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DTN RealTime
 
TRAX: DTN RealTime Release History

Version 1.25 - May 21, 2007

Changed maximum allowed databases from 100 to 150.
Flow control receiver to alleviate some Event receiver overflow issues.
Added additional logging for rare TCP connection issues.

Version 1.24 - September 10, 2005

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.
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.

Version 1.23 - June 30, 2005

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.)
Fixed statistics counters to display unsigned numbers for statistics. Some counters (RxBytes) could display large counts as negative numbers.
Added file name to diagnostic log messages for errors during download of files from DTN receiver to aid with troubleshooting.
Added support for D8090 receiver.

Version 1.22 - December 19, 2004

Fixed rare memory access violation when service is being stopped or destroyed.
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.
Fix to TRAX End of Day Writer (TraxEodWriter.exe). fixed problem with decimal overrun in conversion routine. Could cause memory exception error.

Version 1.21 - November 8, 2004

Fixed problem where listening sockets (client and control) would occasionally fail to open causing TRAX to not start properly.
Added configuration parameter (EventBuffers) to allow the number of event buffers to be specified. See Technical Guide for more details.
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.
Technical Guide updated. Added EventBuffers description. New document version is 1.16.

Version 1.20 - October 9, 2004

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.
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.
Technical Guide updated. Now document version is 1.15.

Version 1.19 - August 6, 2004

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.
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.
If SharedMemoryExt is not defined, or is set to FALSE, TRAX provides a shared memory view without these fields maintaining compatibility with existing applications.
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.
Added 3 fields to the shared memory status record. RecordType, RecordSize and MaxRecords. See the updated Technical Guide section 7.3.
Fixed decimal point handling for capturing bars for some futures (for example CBOT). Depending on process code, the decimal point wasn't properly set.
Fixed dates reported for some Field Updates (fundamental fields) which were one day behind actual.
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.
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.
Fix to TraxDTNRT.dll to increase receive buffer size to accomodate larger option chains lists. Increased from 2K to 4K.
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.
Created a new Visual Basic example project that displays complete option chains. The source code is included in the examples directory under \VisualBasic\OptionChains
Added section on Option Chain Event to Technical Guide (Section 5.9)
Enhanced SharedMemoryOptions Visual Basic example. The example now displays the underlying instrument and a description of the option.
Fixed Excel RTD server (RtdTrax.dll) to be compatible with new equity extended shared memory.
Fixed Wealth-Lab adapter (RTAdapter_TRAX.dll) to be compatible with new equity extended shared memory.
Added TraxEodWriter.exe utility to update stock, indices and futures OHLCV data each day for support of the Vision application.
Fixed LastTradeTime logic for symbols that haven't traded today. LastTradeTime was not correctly calculated using the Trade Date.
If Refresh Record or Refresh All Records were initiated, the shared memory fields for BidRxTime and AskRxTime were getting set.
Fixed symbol lookup routine for socket interface registrations using leading "_" (underscore) for futures.

Version 1.18 - May 14, 2004

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.
Wealth-Lab adapter was not properly handling Service Status event causing memory corruption if received.
Wealth-Lab adapter tick charts were not updating properly.

Version 1.17 - Apr 16, 2004

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.
Fixed minor client port problem where the last command gets repeated if a client sends an empty line instead of a command.
Added logging for event receiver overflows.
Increased internal buffer size for receiver.
Added High and Low fields to Excel RTD server access.
Technical Guide corrections and enhancements added.

Version 1.16 - Mar 24, 2004

Socket clients that stop reading data (stopped at a breakpoint for instance) could cause TRAX to stop receiving data from the feed.
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.
Added line framer to socket example in C++.

Version 1.15 - Mar 14, 2004

Fix to Control program. Detecting that the core service is down would sometimes fail.
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.
Added socket example in C++.
Minor fixes to Technical Guide. Now Version 1.12. (The version of the Technical Guide is independent of TRAX releases.)

Version 1.14 beta - Mar 04, 2004

Minor fix to option-strike-exp-xxx.csv files to remove trailing decimals from strikes indicated as 0.
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.
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.
Fixed incorrect decimal code being returned from GETRECORD command.
Fixes to threading problems with Wealth-Lab Real Time Adapter.

Version 1.13 beta - Feb 27, 2004

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.
Beta license expires on previous binary

Version 1.12 beta - Feb 26, 2004

Additional fixes in WL3Trax and TraxDTNRT to multithreaded register event manager.

Version 1.11 beta - Feb 24, 2004

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.
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.
Fixes in WL3Trax and TraxDTNRT to multithreaded register event manager. Could cause errors or failure to load data under certain conditions.

Version 1.10 beta - Feb 16, 2004

Fix bars capture decimal conversion. Values less than 1 could be converted improperly.

Version 1.09 beta - Feb 12, 2004

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.
Simulate the Previous Close value in shared memory for the REAL TIME STOCK OPTIONS database since DTN does not carry this field.
Changes to Wealth-Lab Real Time Data Adapter - Fixed missing codes for decimal conversion table; Added Quote Manager interface; Added Tick interval support.
Changed name of Status field in shared memory structure in TraxDtnRt.h to QuoteStatus. Also changed in examples for Visual Basic and C++.
The beta install uses dtn-realtime-install.conf to prevent overwriting user's conf file for beta upgrades.

Version 1.08 beta - Feb 11, 2004

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.
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.
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\
Fixed minor problem in dtn-realtime.conf file for MERC FUTURES database section.

Version 1.07 beta - Feb 9, 2004

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.
Changed TRAX RTD server (for Excel) to use new method to discover shared memory files.
Minor fix to Real-Time Data Adapter for Wealth-Lab

Version 1.06 beta - Feb 8, 2004

Create files/shared-memory.csv to allow applications to read user's shared memory configuration. Previously used undocumented registry keys.
Filter trade correction ticks. TRAX previously filtered DTN trade correction packets but not ticks.
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.

Version 1.05 beta - Feb 6, 2004

First public release of TRAX: DTN RealTime


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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