databento 0.55.1

Release notes

Bug fixes

• Fixed decoding of DBN versions 1 and 2 statistics in DBNStore.to_df()

databento 0.55.0

Release notes

Enhancements

• Added exchanges parameter to Reference.corporate_actions.get_range(...)
• Added is_last field to live subscription requests which will be used to improve
  the handling of split subscription requests
• Upgraded databento-dbn to 0.35.0
  • This version delivers DBN version 3 (DBNv3), which is the new default
  • Improved the performance of the Python DBNDecoder

Bug fixes

• Fixed an issue where JSONDecodeError would not be caught when using simplejson with requests (credit: @xuanqing94)

databento 0.54.0

Release notes

Enhancements

• Added new off-market publishers for Eurex, and European Energy Exchange (EEX)
• Increased live subscription symbol chunking size
• Upgraded databento-dbn to 0.34.0

databento 0.53.0

Release notes

Enhancements

• Upgraded databento-dbn to 0.33.1
  • Added SystemCode and ErrorCode enums to indicate types of system and error messages
  • Added code() methods to SystemMsg and ErrorMsg to retrieve the enum value if one exists and equivalent properties in Python

Bug fixes

• Fixed issue where all SystemMsg records were logged as gateway heartbeats

databento 0.52.0

Release notes

Enhancements

• Added new optional id field to SubcriptionRequest class which will be used for improved error messages
• Upgraded databento-dbn to 0.32.0
  • Fixed RType variant names in Python to match Schema
  • Added missing Python type declarations for RType variants
  • Fixed issue with Python _hidden_fields definition that caused KeyError: _reserved1_00
    with CMBP1Msg and other records with ConsolidatedBidAskPair

databento 0.51.0

Release notes

Enhancements

• Upgraded databento-dbn to 0.31.0
  • Fixed Python type annotation for SystemMsg.is_heartbeat() method that was previously annotated as a property

databento 0.50.0

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

databento 0.48.0

Release notes

Breaking changes

• Updated enumerations for unreleased datasets and publishers.

Enhancements

• Added export of StatusAction enum from databento_dbn to the root databento package
• Added export of StatusReason enum from databento_dbn to the root databento package
• Added export of TradingEvent enum from databento_dbn to the root databento package
• Added new dataset EQUS.MINI and new publishers EQUS.MINI.EQUS, XNYS.TRADES.EQUS
• Removed upper bound for supported python versions; the constraint is now ^3.9
• Upgraded databento-dbn to 0.27.0
  • Fixed export of InstrumentDefMsgV3 to Python

Bug fixes

• Fixed an issue where sending a KeyboardInterrupt during iteration of the Live client could block execution waiting for the connection to close
• Fixed an issue with submitting historical metadata requests for a large number of symbols.

databento 0.47.0

Release notes

Enhancements

• Upgraded databento-dbn to 0.25.0
  • Added type aliases for TBBOMsg, BBO1SMsg, BBO1MMsg, TCBBOMsg, CBBO1SMsg,
    CBBO1MMsg in Python
• Removed exports for CBBOMsg and BBOMsg in the root databento package in favor of aliased versions from databento-dbn

databento 0.46.0

Release notes

Enhancements

• Removed deprecated packaging parameter from Historical.batch.submit_job. Job files can be downloaded individually or as zip files after the job completes
• Upgraded databento-dbn to 0.24.0
  • Added handling for UNDEF_TIMESTAMP in pretty_ timestamp getters for Python. They now return None in the case of UNDEF_TIMESTAMP