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RTList Version 4.0 Release Notes

 

Build 112

May 06, 2004

- SSL
Fixed problem where RTList can't find the SSL dlls on PCs with new versions of Reuter applications e.g. Reuters 3000 Xtra. This problem has been fixed by RTList additionally looking for the SSL DLLs in the path stored in the following registry key:

"[HKEY_LOCAL_MACHINE\SOFTWARE\Reuters\SSL]" "Path"=

- Bloomberg
Fixed a bug in the values retrieved for the realtime fields: HIGH, LOW, BID_SIZE and ASK_SIZE.

In older versions of RTList the intial values of these fields would be correct but as subsequent data updates occurred the values for these fields would be set to garbage.

Build 110

September 19, 2003

- Bloomberg
In Microsoft .NET, terminating a connection with Bloomberg resulted in the application hanging. This has been fixed.
- Bloomberg
Occasional access violations occur when retrieving Bloomberg data in Windows 2000. This has was due to a thread synchronisation problem that has been fixed.
- Bloomberg
Added support for real-time VWAP.
- Bloomberg
Fixed access violation caused by buffer overrun when retrieving information about large indices.
- Bloomberg
For some securities the OPEN price and VOLUME fields would not have correct values when trading began. This has been fixed.
- Bloomberg
Added support for intraday time bars. This allows you to retrieve a bucketized version of intraday activity by specifying the type of tick you're interested in (either BID, ASK, or LAST), a date/time range, a bar size interval (in minutes), and the fields you're interested in for the bar interval. Time bar fields can be either OPEN, HIGH, LOW, LAST_PRICE. Additionally, VOLUME can be specified for the LAST tick type. bar data handling. e.g. "IBM UN Equity,[LAST_PRICE,HIGH,VOLUME,OPEN] ST=09/15/2003 10:00 EN=09/17/2003 14:00 BS=5 TK=LAST"
Build 106

December 12, 2001

- RTList
When interacting via SSL 4 on a Triarch system with multiple services, xssldsm.dll could sometimes cause an access violation when retrieving a list of the available services. This has been fixed.
Build 105

October 25, 2001

- RTList
There was a pontential thread synchronization problem when the MostRecentOnly property was set to true and more messages were coming from a data source than could be handled immediately, resulting in queueing -- this has been fixed.
Build 104

June 13, 2001

- SSL
Fixed bug which was causing history requests in SSL4 to crash the RTList.
- RT Function for Excel
Increased maximum instrument name from 31 to 39 characters.
Build 103

September 20, 2000

- Bloomberg and SSL
Added code to set C runtime library to locale of region.
- Bloomberg
The following real-time fields have been added:

LAST_PRICE, BEST_BID, BEST_ASK, MID, PREV_SES_LAST_PRICE, LAST_AT_TRADE, SIZE_LAST_AT_TRADE, LAST_AT_TRADE_TDY, SIZE_LAST_AT_TRADE_TDY, OPEN_YLD, OPEN_YLD_TDY, LOW_YLD, LOW_YLD_TDY, HIGH_YLD, HIGH_YLD_TDY, LAST_YLD, LAST_YLD_TDY, MIDI_TDY, SIZE_LAST_TRADE_TDY, LAST2_YLD, LAST_DIR_YLD, LAST2_DIR_YLD, PREV_SES_LAST_YLD, BID2_YLD, ASK2_YLD, BID_DIR_YLD, ASK_DIR_YLD, SES_START, SES_END, MID2, MID_DIR, MID2_DIR, RT_PX_CHG_NET_1D, RT_PX_CHG_PCT_1D, RT_YLD_CHG_NET_1D, RT_YLD_CHG_PCT_1D, IND_BID_FLAG, IND_ASK_FLAG, LAST_PRICE_TDY, LAST2_PRICE

All fields that end in _TDY have been changed to updating fields; previously they would only get an initial value from the header.
New day rollover behavior has been changed to make it the same as the Bloomberg DDE Server; specifically: TIME is updated to the date of the last trade; price fields which do not end in _TDY are not updated; price fields which do end in _TDY are reset to #N/A N/A.
When a new day begins, VOLUME and VOLUME_TDY are accurate; previously, they were never reset to 0 and would show the accumulated volume from as long as the link had been open.  OPEN and OPEN_TDY are likewise reset to the first trade of the day, which was not done previously.
Build 102

August 8, 2000

- Bloomberg
Provided better support for different versions of Bloomberg API.
Build 101

March 28, 2000

- Bloomberg
Changed implementation of static field requests (most Bloomberg fields are static apart from LAST_TRADE, BID, ASK etc) to use bb_getdatax (in place of bb_getdata).

This results in about a 40% improvement in retrieval time.

- Bloomberg
Fixed handling of very small prices that previously caused RTList to

crash.

