DTN Exchange v3.7.2 – March 2015 New Market Summary File Lookup! (more about this below) Level1 update/summary messages now include the Trade Aggressor (limited exchanges) and Trade Day Code (all exchanges) fields. Level1 fundamental messages now include Base Currency, Contract Size, Contract Months, Minimum Tick Size, First Delivery Date, Open Time, Close Time, FIGI, and Security Subtype. Historical Tick data requests also now include Trade Aggressor and Day Code.