Release

lang/src/main/java/com/epam/deltix/util/annotations/Bool.java

@@ -25,4 +25,4 @@
 @Retention(RetentionPolicy.RUNTIME)
 @Target({ElementType.FIELD, ElementType.PARAMETER, ElementType.LOCAL_VARIABLE, ElementType.METHOD})
 public @interface Bool {
-}
+}

lang/src/main/java/com/epam/deltix/util/annotations/TimeOfDay.java

@@ -25,4 +25,4 @@
 @Retention(RetentionPolicy.RUNTIME)
 @Inherited
 public @interface TimeOfDay {
-}
+}

lang/src/main/java/com/epam/deltix/util/annotations/TimestampMs.java

@@ -25,4 +25,4 @@
 @Retention(RetentionPolicy.RUNTIME)
 @Target({ElementType.FIELD, ElementType.PARAMETER, ElementType.LOCAL_VARIABLE, ElementType.METHOD})
 public @interface TimestampMs {
-}
+}

lang/src/main/java/com/epam/deltix/util/annotations/TimestampNs.java

@@ -25,4 +25,4 @@
 @Retention(RetentionPolicy.RUNTIME)
 @Target({ElementType.FIELD, ElementType.PARAMETER, ElementType.LOCAL_VARIABLE, ElementType.METHOD})
 public @interface TimestampNs {
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/InstrumentMessage.lux

@@ -13,7 +13,7 @@
   WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
   License for the specific language governing permissions and limitations under
   the License.
-*/
+ */
 namespace EPAM.Deltix.Timebase.Messages;
 option JavaPackage = "com.epam.deltix.timebase.messages";
 

messages/schema/EPAM/Deltix/Timebase/Messages/MarketMessage.lux

@@ -42,4 +42,4 @@ class MarketMessage : InstrumentMessage {
     [SchemaType(DataType = SchemaDataType.VARCHAR, Encoding = "ALPHANUMERIC(10)")]
     [SchemaElement]
     Int64? SourceId;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Qql/Argument.lux

@@ -33,4 +33,4 @@ class Argument {
     [SchemaElement()]
     [SchemaType(DataType = SchemaDataType.OBJECT, NestedTypes = { typeof(FieldType) }, IsNullable = false)]
     FieldType DataType;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Qql/InitArgument.lux

@@ -29,4 +29,4 @@ class InitArgument: Argument {
     [SchemaType()]
     Text? DefaultValue;
 
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Qql/StatefulFunctionMessage.lux

@@ -42,4 +42,4 @@ class StatefulFunctionMessage : InstrumentMessage {
     [SchemaElement()]
     [SchemaType(DataType = SchemaDataType.OBJECT, NestedTypes = { typeof(FieldType) }, IsNullable = false)]
     FieldType ReturnType;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Qql/StatelessFunctionMessage.lux

@@ -37,4 +37,4 @@ class StatelessFunctionMessage : InstrumentMessage {
     [SchemaElement()]
     [SchemaType(DataType = SchemaDataType.OBJECT, NestedTypes = { typeof(FieldType) }, IsNullable = false)]
     FieldType ReturnType;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/Descriptor.lux

@@ -38,4 +38,4 @@ class Descriptor {
     [SchemaElement]
     [SchemaType(IsNullable=true)]
     Text? Description;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/DescriptorRef.lux

@@ -26,4 +26,4 @@ class DescriptorRef {
     [SchemaElement]
     [SchemaType(IsNullable=false)]
     Text Name;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/EnumConstant.lux

@@ -33,4 +33,4 @@ class EnumConstant {
     [SchemaElement]
     [SchemaType(IsNullable=false)]
     Int16 Value;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/EnumDescriptor.lux

@@ -33,4 +33,4 @@ class EnumDescriptor : UniqueDescriptor {
     [SchemaElement]
     [SchemaType(IsNullable=false)]
     Boolean IsBitmask;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/Field.lux

@@ -41,5 +41,4 @@ class Field : Descriptor {
         typeof(VarcharFieldType)
     })]
     FieldType Type;
-}
-
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/FieldType.lux

@@ -211,5 +211,4 @@ class VarcharFieldType : FieldType {
 
     override Text BaseName = "VARCHAR";
 
-}
-
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/NonStaticField.lux

@@ -35,4 +35,4 @@ class NonStaticField : Field {
     [SchemaElement]
     [SchemaType(IsNullable=true)]
     Text? RelativeTo;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/SchemaChangeMessage.lux

@@ -45,4 +45,4 @@ class SchemaChangeMessage : InstrumentMessage {
     /// Message version
     [SchemaElement]
     UInt64 Version;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/SchemaDescriptorChangeAction.lux