- SSL
Fixed several SSL4 bugs that previously caused access violations when RTList was heavily loaded for long periods of time.
Build 99

July 16, 1999

- Bloomberg
Bloomberg released a new version of bbapi.dll on 6/22/99. It was not compatible with previous versions and RTList retrieved inaccurate values when multiple real-time value were requested.

This has been fixed. RTList now supports all versions of bbapi.dll.

- Bloomberg
The following fields have been modified so that they respond to a market day rollover message:

OPEN, HIGH, LOW, BID_SIZE, ASK_SIZE, BID_YIELD, ASK_YIELD, YEST_LAST_TRADE

- Bloomberg
Occasionally historical prices were being rounded to 6 digits precision. Precision has been increased to 12 digits.
Build 98

May 07, 1999

- SSL
Retrieving Reuter TS1 data simultaneously from multiple instances of RTList could result in access violations (or worse).

This problem has been fixed. TSDSNTPARSE.DLL is a new dependency of XSSLDSM.DLL and should be distributed with RTList if Reuter TS1 data will be retrieved.

Build 97

April 14, 1999

- RTList
If a timeout was specified as an argument to the GetSnapshot method and GetSnapshot timed out, RTList would sometimes cause an access violation a short time later. This was particularly noticeable with Bloomberg history and intra-day requests.

This problem has been fixed.

Build 95

March 17, 1999

- Bloomberg
Repeatedly retrieving multiple fields from a Bloomberg history source sometimes caused an access violation in RTList's ActiveX container.

This bug has been fixed.

- Bloomberg
Text values for Bloomberg fields were previously limited to 31 characters. Allocation of space is now dynamic.
- Bloomberg
Maximum timeout for intra-day data is now often exceeded by heavily traded securities on NASDAQ and NYSE e.g. Dell, Amazon. Time out was 240 seconds (4 minutes) for historical and intra-day Bloomberg retrievals. This has been increased to 600 seconds (10 minutes).
- Bloomberg
Valid fields for Bloomberg API, depending on the security, may get non-success responses from the API and rather than getting values back for each field RTList passes back a single #N/A Com value.

This behaviour has been changed so that RTList will always return a value for each field requested. "N/A N/A" will now be returned for valid fields for which a non-success response is received from Bloomberg.

e.g.

Previously:

RTList1.AddItem "695112300 Equity,<CUSIP>[NAME,LAST_TRADE]"

retrieved:

"#N/A Com"

new behaviour:

"PACIFICARE HOLDING HOLDING PFD<tab>#N/A #N/A"

Note: potential effect: previously, the request

"BIZARRO Equity,[ASK,BID]" would have returned

"#N/A Sec". It will now return "#N/A Sec<tab>#N/A Sec".

Note this problem is similar to a problem fixed in Build 82 which involved invalid fields (i.e. fields not in the field table 'bbfields.tbl') as opposed to valid fields in this case. See Build 82 release notes for details.
- Bloomberg
Max intra-day ticks limitation removed. Bloomberg intra-day ticks can now exceed 32768 which was RTList's previous limit.
- Bloomberg
Dates for data received from Bloomberg historical sources previously had format mm/dd/yy. To avoid ambiguity these dates are now returned with format mm/dd/yyyy.
- Bloomberg
Previously, setting "Maximum Pending Requests" in the "Define Bloomberg Source" dialog had no effect.

This has been fixed. Additionally, the maximum value for "Maximum Pending Requests" has been increased from 32 to 100.

- Bloomberg
Previously, setting "Send Changed Fields Only" in the "Define Bloomberg Source" dialog had no effect.

This has been fixed.

Build 90

January 13, 1999

- DDE
Increased the maximum DDE topic length from 31 to 255 characters
Build 89

December 14, 1998

- SSL
Modified slightly the way in which RTList goes about connecting to SSL. It's the same as before except that RTList attempts to load SSL3 if it fails to load SSL4.
Here's the complete procedure:

Prior to connecting to Triarch, RTList will look in the key:

HKEY_LOCAL_MACHINE\Software\Xyris\SSL DSM\

for a DWORD value "SSL Major Version". If this value is found and is >= 4, RTList will initially attempt to load SSL4. Otherwise it will initially attempt to load SSL3.

If RTList fails to load SSL 4 it will then attempt to load SSL3.

If RTList fails to load SSL 3 it will then attempt to load SSL4.

If RTList fails to load both versions of SSL then an error is reported.

Build 88

December 08, 1998

- SSL
Since the release of build 84 on 10/27/98 RTList has supported connections to Triarch networks through the SSL4 API. Previously only the SSL3 API was supported.

