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databento 0.50.0

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@github-actions github-actions released this 18 Mar 23:23
· 94 commits to main since this release
v0.50.0
d119369
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Release notes

Enhancements

  • Added new venues, datasets, and publishers for ICE Futures US, ICE Futures Europe (Financial products), Eurex, and European Energy Exchange (EEX)
  • Added export of the following enums from databento_dbn to the root databento package:
    • Action
    • InstrumentClass
    • MatchAlgorithm
    • RType
    • SecurityUpdateAction
    • Side
    • StatUpdateAction
    • TriState
    • UserDefinedInstrument
    • VersionUpgradePolicy
  • Added export of the following constants from databento_dbn to the root databento package:
    • DBN_VERSION
    • FIXED_PRICE_SCALE
    • UNDEF_ORDER_SIZE
    • UNDEF_PRICE
    • UNDEF_STAT_QUANTITY
    • UNDEF_TIMESTAMP
  • Added export of BidAskPair and ConsolidatedBidAskPair from databento_dbn to the root databento package
  • Upgraded databento-dbn to 0.29.0
    • Added COMMODITY_SPOT InstrumentClass variant
  • Improved handling of datetime and date objects in start and end parameters
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