, 2004
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Fixed obscure timing problem where the TRAX core service could crash if a
socket client deregisters for a symbol immediately after requesting the
capture thread to flush minute bars.
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Fixed minor client port problem where the last command gets repeated if a
client sends an empty line instead of a command.
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Added logging for event receiver overflows.
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Increased internal buffer size for receiver.
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Added High and Low fields to Excel RTD server access.
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Technical Guide corrections and enhancements added.
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Version 1.16 - Mar 24, 2004
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Socket clients that stop reading data (stopped at a breakpoint for instance) could cause TRAX to stop receiving data from the feed.
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If socket clients A and B were both monitoring symbol XYZ and client A
deregisters for XYZ, client B would also stop receiving data for XYZ.
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Added line framer to socket example in C++.
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Version 1.15 - Mar 14, 2004
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Fix to Control program. Detecting that the core service is down would sometimes fail.
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Change end of line for log files to be CR-LF instead of unix-style LF to be consistent with other files written by TRAX.
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Added socket example in C++.
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Minor fixes to Technical Guide. Now Version 1.12. (The version of the Technical Guide is independent of TRAX releases.)
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Version 1.14 beta - Mar 04, 2004
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Minor fix to option-strike-exp-xxx.csv files to remove trailing decimals from
strikes indicated as 0.
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Added missing Status field to the enum for TraxTradeEvent in Trax.bas of the
Visual Basic example for the Socket Interface. Also added example of how to
check for Correction indicator.
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Fixed RtdTrax.dll to be more tolerant of missing shared memory files. This
could cause the Excel RTD to return #N/A for all symbols.
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Fixed incorrect decimal code being returned from GETRECORD command.
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Fixes to threading problems with Wealth-Lab Real Time Adapter.
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Version 1.13 beta - Feb 27, 2004
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If Capture was set to BARS only in dtn-realtime.conf, TRAX would not capture
bars. TRAX would only capture BARS if TRADES was also set.
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Beta license expires on previous binary
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Version 1.12 beta - Feb 26, 2004
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Additional fixes in WL3Trax and TraxDTNRT to multithreaded register event manager.
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Version 1.11 beta - Feb 24, 2004
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Handling of Correction flag has been changed to update the shared memory,
Trade Events and Update Events. Application should check the Status field
of Trade Events for the presence of the Correction indicator 'C' and if
present, the Trade Event relates to a correction and not an actual trade.
See TRAX Technical Guide Appendix D and Trade Event section for more details.
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TRAX: DTN RealTime control program changed to have a longer timeout to detect
no data from the core service on weekend days when the feed can be very slow.
This will prevent false "No data from DTN Receiver" indications on weekend days.
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Fixes in WL3Trax and TraxDTNRT to multithreaded register event manager. Could
cause errors or failure to load data under certain conditions.
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Version 1.10 beta - Feb 16, 2004
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Fix bars capture decimal conversion. Values less than 1 could be converted improperly.
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Version 1.09 beta - Feb 12, 2004
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Filter quote update records with the correction bit set from Bid and Ask
updates. This prevents corrections from affecting the shared memory and
prevents correction messages from being sent in Socket Interface event
messages.
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Simulate the Previous Close value in shared memory for the REAL TIME STOCK
OPTIONS database since DTN does not carry this field.
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Changes to Wealth-Lab Real Time Data Adapter - Fixed missing codes for decimal conversion table;
Added Quote Manager interface; Added Tick interval support.
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Changed name of Status field in shared memory structure in TraxDtnRt.h to
QuoteStatus. Also changed in examples for Visual Basic and C++.
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The beta install uses dtn-realtime-install.conf to prevent overwriting user's
conf file for beta upgrades.
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Version 1.08 beta - Feb 11, 2004
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Fixes for Wealth-Lab Real Time Data adapter. Also added ability to display
symbol descriptions for stocks and options. Options descriptions include
expiration, strike and underlying.
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Added configuration file for Wealth-Lab adapter to allow users to specify
AutoFillStopTime. This time limits the adapter in filling bars with no trades
at the end of the day.
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Added MSVCP60D.DLL and MSVCRTD.DLL to the distribution. These may be needed
by users for Wealth-Lab adapter. User's should install these in the same
directory as WealthLab.exe. Normally:
C:\Program Files\Wealth-Lab\Wealth-Lab Developer 3.0\
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Fixed minor problem in dtn-realtime.conf file for MERC FUTURES database section.
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Version 1.07 beta - Feb 9, 2004
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Changed Visual Basic SharedMemoryExample to have hard-coded shared memory
file name. If user changes shared memory path in the dtn-realtime.conf file
they must change the example appropriately.
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Changed TRAX RTD server (for Excel) to use new method to discover shared memory files.
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Minor fix to Real-Time Data Adapter for Wealth-Lab
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Version 1.06 beta - Feb 8, 2004
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Create files/shared-memory.csv to allow applications to read user's shared
memory configuration. Previously used undocumented registry keys.
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Filter trade correction ticks. TRAX previously filtered DTN trade correction
packets but not ticks.
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Mask quote status bits in shared memory status. The following status bits
are available:
Daily Low, Daily High, 52 Week Lo, 52 Week Hi, Open, Instant, Halted,
Post Session and Expired.
All other bits will be masked to zero.
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Version 1.05 beta - Feb 6, 2004
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First public release of TRAX: DTN RealTime
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Pre-release History
The core TRAX: DTN RealTime software has been developed over the past 5 years while being used
in internal private trading systems. In early 2004, TRAX was released on Windows 2000 and Windows XP.
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