In builds 84-87 the criteria for connecting to Triarch via SSL4 was simply the existence of the SSL4 DLLs (SSL4W32 and SIPC32.DLL) on the PC. Only if RTList failed to locate these DLLs did RTList attempt to communicate via SSL3.

This criteria for choosing an SSL version proved to be unsatisfactory since developers sometimes want to control which version of SSL is used and the existence of SSL4 DLLs doesn’t necessarily mean that a PC has been properly configured for SSL4.

Build 88 remedies the problem by introducing a registry value that controls which flavor of SSL is used.

Prior to connecting to Triarch, RTList will look in the key:

HKEY_LOCAL_MACHINE\Software\Xyris\SSL DSM\

for a DWORD value "SSL Major Version". If this value is found and is >= 4, RTList will attempt to load SSL4. Otherwise it will attempt to load SSL3. If it fails to load SSL 4 it will roll over to SSL 3.

- Bloomberg
Retrieving intra-day data for stocks that have been trading heavily occasionally resulted in an access violation in RTList. This was because the Bloomberg API was passing back garbage data. Bloomberg is aware of the bug and is working to fix it and RTList has been modified so that it no longer crashes.
Build 87

December 01, 1998

- Bloomberg
Fixed bug that resulted in initial real-time values not being received for securities that were subscribed too more that once (i.e. situations where more that one ItemName in the same or different RTList instances contained the same security).
Build 86

November 20, 1998

- SSL
Fixed bug in SSL4 handling of errors. SSL4 may return error information strings longer than 255 characters (as opposed to SSL3 which has a 255 character max). This overran the buffer allocated in RTList and usually caused catastrophic failures in the RTList application.
- Bloomberg
New field table - bbfields.tbl 10/28/98 (updated from 07/22/98)
Build 85

November 19, 1998

- Bloomberg
Prior to receiving an initial value, ItemValue properties sometimes contained random text. This has been changed so that ItemValues are initialized to empty strings.
- Bloomberg
Increased "Request Timeout" interval maximum value (set via the configure source dialog) from 60 to 120 seconds. Intra-day requests for heavily traded stocks can sometimes take longer than 60 seconds.
- LastStatusText property sometimes contains garbage text.

This has been fixed.

Build 84

October 27, 1998

- SSL
Added fields and enumerated types to fidtable.txt and enumtype.txt to include all fields and types from version 2.02 of the Reuter Record Template Appendix. This includes enumerated types for the Euro.
- SSL
Added native support for SSL4. When connecting to an SSL source for the first time RTList tries to load the SSL4 Reuter libraries. If these libraries cannot be located, RTList then tries to load the SSL3 libraries.
- Bloomberg
Fixed bug in retrieval of data that had been slowing retrieval dramatically.
- Bloomberg
Added capability to specify a periodicity qualifier for history requests.
Syntax: ID Type,Fields [<Index>] [ST=Start] [EN=End] [PT=MaxPoints] [PD=Periodicity]

e.g.: "IBM Equity,[last trade] Start=1/1/96 End=1/13/98 PD=M"

For IBM equity, get last trade prices for each month between January 1st 1996 and January 13th 1998

Valid periodicity values are "D" = Daily, "W" = Weekly, "M" = Monthly, "Q" = Quarterly, "Y" = Yearly

Default: "D" Daily

- Bloomberg
The max points qualifier for Bloomberg history requests "/P" now works. Previously it didn't.
Syntax: ID Type,Fields [<Index>] [ST=Start] [EN=End] [PT=MaxPoints] [PD=Periodicity]

e.g.: "IBM Equity,[last trade] PT=1000 End=1/13/98"

For IBM equity, get last trade prices for 1000 trading days up until January 13th, 1998

Build 83

August 31, 1998

- Bloomberg
Previously, when GetSnapshot requests timed out they could cause an access violation (which would not show up until later).

This bug has been fixed.

- Bloomberg
New field table - bbfields.tbl 07/22/98 (updated from 06/11/98)
- RTList - Delphi example
Updated example from Delphi v2.01 to v3.0.
- RTList - License expiry dialog
Previously, when RTList displayed a dialog indicating that either RTList's license was about to expire or had expired the user would lose the ability to perform mouse clicks. This has been fixed.
Build 82

August 24, 1998

- Bloomberg
RTList reads the field table file 'bbfields.tbl' to determine whether a field specified in an ItemName string is valid. If a field is not in this table, RTList fires a change event with an ItemValue of "#Name?". This occurs even if other fields in the ItemName string are valid.

This behavior has been changed.

An invalid field no longer affects the entire ItemValue string. "#N/A Fid" is returned for just the invalid field and correct values are returned for the other fields in the ItemName string.

The handling of invalid fields in now the same for both SSL and Bloomberg sources.

 

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Copyright 1996-2001
Updated 14 February, 2001 11:33 AM
Comments to: webfingers@xyris.com.