@@ -56,4 +56,4 @@ class SchemaDescriptorChangeAction {
     [SchemaArrayType(IsNullable = true, IsElementNullable = false,
         ElementTypes = { typeof(SchemaFieldChangeAction) })]
     List<SchemaFieldChangeAction>? FieldChangeActions;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/SchemaDescriptorChangeType.lux

@@ -37,4 +37,4 @@ enum SchemaDescriptorChangeType {
     /// Content type change operation.
     [SchemaElement(Name = "CONTENT_TYPE_CHANGE")]
     CONTENT_TYPE_CHANGE = 0x10;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/SchemaDescriptorTransformation.lux

@@ -28,4 +28,4 @@ class SchemaDescriptorTransformation {
     [SchemaElement]
     [SchemaType(IsNullable=false)]
     SchemaDescriptorTransformationType TransformationType;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/SchemaDescriptorTransformationType.lux

@@ -14,7 +14,6 @@
   License for the specific language governing permissions and limitations under
   the License.
  */
-
 namespace EPAM.Deltix.Timebase.Messages.Schema;
 option JavaPackage = "com.epam.deltix.timebase.messages.schema";
 
@@ -26,4 +25,4 @@ enum SchemaDescriptorTransformationType {
     /// Drop record operation.
     [SchemaElement(Name = "DROP_RECORD")]
     DROP_RECORD = 0;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/SchemaFieldChangeAction.lux

@@ -49,4 +49,4 @@ class SchemaFieldChangeAction {
         typeof(SchemaFieldDataTransformation)
     })]
     SchemaFieldDataTransformation? DataTransformation;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/SchemaFieldChangeType.lux

@@ -55,4 +55,4 @@ enum SchemaFieldChangeType {
     /// Change field relation attribute operation.
     [SchemaElement(Name = "RELATION_CHANGE")]
     RELATION_CHANGE = 0x400;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/SchemaFieldDataTransformation.lux

@@ -33,4 +33,4 @@ class SchemaFieldDataTransformation {
     [SchemaElement]
     [SchemaType(IsNullable=true)]
     Text? DefaultValue;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/StreamMessage.lux

@@ -48,4 +48,4 @@ class StreamMessage : InstrumentMessage {
     [SchemaElement()]
     [SchemaArrayType(ElementTypes = { typeof(TypeDescriptor), typeof(EnumDescriptor) }, IsNullable = false, IsElementNullable = false)]
     List<UniqueDescriptor> AllTypes;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Schema/TypeDescriptor.lux

@@ -46,4 +46,4 @@ class TypeDescriptor : UniqueDescriptor {
     [SchemaArrayType(IsNullable = false, IsElementNullable = false,
         ElementTypes = { typeof(StaticField), typeof(NonStaticField) })]
     List<Field> Fields;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Service/FeedStatus.lux

@@ -0,0 +1,31 @@
+/*
+  Copyright 2021 EPAM Systems, Inc
+
+  See the NOTICE file distributed with this work for additional information
+  regarding copyright ownership. Licensed under the Apache License,
+  Version 2.0 (the "License"); you may not use this file except in compliance
+  with the License.  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
+  WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
+  License for the specific language governing permissions and limitations under
+  the License.
+ */
+namespace EPAM.Deltix.Timebase.Messages.Service;
+option JavaPackage = "com.epam.deltix.timebase.messages.service";
+
+import EPAM.Deltix.Timebase.Messages.*;
+
+/// Security feed status.
+[SchemaElement(Name = "com.epam.deltix.timebase.messages.service.FeedStatus", Title = "Security Feed Status")]
+enum FeedStatus {
+    /// Feed for this security is available again.
+    [SchemaElement(Name = "AVAILABLE")]
+    AVAILABLE = 0;
+    /// Feed for this security and exchange code is no longer available.
+    [SchemaElement(Name = "NOT_AVAILABLE")]
+    NOT_AVAILABLE = 1;
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Service/SecurityFeedStatusMessage.lux

@@ -0,0 +1,40 @@
+/*
+  Copyright 2021 EPAM Systems, Inc
+
+  See the NOTICE file distributed with this work for additional information
+  regarding copyright ownership. Licensed under the Apache License,
+  Version 2.0 (the "License"); you may not use this file except in compliance
+  with the License.  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
+  WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
+  License for the specific language governing permissions and limitations under
+  the License.
+ */
+namespace EPAM.Deltix.Timebase.Messages.Service;
+option JavaPackage = "com.epam.deltix.timebase.messages.service";
+
+import EPAM.Deltix.Timebase.Messages.*;
+
+[SchemaElement(Name = "com.epam.deltix.timebase.messages.service.SecurityFeedStatusMessage", Title = "Security StatusMessage")]
+class SecurityFeedStatusMessage : InstrumentMessage {
+
+    /// Exchange code.
+    [SchemaElement(Title = "ExchangeId", Name = "exchangeId")]
+    Int64 ExchangeId;
+
+    /// Main status classification.
+    [SchemaElement(Title = "Status", Name = "status")]
+    FeedStatus Status;
+
+    /// Nullable original status sent by vendor.
+    [SchemaElement(Title = "OriginalStatus", Name = "originalStatus")]
+    Text OriginalStatus;
+
+    /// Deltix comment about this status.
+    [SchemaElement(Title = "Cause", Name = "cause")]
+    Text Cause;
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Universal/AggressorSide.lux

