databento 0.22.1

Release notes

Bug fixes

• Fixed an issue where DBNStore.to_csv and DBNStore.to_json were mapping symbols even when map_symbols was set to False
• Fixed an issue where empty symbology mappings caused a ValueError when loading symbols into the DBNStore instrument map

databento 0.22.0

Release notes

Enhancements

• Added price_type argument for DBNStore.to_df to specify if price fields should be fixed, float or decimal.Decimal
• Added py.typed marker file
• Upgraded databento-dbn to 0.13.0

Breaking Changes

• Changed outputs of DBNStore.to_csv and DBNStore.to_json to match the encoding formats from the Databento API

Deprecations

• Deprecated pretty_px argument for DBNStore.to_df to be removed in a future release; the default pretty_px=True is now equivalent to price_type="float" and pretty_px=False is now equivalent to price_type="fixed"

databento 0.21.0

Release notes

Enhancements

• Added map_symbols support for DBN data generated by the Live client
• Added support for file paths in Live.add_stream
• Added new publisher values in preparation for DBEQ.PLUS
• Upgraded databento-dbn to 0.11.1

Bug fixes

• Fixed an issue where DBNStore.from_bytes did not rewind seekable buffers
• Fixed an issue where the DBNStore would not map symbols with input symbology of SType.INSTRUMENT_ID
• Fixed an issue with DBNStore.request_symbology when the DBN metadata's start date and end date were the same
• Fixed an issue where closed streams were not removed from a Live client on shutdown.

databento 0.20.0

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

databento 0.19.1

Release notes

Bug fixes

• Fixed an issue where the index column was not serialized with DBNStore.to_json
• Fixed an issue where timestamps serialized by DBNStore.to_json had reduced precision

databento 0.19.0

Release notes

This release includes improvements to handling large DBN data and adds support for future datasets.

Enhancements

• Added count parameter to DBNStore.to_df and DBNStore.to_ndarray to help process large files incrementally
• Improved memory usage of DBNStore.to_csv and DBNStore.to_json
• Added the Publisher, Venue, and Dataset enums
• Replace null prices with NaN when pretty_px=True in DBNStore.to_df()
• Upgraded databento-dbn to 0.8.3

Bug fixes

• Fixed issue where exception messages were displaying JSON encoded data
• Fixed typo in BATY.PITCH.BATY publisher
• Reduced floating error when converting prices to floats with pretty_px=True

Breaking changes

• DBNStore.to_df now always utf-8 decodes string fields

databento 0.18.1

Release notes

Bug fixes

• Fixed issue where extra python key was sent by the Live client

databento 0.18.0

Release notes

Breaking changes

• Renamed the TimeSeriesHttpAPI class to TimeseriesHttpAPI

Bug Fixes

• Fixed an issue where DBNStore.to_csv(), DBNStore.to_df(), DBNStore.to_json(), and DBNStore.to_ndarray() would consume large amounts of memory.

databento 0.17.0

Release notes

This release includes improvements to the ergonomics of the clients metadata API, you can read more about the changes here.

Enhancements

• Upgraded databento-dbn to 0.8.2

Breaking changes

• Changed metadata.list_publishers() to return a list of publisher details objects
• Changed metadata.list_fields(...) to return a list of field detail objects for a particular schema and encoding
• Changed metadata.list_fields(...) to require the schema and encoding parameters
• Changed metadata.list_unit_prices(...) to return a list of unit prices for each feed mode and data schema
• Changed metadata.list_unit_prices(...) to require the dataset parameter
• Removed metadata.list_unit_prices(...) mode and schema parameters
• Removed metadata.list_fields(...) dataset parameter

databento 0.16.1

Release notes

Bug fixes

• Fixed an issue where starting a Live client before subscribing gave an incorrect error message
• Fixed an issue where a Live client exception callback would fail when the callback function does not have a __name__ attribute