QuantOffice Releases

Current Release

• QuantOffice
• Navigator

QuantOffice

5.6.2.15

Navigator

Installation file: 6.2.32

QuantOffice Server

Offline Installation Data

Changelog:

• Fixed handling of errors in Trading Console if OAuth provider is unavailable.
• Enhanced OAuth token updating mechanism in QuantOffice components.

5.6.2.12

QuantOffice Server

Offline Installation Data

Changelog:

• Upgraded Ember version to 1.14.193.
• Upgraded to MarketMaker Ember Pack 1.4.432.
• Upgraded to Aggregator Pack 3.0.156.
• Fixed the issue where MSR was not displaying fees in "Individual Performance" report.
• Fixed duplicated init calls of instrument_executor on Dynamic symbol management.

5.6.2.11

Navigator

Installation file: 6.2.21

QuantOffice Server

Offline Installation Data

Changelog:

• Fixed an error when OAuth expiration in Trading Console
• Supported viewing of Input Parameters for Strategies deployed from another instance
• Fixed duplicates in the MS Excel export from Instruments charts
• Fixed "Unable to find strategy assembly" issue occurred when a different user connects to Trading Console
• Several performance enhancements in Trading Console

5.6.2.9

Navigator

Installation file: 6.2.16

QuantOffice Server

Offline Installation Data

Changelog:

• Implemented Strategy Manager - a web interface which allows users to create or import C# and Python strategies and run them in Backtest and Live Trading.
• QuantOffice
  • Supported Pod-isolation for strategies on Kubernetes installations
  • Fixed the Trading Console issue when "Connect to all servers" checkbox did not activate connection to all servers
  • Added the support for running strategies on remote servers from a script
  • Added OrderProcessor.set_order_fill_price method to the Python API
  • Enhanced the Python API to support using several data streams for strategy backtesting.
  • Resolved the SSO authentication issue in Backtest Optimizer.
  • Fixed the selection of the real-time checkbox when opening Strategy Reports.
• Backtest Explorer
  • Added the global events Log stream for backtest errors and notifications
  • Changed the time format for charts
  • Added an additional flow for tracking dynamic symbols on price data generation

5.6.2.4

NOTE: The current version is released only for MS Windows installations. Version 5.6.2.* for Linux and Kubernetes environments will be delivered in the coming releases.

Navigator

Installation file: 6.2.3

QuantOffice Server

Offline Installation Data

Changelog:

• Supported .Net 8 and Java 17 for QuantOffice components.
• Added OrderProcessor.set_order_fill_price method to Python API.
• Added uploading progress bar on export experiment results in Strategy Runner.
• Added C# Strategy Designer for the MS Visual Studio Code plugin.
• Fixed errors which occurred during the running of Brute Force Optimizer with Daily strategy.
• Added audit logging for Strategy Server API calls.
• Added support for MS Visual Studio Code as a default IDE for C# strategies.
• Added support for custom calendars and sessions for StrategyRunner CLI.
• Added unification for Last_trade_date in Python and C#.
• CurrencyManager extended to add a missed currency automatically.
• Improved support of string and hddatetime in Python strategies.

5.6.1.29

Navigator

Installation file: 6.1.41

QuantOffice Server

Offline Installation Data

Changelog:

• Publishing of Python strategies in QuantOffice 5.6.
• Support SSL certificates storage selection in Navigator.

5.6.1.28

Navigator

Installation file: 6.1.40

QuantOffice Server

Offline Installation Data

Changelog:

• Open View button was renamed to Open Selected View in Trading Console Positions Monitor;
• Fixed error in exporting reports and charts from a Python strategy;
• Fixed Trading Console Execution Log error for the server view;
• Fixed grouping by the strategy name in Trading Console;
• Supported Azure Vault for Kubernetes environments.

Other components

Backtest Explorer and Strategy Server Monitor got some bug fixes and improvements.

5.6.1.24

QuantOffice Server

Offline Installation Data

Changelog:

• Supported TimeBase OpenID authentication in the Calendar Manager.
• Supported usage of system variables in User Access Control (UAC) files.
• Supported Azure Key Vault in QuantOffice components.

Strategy Server Monitor

Changelog:

• Connection status indicators to Strategy Server, data feeds and Execution Server are the same as in Trading Console.
• Improved layout of charts.

