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databento 0.19.0
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@github-actions github-actions released this 25 Aug 20:57
· 408 commits to main since this release
v0.19.0
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Release notes

This release includes improvements to handling large DBN data and adds support for future datasets.

Enhancements

  • Added count parameter to DBNStore.to_df and DBNStore.to_ndarray to help process large files incrementally
  • Improved memory usage of DBNStore.to_csv and DBNStore.to_json
  • Added the Publisher, Venue, and Dataset enums
  • Replace null prices with NaN when pretty_px=True in DBNStore.to_df()
  • Upgraded databento-dbn to 0.8.3

Bug fixes

  • Fixed issue where exception messages were displaying JSON encoded data
  • Fixed typo in BATY.PITCH.BATY publisher
  • Reduced floating error when converting prices to floats with pretty_px=True

Breaking changes

  • DBNStore.to_df now always utf-8 decodes string fields
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