NautilusTrader 1.164.0 Beta

Released on 23rd December 2022 (UTC).

Breaking Changes

None

Enhancements

• Added managed GTD order expiry (experimental feature, config may change)
• Added Rust ParquetReader and ParquetWriter (for QuoteTick and TradeTick only)

Fixes

• Fixed MARKET_IF_TOUCHED orders for OrderFactory.bracket(..)
• Fixed OrderEmulator trigger event handling for live trading
• Fixed OrderEmulator transformation to market orders which had a GTD time in force
• Fixed serialization of OrderUpdated events
• Fixed typing and edge cases for new msgspec, thanks @limx0
• Fixed data wrangler processing with missing data, thanks @rsmb7z