5.6.1.19

Navigator

Installation file: 6.1.30

QuantOffice Server

Offline Installation Data

Changelog:

• Supported OpenID configuration in the StrategyServer shell
• Added support of SSL termination in QuantOffice components
• Added support for the BUY_COVER order type
• Fixed the issue with portfolio PnL not including the commission of ETS instruments

5.6.1.12

Navigator

Installation file: 6.1.11

QuantOffice Server

Offline Installation Data

Changelog:

• Fixed using of output stream name on portfolio level in Python
• Fixed the exception while opening FlexMonitor with Positions view in TradingConsole
• Fixed opening of "Constraints" in the optimization window
• Fixed launching of Strategy Server with Azure Entra ID
• Fixed the issue with UAC users not being able to see strategies after restarting of Strategy Server

5.6.1.8

QuantOffice Server

Offline Installation Data

Changelog:

• Fixed launching of Strategy Server configured with Azure SSO authentication.

5.6.1.6

Navigator

Installation file: 6.1.8

QuantOffice Server

Offline Installation Data

Changelog:

• Fixed an issue when the clean start option is enabled, the STS server deployed strategies
• Fixed Python strategies issues with log_warning() & log_error()
• Fixed an issue with the Python custom subscription
• Fixed Python API for L2 Order Book

Enhancements:

• Supported stack size in Python strategies
• Added aggregation options to QuantOffice Shell's Settings form

5.6.0.3

Navigator

Installation file: 6.0.11

QuantOffice Server

Offline Installation Data

Changelog:

• Fixed StrategyServer.Launcher crash due ArgumentOutOfRangeException
• Fixed the exception that occurred when creating a stream containing the array data type
• Added TimebaseOrderGateway.dll in the Strategy Server Docker image and NuGet
• Fixed long initialization of the strategy input parameters window
• Fixed using proxy server for connection to a local StrategyServer in Trading Console
• Fixed TimeBase Tools requirement of administrative privileges to start

Enhancements:

• Added support of TimeBase 5.6
• Universe Configurator has been updated to version 3.0
• Ember has been updated to version 1.14.156
• Added supporting of Microsoft Azure Entra ID.
• Supported dstick (SSL) protocol for QuantOffice/TradingConsole connections in QuantOffice Cloud
• VS Code supported as default IDE for C# strategies
• Linux QuantOffice version migrated from .NET 5 to .NET 6
• Added preservation of columns order in the User Channel Monitor in TradingConsole
• Supported native Python virtual environments
• Supported license check by proxy for QuantOffice and QuantServer

Strategy API Changes

Due to changes in standard TimeBase messages and NuGet packages, strategies code migration should be performed. This migration is done automatically by QuantOffice during build of a strategy except the following cases:

• If a strategy uses custom input or output subscriptions, these subscription must be refreshed manually in Strategy Designer. To refresh a custom subscription you should do the following:
  1. Open the custom subscription in Strategy Designer.
  2. Make sure that the correct stream is selected for the subscription. Select a stream if required.
  3. Click OK to update the subscription.
• If a strategy uses ExtendedSecurityMetaInfo component, it must be recreated in Strategy Designer.
• Manual correction of user code is required in some cases. Please see a list of changes below to correct your strategy code properly.

Changes in standard TimeBase messages:

The CurrencyCode property is removed from price messages (Bar, Trade, BBO):

• CurrencyCode for the instrument can be acquired from the "securities" stream.
• The CurrencyManager singleton should be used to effectively get the CurrencyCode for the instrument within the code.

Changes in the securities stream definition:

• In the "securities" stream, the currencyCode (INT16) and currencyAlphanumeric (VARCHAR ALPHANUMERIC 10) have been removed. Instead, the currency (VARCHAR ALPHANUMERIC 10) is introduced.
• The Code (UInt64) property has been added to the Currency and should be used for currency manipulations. The Currency still contains the CurrencyCode (Int16) for compatibility.
• To convert the UInt64 currency value to a human-readable string and vice versa, the following extension methods from Deltix.Containers.AplhanumericUtils (Deltix.Containers package) can be used:

  public static ulong ToAlphanumericUInt64(this string str)
  public static string ToString(long alphanumericLong)
  

• CurrencyManager singleton can be used to effectively get the Currency object using one of the following methods:

  public Currency GetCurrency(ulong code)
  public Currency GetCurrency(short code)
  public Currency GetCurrency(string code)
  

DateTime precision changes:

With the introduction of nanosecond precision for the TimeBase datetime data type, certain message properties (such as ApiMessage.OriginalTimestamp) may switch from DateTime to HdDateTime. This alteration could cause user code to malfunction. To resolve this issue, utilize the HdDateTime.Timestamp property in places where the DateTime type is anticipated.

