Latest updates to Level1 Dynamic Data Handling don't support protocol 6.1 extensions

mathpaquette / IQFeed.CSharpApiClient

IQFeed.CSharpApiClient is fastest and the most well-designed C# DTN IQFeed socket API connector available

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Latest updates to Level1 Dynamic Data Handling don't support protocol 6.1 extensions #119

Closed NichUK closed 3 years ago

NichUK commented 3 years ago

The new IUpdateSymmaryDynamicMessage doesn't support MostRecentTradeAggressor or MostRecentTradeDayCode both of which are supported via the old DynamicFields mechanism on the standard Level1Client.

This obviously crept in between us merging the 6.1 protocol and then the changes to dynamic field handling.

NichUK commented 3 years ago

OK, from what I can see, I just need to add the field names to the interface, and if they're then passed as part of the array of DynamicFieldset at start up time for the Level1DynamicClientFactory, then it should all just work. I'll give it a go and PR if it does.