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

databento 0.45.0

Release notes

This release adds support for Python v3.13.

Enhancements

• Added support for Python 3.13
• Added new IntelligentCross venues ASPN, ASMT, and ASPI
• Upgraded databento-dbn to 0.23.1
  • Fixed pretty_activation getter in databento_dbn returning expiration instead
  • Fixed some pretty_ getters in databento_dbn didn't correctly handle UNDEF_PRICE

Deprecations

• Deprecated packaging parameter for Historical.batch.submit_job which will be removed in a future release

databento 0.44.1

Release notes

Enhancements

• Improved exception messages emitted by the Live client to always include contents of any ErrorMsg sent by the gateway

Bug fixes

• Fixed an issue where calling Live.stop would not close the connection within a reasonable time

databento 0.44.0

Release notes

Enhancements

• Removed deprecated databento.from_dbn; databento.read_dbn can be used instead
• Upgraded databento-dbn to 0.23.0

Bug fixes

• Fixed an issue where DBNStore.request_symbology could request the wrong end date

databento 0.43.1

Release notes

Enhancements

• Keyword arguments to DBNStore.to_parquet will now allow where and schema to be specified
• Improved record processing time for the Live client

Bug fixes

• Fixed an issue where validating the checksum of a batch file loaded the entire file into memory

databento 0.43.0

Release notes

This release drops support for Python 3.8 which has reached end-of-life.

Enhancements

• Added PriceType enum for validation of price_type parameter in DBNStore.to_df
• Upgraded databento-dbn to 0.22.1

Bug fixes

• Fixed return type hint for metadata.get_dataset_condition

Breaking changes

• Removed support for Python 3.8 due to end of life