Other security stream changes:

In addition to CurrencyCode, CurrencyAlphanumeric in the "securities" stream has the following changes that require the TimeBase stream migration:

• multiplier (FLOAT) was changed to contractMultiplier (FLOAT DECIMAL64).
• tick (FLOAT) was changed to priceIncrement (FLOAT DECIMAL64).
• commissionCurrency (VARCHAR) was changed to commissionCurrency (VARCHAR ALPHANUMERIC 10).
• minNotionalCurrency (VARCHAR) was changed to minNotionalCurrency (VARCHAR ALPHANUMERIC 10).
• settlementCurrency (VARCHAR ALPHANUMERIC 10) was added to GenericInstrument message.

Changes in QuantOffice libraries:

The generated references in the code and "using" clauses will be updated on the first strategy rebuild. User's code is to be fixed manually by the user if required.

• RTMath.Containers package was replaced with Deltix.Containers, Deltix.Time.
• Deltix.DFP was replaced with EPAM.Deltix.DFP.
• Deltix.QuantOffice.Core.dll, Deltix.QuantOffice.Timebase.dll assemblies were formed and added as strategy's dependencies.

Changes in namespaces:

• RTMath.Containers.HdDateTime => Deltix.Time.HdDateTime.
• Other RTMath.Containers types => Deltix.Containers.
• Deltix.DFP => EPAM.Deltix.DFP.

5.5.12.36

QuantOffice Server

Offline Installation Data

Changelog:

• OrderExecutor API: CancelOrder method was extended with an ability to specify FIX tags.
• Fixed quotes in IFullOrderBook.OnOrderBookChanged event

5.5.12.35

QuantOffice Server

Offline Installation Data

Changelog:

• Added an option to exclude trades by synthetic instruments from the Trade report.
• Supported variables in user access control(UAC) files.
• Fixed inaccurate execution data for live multi-leg executions when ETS executions follow all leg executions.
• Fixed entering a range of floating-point numbers in the MSR configuration.

5.5.12.31

Navigator

Compatible with Navigator 6.1.11

QuantOffice Server

Offline Installation Data

Changelog:

• Fixed wrong cumulative profit in trades report with filter by ETS applied
• Fixed wrong reject with reason "Market has no data for symbols"
• Fixed subscription to multiple data streams
• Fixed issue in Multi strategy runner when .NET number values such as positive and negative infinity could not be written as a valid JSON
• Fixed mismatch between instrument PnL and portfolio PnL
• Fixed issue when Python strategies could not access limit price from StopLimit orders

5.5.12.28

QuantOffice Server

Offline Installation Data

Changelog:

• Issue with TradingPlatform restoring position cost from the position snapshot
• Issue with re-deploying strategies in StrategyServer with SNMP enabled
• Issue with charts for dynamically added instruments
• Issue with the Cumulative profit calculation for ETS in Trades report

5.5.12.26

QuantOffice Server

Offline Installation Data

QuantOffice Studio

Changelog:

• Fixed a custom subscription in Python strategies.
• Fixed charts for dynamically added instruments in Python strategies.
• Fixed crash of the VSCode Strategy Designer plugin.

5.5.12.23

QuantOffice Studio

• Fixed Python API custom subscription.
• Added missed methods to QuantOffice OrderBook Python API.
• Fixed Rounding error in TimebaseOrderGateway when executing orders with fractional size.

5.5.12.21

QuantOffice Server

Offline Installation Data

Updates:

• TimeBase WebAdmin updated to version 1.2.107.

QuantOffice Studio

• Fixed Python API error - 'PortfolioInstrumentPositionDataWrapper' object not having attribute 'RefreshAndCheckNull'.
• Fixed log_warning and log_error methods in PortfolioExecutor and InstrumentExecutor.
• Added methods Add and Remove for the Distribution indicator.
• Added Add day_volume method to InstrumentExecutor.

5.5.12.16

QuantOffice Server

Offline Installation Data

Changelog:

• Long initialization of the strategy input parameters window.
• TimebaseOrderGateway.dll missing in Strategy Server Docker image.

5.5.12.15

Navigator

Installation file: 5.12.44

QuantOffice Server

Offline Installation Data

Changelog:

• Fixed the requirement of QuantOffice Studio for administrative rights when launched as a regular MS Windows user.
• Fixed an issue when StrategyServer ignoring the StrategyServer.ModuleInProcessRpcTimeout parameter.
• Fixed an issue when StrategyServer copying standard order tags to cancel requests.
• Fixed strategy deployment on Linux STS when Custom Binding is enabled.
• Fixed an issue when a FIX message could contain empty values in tags.

