HEAD#
Gateway Changes#
Binance Futures#
Experimental WSAPI support.
CME#
roq-cme-import
is a new tool to create .roq
event-logs by importing .pcap
files.
Tested with Databento.
CHANGELOG#
Fixed#
MarketDataRequest
should not allow one-sided requests (FIX Bridge) (#459).
Changed#
Fill
to support quote quantity and commission (API) (#458).