@@ -13,7 +13,7 @@
   WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
   License for the specific language governing permissions and limitations under
   the License.
-*/
+ */
 namespace EPAM.Deltix.Timebase.Messages.Universal;
 option JavaPackage = "com.epam.deltix.timebase.messages.universal";
 
@@ -28,4 +28,4 @@ enum AggressorSide {
     /// Sell side.
     [SchemaElement(Name = "SELL")]
     SELL = 1;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Universal/BaseEntry.lux

@@ -13,7 +13,7 @@
   WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
   License for the specific language governing permissions and limitations under
   the License.
-*/
+ */
 namespace EPAM.Deltix.Timebase.Messages.Universal;
 option JavaPackage = "com.epam.deltix.timebase.messages.universal";
 
@@ -40,4 +40,4 @@ class BaseEntry {
     [SchemaElement(Title = "Contract ID")]
     [SchemaType(Encoding = "ALPHANUMERIC(10)", DataType = SchemaDataType.VARCHAR)]
     Int64? ContractId;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Universal/BasePriceEntry.lux

@@ -13,7 +13,7 @@
   WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
   License for the specific language governing permissions and limitations under
   the License.
-*/
+ */
 namespace EPAM.Deltix.Timebase.Messages.Universal;
 option JavaPackage = "com.epam.deltix.timebase.messages.universal";
 
@@ -53,4 +53,4 @@ class BasePriceEntry : BaseEntry {
     [Identifier]
     [SchemaElement(Title = "Participant")]
     Text? ParticipantId;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Universal/BookResetEntry.lux

@@ -13,8 +13,7 @@
   WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
   License for the specific language governing permissions and limitations under
   the License.
-*/
-
+ */
 namespace EPAM.Deltix.Timebase.Messages.Universal;
 option JavaPackage = "com.epam.deltix.timebase.messages.universal";
 
@@ -39,4 +38,4 @@ class BookResetEntry : BaseEntry {
     [SchemaType(IsNullable = false)]
     [SchemaElement(Title = "Model Type")]
     DataModelType ModelType;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Universal/BookUpdateAction.lux

@@ -13,7 +13,7 @@
   WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
   License for the specific language governing permissions and limitations under
   the License.
-*/
+ */
 namespace EPAM.Deltix.Timebase.Messages.Universal;
 option JavaPackage = "com.epam.deltix.timebase.messages.universal";
 
@@ -38,4 +38,4 @@ enum BookUpdateAction {
     /// If available, an add data block will be sent to fill in the last price level.
     [SchemaElement(Name = "DELETE")]
     DELETE = 2;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Universal/DataModelType.lux

@@ -13,7 +13,7 @@
   WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
   License for the specific language governing permissions and limitations under
   the License.
-*/
+ */
 namespace EPAM.Deltix.Timebase.Messages.Universal;
 option JavaPackage = "com.epam.deltix.timebase.messages.universal";
 
@@ -36,4 +36,4 @@ enum DataModelType {
     /// Maximal level of details availabe in input market data.
     [SchemaElement(Name = "MAX")]
     MAX = 3;
-}
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Universal/InsertType.lux

@@ -13,7 +13,7 @@
   WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
   License for the specific language governing permissions and limitations under
   the License.
-*/
+ */
 namespace EPAM.Deltix.Timebase.Messages.Universal;
 option JavaPackage = "com.epam.deltix.timebase.messages.universal";
 

messages/schema/EPAM/Deltix/Timebase/Messages/Universal/L1Entry.lux

@@ -13,8 +13,7 @@
   WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
   License for the specific language governing permissions and limitations under
   the License.
-*/
-
+ */
 namespace EPAM.Deltix.Timebase.Messages.Universal;
 option JavaPackage = "com.epam.deltix.timebase.messages.universal";
 
@@ -39,4 +38,4 @@ class L1Entry : BasePriceEntry {
     [SchemaType(IsNullable = false)]
     [SchemaElement(Title = "Side")]
     QuoteSide Side;
-}
+}