Enhancements

• The Aggregator pack updated to 1.0.319.

Universe Configurator

To interact with Universe Configurator, Keycloak roles should be added for Universe configurator:

1. Navigate to Keycloak -> Roles -> Default roles.
2. In the Available Roles section, select TB_ALLOW_READ, TB_ALLOW_WRITE, Universe Configurator_DATA_EDITOR and add selected.

Ember

If order has been sent with the security type Index, in Ember Warehouse this order will be displayed with the Custom security type.

5.5.12.9

Navigator

Installation file: 5.12.17

QuantOffice Server

• Fixed auto-reset to 100 of the Trading Interval Warmup period in the QuantOffice Optimizer UI.
• Fixed the removing of #region directive at begin of a .cs file during a strategy upgrade.
• Fixed usage of custom messages class in a NuGet package when Enable Custom Binding option is enabled.
• Fixed Strategy Server crash in case of disconnection from LDAP server.
• Added Syslog UDP logger to Windows (GfLogger.Net.Appender.Gelf).
• Data Connectors pack was updated to 1.0.314

Backtest Explorer and Strategy Server Monitor

• Bug fixes

5.5.12.7

Navigator

Installation file: 5.12.12

QuantOffice Server

Released QuantOffice Server version 5.5.12.7:

• QuantOffice strategy editor no longer removes the #region directive at the beginning of a .cs file during strategy upgrade.

Backtest Explorer

Released Backtest Explorer version 5.5.12.7:

• Reports are now displayed at the end of an experiment.
• Memory consumption by BacktestExplorer backend has been optimized.
• Charts are now correctly drawn in BacktestExplorer.

Strategy Server Monitor

Released Strategy Server Monitor 5.5.12.3:

• Bug fixes implemented in chart settings.

5.5.12.6

Navigator

Installation file: 5.12.5

QuantOffice Server

Released QuantOffice Server version 5.5.12.6:

• The incomplete code generating for custom VARCHAR in Output stream stencils has been enhanced
• Added a method for loading strategy parameters for StrategyRunner from the backtest XML configuration

Backtest Explorer

Released Backtest Explorer version 5.5.12.5:

• Added support progress of running experiments

5.5.12.3

Ember

Updated the Ember server version to 1.12.94.

5.5.12.2

Navigator

Installation file: 5.12.2

QuantOffice Server

• Added support for Python 3.11 in QuantOffice
• Automatically add dependencies of a strategy on updating the strategy in Trading Console
• In Optimizer, added an option to store selected strategies configurations
• In Optimizer, added an option to limit number of used CPU cores
• Fixed the case with missing portfolio key when using closing position window from TC 5.4.8
• Fixed custom binding for classes that use enumerations from Deltix.Timebase.Api.Messages
• Fixed MS Visual Studio Code plugin - Py API: OrderBook object has no attribute add_on_best_changed_listener / add_on_price_level_changed_listener
• Fixed the error in Python method create_chart_line
• Fixed Python methods get_slice_symbols() and get_slice_symbol_keys()
• Fixed the performance of SecurityMetaInfoProvider.AddSecurityMetaInfoChangeListener(handler) on large security universes
• Fixed the case when Python strategy could not be edited in MS Visual Studio Code from QuantOffice Shell
• Fixed high memory requirements when preloading security metadata for all 1M instruments
• Fixed the issue with Flex Monitor unable to save chart pads
• Fixed the error when adding additional chart panel to Flex Monitor
• Fixed the issue with the Close All Positions button in the Positions monitor of Trading Console not working properly

5.5.11.6

Navigator

Installation file: 5.11.5

QuantOffice Server

• Fixed the Connection to All Servers checkbox in Trading Console.
• Resolved the AttributeError when getting the current time.
• Fixed issues with the connection to TimeBase.
• Fixed access to the Synchronizer class via NuGet packages.
• Fixed Python Dependencies conflicts.
• Fixed the issue with the Client being unable to import 5.4 strategies into 5.5.
• Fixed the exception occurring when calling a function get_all_symbols() on a large number of instruments in main_stream_key.
• Fixed the Strategy position update for a running strategy if the order was sent via the Execution Server Monitor.
• Fixed the suspected memory leak when running C# QuantOffice strategy dll from Python.
• Fixed problems with running a Python strategy in MS Visual Studio Code: UnauthorizedAccessException when trying to save the License xml file.
• Fixed problems with building Python strategy in MS Visual Studio Code: InvalidCastException : [A]PortfolioExecutor cannot be cast to [B]PortfolioExecutor.
• Fixed problems with deleting the undeployed strategy data.
• Fixed problems with Position in Trading Console not being updated after sending an order for an undeployed module.
• Fixed problems with Python exchange and sessions functions being equivalent to C#.

