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VER: Release 0.39.0
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CHANGELOG.md

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# Changelog
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## 0.38.0 - TBD
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## 0.39.0 - 2025-07-29
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### Enhancements
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- Added `side()` and `unpaired_side()` methods to `ImbalanceMsg` that convert the fields
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of the same name to the `Side` enum
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- Added `pretty_auction_time` property in Python for `ImbalanceMsg`
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- Added `Default` implementation for `StatUpdateAction`
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- Added warnings to the floating-point getter methods' docstrings
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- Added `action` and `ts_in_delta` getters to `BboMsg`
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- Added `ts_recv` getter to `StatusMsg`
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- Added missing floating-point price getters to `InstrumentDefMsg` record types from all
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DBN versions
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- Added more floating-point price getters to `ImbalanceMsg`
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- Added floating-point price getter to `StatMsg` and `v1::StatMsg`
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- Standardize Python `__init__` type signatures
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- Upgraded `async-compression` dependency version to 0.4.27
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### Breaking changes
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- Changed `SystemMsg::code()` and `ErrorMsg::code()` methods to return a `Result`
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instead of an `Option` to be consistent with other enum conversion methods
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- Changed `auction_time` field in `ImbalanceMsg` to be formatted as a timestamp
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### Bug fixes
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- Fixed a regression where some enum constructors no longer raised a `DBNError` in
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Python
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- Fixed typo in `RecordHeader`'s `rtype` docstring
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- Removed error documentation from `ErrorMsg::new` because the function never returns an
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error
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## 0.38.0 - 2025-07-22
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### Breaking changes
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- Renamed `Compression::ZStd` to `Zstd` for consistency
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- Removed duplicated `flags` constants in `enums` module. Use the top-level `flags`
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constants instead
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- Renamed to `SCHEMA_COUNT` to `Schema::COUNT`
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- Changed `SystemMsg::code()` and `ErrorMsg::code()` methods to return a `Result`
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instead of an `Option` to be consistent with other enum conversion methods
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- Changed `auction_time` field in `ImbalanceMsg` to be formatted as a timestamp
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### Bug fixes
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- Relaxed requirement of `input_version` parameter to the Python `Transcoder` to only

Cargo.lock

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Cargo.toml

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[workspace.package]
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authors = ["Databento <[email protected]>"]
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edition = "2021"
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version = "0.38.0"
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version = "0.39.0"
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documentation = "https://databento.com/docs"
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repository = "https://github.com/databento/dbn"
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license = "Apache-2.0"
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csv = "1.3"
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pyo3 = "0.25.1"
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pyo3-build-config = "0.25.1"
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rstest = "0.25.0"
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rstest = "0.26.1"
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serde = { version = "1.0", features = ["derive"] }
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time = "0.3.41"
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zstd = "0.13"

python/pyproject.toml

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[tool.poetry]
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name = "databento-dbn"
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version = "0.38.0"
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version = "0.39.0"
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description = "Python bindings for encoding and decoding Databento Binary Encoding (DBN)"
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authors = ["Databento <[email protected]>"]
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license = "Apache-2.0"
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[project]
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name = "databento-dbn"
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version = "0.38.0"
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version = "0.39.0"
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authors = [
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{ name = "Databento", email = "[email protected]" }
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]

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