VER: Release 0.33.1

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,10 @@
 # Changelog
 
+## 0.33.1 - 2025-04-29
+
+### Enhancements
+- Added `InstitutionalPrioritization` variant to `MatchAlgorithm`
+
 ## 0.33.0 - 2025-04-22
 
 ### Enhancements

Cargo.lock

@@ -11,7 +11,7 @@ resolver = "2"
 [workspace.package]
 authors = ["Databento <[email protected]>"]
 edition = "2021"
-version = "0.33.0"
+version = "0.33.1"
 documentation = "https://databento.com/docs"
 repository = "https://github.com/databento/dbn"
 license = "Apache-2.0"

Cargo.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento-dbn"
-version = "0.33.0"
+version = "0.33.1"
 description = "Python bindings for encoding and decoding Databento Binary Encoding (DBN)"
 authors = ["Databento <[email protected]>"]
 license = "Apache-2.0"
@@ -17,7 +17,7 @@ build-backend = "maturin"
 
 [project]
 name = "databento-dbn"
-version = "0.33.0"
+version = "0.33.1"
 authors = [
     { name = "Databento", email = "[email protected]" }
 ]

python/pyproject.toml

@@ -176,6 +176,10 @@ class MatchAlgorithm(Enum):
     TIME_PRO_RATA
         Trade quantity is shared between all orders at the best price. Orders with the
         highest time priority receive a higher matched quantity.
+    INSTITUTIONAL_PRIORITIZATION
+        A two-pass FIFO algorithm. The first pass fills the Institutional Group the aggressing
+        order is associated with. The second pass matches orders without an Institutional Group
+        association.
     """
 
     UNDEFINED: str
@@ -188,6 +192,7 @@ class MatchAlgorithm(Enum):
     THRESHOLD_PRO_RATA_LMM: str
     EURODOLLAR_FUTURES: str
     TIME_PRO_RATA: str
+    INSTITUTIONAL_PRIORITIZATION: str
 
     @classmethod
     def from_str(cls, value: str) -> MatchAlgorithm: ...

python/python/databento_dbn/_lib.pyi

@@ -16,7 +16,7 @@ name = "dbn"
 path = "src/main.rs"
 
 [dependencies]
-dbn = { path = "../dbn", version = "=0.33.0", default-features = false }
+dbn = { path = "../dbn", version = "=0.33.1", default-features = false }
 
 anyhow = { workspace = true }
 clap = { version = "4.5", features = ["derive", "wrap_help"] }

rust/dbn-cli/Cargo.toml

@@ -25,7 +25,7 @@ serde = ["dep:serde", "time/parsing", "time/serde"]
 trivial_copy = []
 
 [dependencies]
-dbn-macros = { version = "=0.33.0", path = "../dbn-macros" }
+dbn-macros = { version = "=0.33.1", path = "../dbn-macros" }
 
 async-compression = { version = "0.4.23", features = ["tokio", "zstd"], optional = true }
 csv = { workspace = true }

rust/dbn/Cargo.toml

@@ -206,12 +206,15 @@ pub enum MatchAlgorithm {
     FifoTopLmm = b'S',
     /// Like [`Self::ThresholdProRata`] but includes a special priority to LMMs.
     ThresholdProRataLmm = b'Q',
-    /// Special variant used only for Eurodollar futures on CME. See
-    /// [CME documentation](https://www.cmegroup.com/confluence/display/EPICSANDBOX/Supported+Matching+Algorithms#SupportedMatchingAlgorithms-Pro-RataAllocationforEurodollarFutures).
+    /// Special variant used only for Eurodollar futures on CME.
     EurodollarFutures = b'Y',
     /// Trade quantity is shared between all orders at the best price. Orders with the
     /// highest time priority receive a higher matched quantity.
     TimeProRata = b'P',
+    /// A two-pass FIFO algorithm. The first pass fills the Institutional Group the aggressing
+    /// order is associated with. The second pass matches orders without an Institutional Group
+    /// association. See [CME documentation](https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/457217267#InstitutionalPrioritizationMatchAlgorithm).
+    InstitutionalPrioritization = b'V',
 }
 
 impl From<MatchAlgorithm> for char {