5.5.11.2

QuantOffice Server

• Support of C# 10 in the strategies code
• Significant improvement of the dynamic subscription speed on large universes
• Draw Realized and Total PnL on the Portfolio and Instrument charts in Backtest Explorer
• Show strategy input parameters in StrategyServer Monitor

5.5.10.13

Navigator

Installation file: 5.10.12

QuantOffice Server

• Added CsStrategyRunner - CLI wrapper for CS strategies
• Fixes and minor improvements across various components

5.5.10.10

QuantOffice Server

• Added Offline mode in QuantOffice Navigator
• Multiple homes configuration improvements in QuantOffice Navigator
• QuantOffice NuGet Packages are published for cross platform deployments
• QuantOffice Python API is packaged as pre-compiled wheel
• Fixes and improvements for QuantOffice VS Code Extension
• Fixes for Backtest Explorer and Strategy Server Monitor

5.5.10.3

QuantOffice Server

• Added Backtest Explorer desktop edition
• Support for programmatic deployments on Linux
• SSO for QuantOffice and Trading Console on Windows

Navigator

6.2.32

Installation file: 6.2.32

6.2.21

Installation file: 6.2.16

Changelog:

• Supported TimeBase tools 5.6.140.

6.2.16

Installation file: 6.2.16

Changelog:

• Added a warning appearing in case a user changes the installation type (all users/single user) upon the Installer update.
• Supported the installation of QO Server 5.5 with Installer 6.2
• Supported DNS names for Universe Configurator parameters
• Resolved an issue where UAC settings were reset to default during binary updates.

6.2.7

Installation file: 6.2.7

Changelog:

• Added support of SSL certificates storage selection for TimeBase Tools.
• Fixed Java rollback from 17 to 11 after update/reinstall.

6.2.3

Installation file: 6.2.3

Changelog:

• Added support for Java 17
• Added the option to start service in command line mode
• Added the option to stop service in command line mode
• Supported reading of configuration from Linux servers
• Added support for SSL certificates storage selection
• Added loading state layer to indicate Navigator tasks in progress
• Supported DNS names for remote servers
• Supported possibility to disable setup of monitoring tools (WebAdmin, STS monitor, Ember monitor)
• Added support for Ember Journal service on MS Windows OS
• Implemented UI/UX enhancements

6.1.41

Installation file: 6.1.41

Changelog:

• Enable SSL certificates storage selection.

6.1.40

Installation file: 6.1.40

Changelog:

• Supported Parent Window Management upon the Connection Cancellation;
• Start All Services was removed from a single user experience;
• Added a waiter for opening of Keycloak port;

6.1.30

Installation file: 6.1.30

6.1.11

Installation file: 6.1.11

6.1.8

Installation file: 6.1.8

• TimeBase updated to version 5.6.109
• TimeBase Web Administrator updated to version 1.2.107

6.0.12

Installation file: 6.0.12

• Added support for system and custom network proxy.

6.0.11

Installation file: 6.0.11

5.12.44

Installation file: 5.12.44

Supported proxy for installations and updates.

5.12.34

Installation file: 5.12.34

The build contains the following updates and fixes:

• Implemented support of Proxy connection
• Fixed offline installation issue when folder with data file contains spaces in name
• Added logging

5.12.22

Installation file: 5.12.22

The build contains the following fixes:

• Fixed adding of existing home when template contains old version of ember.conf
• Fixed adding of existing home which contains only TimeBase
• Fixed offline installation data file validation
• Fixed launching in CMD for an added home

5.12.19

Installation file: 5.12.19

• Introduced filtering for incompatible versions of QuantOffice Server.
• Resolved a problem where the installation of QuantOffice Server for a current user did not generate desktop shortcuts to TimeBase tools.

5.12.17

Installation file: 5.12.17

• Supported a Silent installation mode on Windows.

5.12.12

Installation file: 5.12.12

The installation process is now available for all regular users or the current user.

5.12.5

Installation file: 5.12.5

• Added the installer that does not require administrator privileges
• Added the ability to write current timestamp in the installation log

5.12.2

Installation file: 5.12.2

5.11.5

Installation file: 5.11.5

5.10.12

Installation file: 5.10.12