DTN ProphetX® Web Services

Revision History

Date Version Changes
12/07/2020 3.0.3
  • GetOptionGreeks will now return a TradeDate field for end of day users.
  • Minor bug fixes.
05/12/2020 3.0.2
  • Minor bug fixes.
04/16/2020 3.0.1
  • Fix an issue with ticker symbols on alias symbols returned from a pattern search.
  • Change history requests for expired symbols to no longer require the market to be specified.
  • Add the SymbolSearch method which will search symbols and descriptions faster and return more relevant results than the previous FindSymbol method.
  • The FindSymbol method has been deprecated. At some point in the future we will announce an end of life date for FindSymbol.
  • The MarketHours method now returns timestamps with second level precision, and MarketHours will now return the time the symbol stops trading rather than the last minute it is trading.
08/07/2019 3.0.0
  • Raised the maximum number of symbols in a request from 600 to 4000.
    • Added a new parameter called SymbolLimit to GetQuoteSnap, GetDailyHistory, GetMinuteHistory, GetTickHistory, and GetMarketHours.
    • If a value is not supplied for the SymbolLimit, the user will get at most 600 symbols, the same as previous behavior of PXWeb.
    • A value of up to 4000 can be passed to SymbolLimit to allow requests to return up to 4000 symbols.
  • Added support for paging through requests that return more than 4000 symbols.
    • If a request is made for an expression that returns more than the set SymbolLimit, PXWeb will return a paging token.
    • If the request is then made again with all parameters the same plus the paging token, then PXWeb will continue return symbols from where it left off in the previous request.
  • A Request for daily history for a cash grains forward will return the symbol of the futures contract used to calculate the basis.
  • Changed GetDailyHistory to return recently expired futures when searching for all expirations of a particular root.
  • Added a new GetMarketHours request to return the time that a symbol is open.
  • Added millisecond precision to timestamps in quotes.
    • Existing users will be given a feature code which causes them to only get second level precision, so that nothing changes for them.
    • User's who are informed of the new timestamp format and who want more precision can be changed to get milliseconds.
    • New users will automatically get millisecond precision.