Version 2.53 (2021-04-06)

  - [3.6] Added message overflow protection (MaxEventsBacklog, OverflowMode parameters)
  - [4.4] Improved support for new IQFeed client 6.2 Level-2 market-depth format (Pro license)
  - [4.6] Added description fields for Exchange/Markets/SIC/NAICS codes (Pro license)
  - [9.3] Added message overflow protection information to reported client stats
  - [11]  Fixed: the alert ID was not properly returned in alert queries (Pro license)

Author: altmany

IQML.m

@@ -24,6 +24,8 @@
 %        UseParallel     (Logical) default=0 or false; if true or 1, a blocking query will be parallelized (Pro license only)
 %        MaxWorkers      (Integer) default=inf; maximal numer of parallel workers to use in parallelized queries (UseParallel=true)
 %        OutputFormat    (String)  default='struct'; one of 'struct','cells','table','timetable'
+%        MaxEventsBacklog(Integer) default=100; size of backlog above which overflow protection is active
+%        OverflowMode    (Integer) default=[]; 0=no overflow handling (all msgs processed); 1=drop new msgs; 2=drop old backlog msgs
 %
 %     Quotes/ticks:
 %        DataType        (String)  default='quotes'; either 'quotes' or 'trades'

IQML.p

@@ -1,10 +1,17 @@
+2.53 (2021-04-06)
+  - [3.6] Added message overflow protection (MaxEventsBacklog, OverflowMode parameters)
+  - [4.4] Improved support for new IQFeed client 6.2 Level-2 market-depth format (Pro license)
+  - [4.6] Added description fields for Exchange/Markets/SIC/NAICS codes (Pro license)
+  - [9.3] Added message overflow protection information to reported client stats
+  - [11]  Fixed: the alert ID was not properly returned in alert queries (Pro license)
+
 2.52 (2021-02-23)
   - [4.4] Added support for new IQFeed client 6.2 Level-2 market-depth format (Pro license)
   - [4.4] Added Detailed, MaxLevels parameters for Level 2 queries (Pro license)
   - [4.4] Added BidSizeRatio, AskSizeRatio fields to Level 2 data (Pro license)
   - [4.6] Fetch previous day's summary data if data for requested date is unavailable (Pro license)
   - [7.2] Handled edge case of news headlines that are reported with missing/invalid timestamp
-  - [9.1] Avoid repeated attempts to launch IQConnect client on startup, when it is not in expected location
+  - [9.1] Avoid repeated attempts to launch the IQFeed client on startup, when it is not in expected location
   - [9.1] Added alert when the installed IQFeed client is older than latest available stable IQFeed client
   - [9.5] Added support for IQFeed client 6.2's new registry hive
 

IQML_User_Guide.pdf

@@ -32,7 +32,9 @@
     {"name":"MsgParsingLevel", "kind":"namevalue", "type":["numeric","integer", "choices={0,1,2}"], "purpose":"parsing level of IQFeed msgs (default=2=maximal)"},
     {"name":"ProcessFunc",     "kind":"namevalue", "type":["struct","function_handle"], "purpose":"callback function of IQFeed msgs"},
     {"name":"RaiseErrorMsgs",  "kind":"namevalue", "type":["logical","scalar"], "purpose":"Matlab error upon IQFeed error? (default=true)"},
-    {"name":"OutputFormat",    "kind":"namevalue", "type":["char","string", "choices={'cells','struct','table','timetable'}"], "purpose":"Results data format (default=struct)"}
+    {"name":"OutputFormat",    "kind":"namevalue", "type":["char","string", "choices={'cells','struct','table','timetable'}"], "purpose":"Results data format (default=struct)"},
+    {"name":"MaxEventsBacklog","kind":"namevalue", "type":["numeric","integer",">0"], "purpose":"Backlog size to trigger overflow protection (default=100)"},
+    {"name":"OverflowMode",    "kind":"namevalue", "type":["numeric","integer"],      "purpose":"0=none; 1=drop new msgs; 2=drop old msgs from backlog"}
   ]
 },
 "IQML":