Changelog

How DQL changed, set by set.

The language reached its current shape through four change sets. They are kept because a client written against an earlier one needs to know what moved, and because a decision is easier to argue with when you can see when it was taken.

Nothing in a change set was a breaking change to a released client: the platform had no public clients while they were made. From here on, a change that would break one gets its own note here first.

DQL v1 — Change Set 01

• 0. Verdict on the review
• 1. C1-01 — Sampled snapshot series
• Motivation
• Amendments
• 2. C1-02 — Functions: abs, rolling_sum, percentile, percentile_rank
• 3. C1-03 — Fields: bid_size, ask_size, tick_size, lot_size, min_qty
• 4. C1-04 — Book depth within a price band (replaces the top-25 sums)
• 5. C1-05 — select clause (projection)
• 6. C1-06 — Multi-key order by
• 7. C1-07 — Numeric precision in responses
• 8. C1-08 — Small corrections to draft 1
• 9. Conformance additions
• 9.1 Fixture additions (§16.1)
• 9.2 Queries and expected results (§16.2, continued)
• 10. Guide additions (new cookbook entries)
• 4.16 Mark price up more than half a percent in five minutes, on three venues or more
• 4.17 Spread below its own 24-hour 90th percentile
• 4.18 At least 50 000 quote units resting within 10 bps of mid on the bid side, on any venue
• 4.19 Ask for values you are not filtering on, and order by two keys
• Guide §6 (missing data) — add one line to the table
• Guide §7 (Pine) — add
• Guide §8 (SQL) — add
• 11. Rejected and deferred, with reasons
• 12. Notes for the data endpoints (outside DQL)
• 13. Open questions added to §17

DQL and Market-Data API — Change Set 02 (bot migration readiness)

• 0. Verdict on the second review
• 1. C2-01 — Timeframes 2m, 3m, 12h
• 2. C2-02 — Mark-price and index-price candle sources
• 3. C2-03 — percentile method argument
• 4. C2-04 — Instruments contract: GET /v2/instruments
• 5. C2-05 — Latest snapshots contract: POST /v2/snapshots
• 6. C2-06 — Snapshot history contract: POST /v2/snapshots/history
• 7. C2-07 — Candles contract: POST /v2/candles
• 8. C2-08 — Order books contract: POST /v2/books
• 9. C2-09 — Batch limits, numbers, consistency
• 10. Migration protocol: source change ≠ indicator change
• 11. Rejected and still deferred
• 12. Open questions added
• 13. Conformance additions (DQL only; endpoint contracts get contract tests, not corpus entries)

DQL and Market-Data API — Change Set 03

• 0. Verdict on the third review
• 1. C3-01 — Liquidity band metrics (supersedes C1-04 and change-set-02 §8 for liquidity)
• 1.1 Definition (ingestion time)
• 1.2 Exposure in the data endpoints
• 1.3 DQL (replaces the C1-04 rules)
• 1.4 Cadence disclosure
• 2. C3-02 — Candle volume “as published”; mark_volume / index_volume sources
• 3. C3-03 — Corrections to change-set-02 text
• 3.1 Hydration (replaces the last paragraph of change set 02 §6)
• 3.2 Cycle alignment (replaces the 2m row of change set 02 §0 and the sentence in §1)
• 3.3 Settled replay (replaces the settled rule of change set 02 §6)
• 4. C3-04 — include_raw on GET /v2/instruments; rules normalisation
• 5. C3-05 — Migration protocol additions (change set 02 §10)
• 6. Open questions added
• 7. Conformance updates

DQL and Market-Data API — Change Set 04 (platform decisions)

• 1. C4-01 — An instrument is a market; instrument and base fields
• 2. C4-02 — where: selection is part of the language
• 2.1 Grammar
• 2.2 Semantics
• 2.3 Every endpoint selects with where
• 3. C4-03 — Venue codes come from the registry: GET /v2/venues
• 4. C4-04 — Units are requested, and every value states its own
• 5. C4-05 — Alerts leave the API
• 6. C4-06 — The platform as it is (facts replacing assumptions)
• 7. C4-07 — Endpoint set of v2
• 7a. C4-08 — GET /v2/stream (decision 2026-09-22)
• 8. Open questions — status
• 9. Conformance additions

The full text of each set is in the repository under docs/engineering/api/history/. The specification has absorbed all of them: where the two disagree, the specification is right and the change set is history.