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databento 0.20.0
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@github-actions github-actions released this 21 Sep 04:14
· 389 commits to main since this release
v0.20.0
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Release notes

Enhancements

  • Added ARCX.PILLAR.ARCX publisher
  • Added pretty_px option for batch.submit_job, which formats prices to the correct scale using the fixed-precision scalar 1e-9 (available for CSV and JSON text encodings)
  • Added pretty_ts option for batch.submit_job, which formats timestamps as ISO 8601 strings (available for CSV and JSON text encodings)
  • Added map_symbols option for batch.submit_job, which appends a symbol field to each text-encoded record (available for CSV and JSON text encodings)
  • Added split_symbols option for batch.submit_job, which will split files by raw symbol
  • Upgraded databento-dbn to 0.10.2

Bug fixes

  • Fixed an issue where no disconnection exception were raised when iterating the Live client
  • Fixed an issue where calling DBNStore.to_df, DBNStore.to_json, or DBNStore.to_csv with map_symbols=True would cause a TypeError

Breaking changes

  • Removed default_value parameter from Historical.symbology.resolve
  • Swapped the ordering for the pretty_px and pretty_ts boolean parameters
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