Release 12.0.4
This version brings in three major updates.
-First is realtime greeks calculation. Use intrinio's Black-Scholes greek calculation or supply your own. Version 11's performance improvements and restructuring were required in order to facilitate this feature.
-Second is the local DataCache. This is an object that stores the most recent event of every type for a security and contract, as well as scalar values. You may decide to subscribe to when an event in the cache is updated. This allows greater context around the events as they occur.
-Third is the addition of the plugIn interface for the websocket clients. You still use the method delegates as normal, but if you have a class that implements the plugIn interface, you can supply it with others to the websocket at construction time and it will easily notify those classes as events occur as well, just like the method delegate. If you find yourself with a growing number of classes that need these updates, you may choose to implement the interface and pass it in instead of clouding up the main delegate.