Skip to content

databento 0.62.0
Compare
Choose a tag to compare
@github-actions github-actions released this 19 Aug 22:19
· 13 commits to main since this release
v0.62.0
ab1772b
This commit was created on GitHub.com and signed with GitHub’s verified signature.
GPG key ID: B5690EEEBB952194
Verified
Learn about vigilant mode.

Release notes

This release delivers a number of breaking changes to the Python interface for DBN records to provide a cleaner and more consistent API.

Breaking changes

  • Removed bill_id from the response of batch.list_jobs() and batch.submit_job()
  • Upgraded databento-dbn to 0.40.0
    • Removed hd property from records in Python. Header fields are accessible
      directly from the record
    • Removed ability to directly instantiate most enums from an int in Python and coercion
      from int in __eq__. They can still be instantitated with the from_int class method.
      Write Side.from_int(66) instead of Side(66) and Side.BID == Side.from_int(66)
      instead of Side.BID == 66. Affected enums:
      • Side
      • Action
      • InstrumentClass
      • MatchAlgorithm
      • UserDefinedInstrument
      • SecurityUpdateAction
      • SType
      • Schema
      • Encoding
      • Compression
      • TriState
    • Removed string coercion in __init__ and __eq__ for RType, SystemCode, and
      ErrorCode enums in Python. It can still be instantiated from a str with the
      from_str class method. Write RType.from_str("mbo") instead of RType("mbo")
      and RType.TRADES == RType.from_str("trades") instead of RType.TRADES == "trades"

Enhancements

  • Added END_OF_INTERVAL variant to SystemCode enum
Assets 4
Loading