VER: Release 0.20.0

Author: threecgreen

CHANGELOG.md

@@ -1,6 +1,16 @@
 # Changelog
 
-## 0.19.2 - TBD
+## 0.20.0 - 2024-07-30
+
+### Enhancements
+- Added new `SType` variants for reference data: `Isin`, `UsCode`, `BbgCompId`, `BbgCompTicker`, `Figi`, `FigiTicker`
+- Added new publisher value for `DBEQ.SUMMARY`
+
+### Breaking changes
+- Renamed `SType::Nasdaq` variant to `SType::NasdaqSymbol`
+- Renamed `SType::Cms` variant to `SType::CmsSymbol`
+
+## 0.19.2 - 2024-07-23
 
 ### Bug fixes
 - Fixed issue where `AsyncDynReader` would only decode the first frame of multi-frame

Cargo.lock

@@ -11,7 +11,7 @@ resolver = "2"
 [workspace.package]
 authors = ["Databento <[email protected]>"]
 edition = "2021"
-version = "0.19.2"
+version = "0.20.0"
 documentation = "https://docs.databento.com"
 repository = "https://github.com/databento/dbn"
 license = "Apache-2.0"

Cargo.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento-dbn"
-version = "0.19.2"
+version = "0.20.0"
 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 = "0.19.2"
+version = "0.20.0"
 authors = [
     { name = "Databento", email = "[email protected]" }
 ]

python/pyproject.toml

@@ -221,19 +221,37 @@ class SType(Enum):
     PARENT
         A Databento-specific symbology for referring to a group of symbols by one
         "parent" symbol, e.g. ES.FUT to refer to all ES futures.
-    NASDAQ
+    NASDAQ_SYMBOL
         Symbology for US equities using NASDAQ Integrated suffix conventions.
-    CMS
+    CMS_SYMBOL
         Symbology for US equities using CMS suffix conventions.
+    ISIN
+        Symbology using International Security Identification Numbers (ISIN) - ISO 6166.
+    US_CODE
+        Symbology using US domestic Committee on Uniform Securities Identification Procedure (CUSIP) codes.
+    BBG_COMP_ID
+        Symbology using Bloomberg composite global IDs.
+    BBG_COMP_TICKER
+        Symbology using Bloomberg composite tickers.
+    FIGI
+        Symbology using Bloomberg FIGI exchange level IDs.
+    FIGI_TICKER
+        Symbology using Bloomberg exchange level tickers.
 
     """
 
     INSTRUMENT_ID: str
     RAW_SYMBOL: str
     CONTINUOUS: str
     PARENT: str
-    NASDAQ: str
-    CMS: str
+    NASDAQ_SYMBOL: str
+    CMS_SYMBOL: str
+    ISIN: str
+    US_CODE: str
+    BBG_COMP_ID: str
+    BBG_COMP_TICKER: str
+    FIGI: str
+    FIGI_TICKER: str
 
     @classmethod
     def from_str(cls, value: str) -> SType: ...

python/python/databento_dbn/_lib.pyi

@@ -16,7 +16,7 @@ name = "dbn"
 path = "src/main.rs"
 
 [dependencies]
-dbn = { path = "../dbn", version = "=0.19.2", default-features = false }
+dbn = { path = "../dbn", version = "=0.20.0", 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 = "=0.19.2", path = "../dbn-macros" }
+dbn-macros = { version = "=0.20.0", path = "../dbn-macros" }
 
 async-compression = { version = "0.4.11", features = ["tokio", "zstd"], optional = true }
 csv = { workspace = true }

rust/dbn/Cargo.toml

@@ -232,9 +232,21 @@ pub enum SType {
     /// "parent" symbol, e.g. ES.FUT to refer to all ES futures.
     Parent = 4,
     /// Symbology for US equities using NASDAQ Integrated suffix conventions.
-    Nasdaq = 5,
+    NasdaqSymbol = 5,
     /// Symbology for US equities using CMS suffix conventions.
-    Cms = 6,
+    CmsSymbol = 6,
+    /// Symbology using International Security Identification Numbers (ISIN) - ISO 6166.
+    Isin = 7,
+    /// Symbology using US domestic Committee on Uniform Securities Identification Procedure (CUSIP) codes.
+    UsCode = 8,
+    /// Symbology using Bloomberg composite global IDs.
+    BbgCompId = 9,
+    /// Symbology using Bloomberg composite tickers.
+    BbgCompTicker = 10,
+    /// Symbology using Bloomberg FIGI exchange level IDs.
+    Figi = 11,
+    /// Symbology using Bloomberg exchange level tickers.
+    FigiTicker = 12,
 }
 
 impl std::str::FromStr for SType {
@@ -247,8 +259,14 @@ impl std::str::FromStr for SType {
             "smart" => Ok(SType::Smart),
             "continuous" => Ok(SType::Continuous),
             "parent" => Ok(SType::Parent),
-            "nasdaq" => Ok(SType::Nasdaq),
-            "cms" => Ok(SType::Cms),
+            "nasdaq_symbol" | "nasdaq" => Ok(SType::NasdaqSymbol),
+            "cms_symbol" | "cms" => Ok(SType::CmsSymbol),
+            "isin" => Ok(SType::Isin),
+            "us_code" => Ok(SType::UsCode),
+            "bbg_comp_id" => Ok(SType::BbgCompId),
+            "bbg_comp_ticker" => Ok(SType::BbgCompTicker),
+            "figi" => Ok(SType::Figi),
+            "figi_ticker" => Ok(SType::FigiTicker),
             _ => Err(crate::Error::conversion::<Self>(s.to_owned())),
         }
     }
@@ -270,8 +288,14 @@ impl SType {
             SType::Smart => "smart",
             SType::Continuous => "continuous",
             SType::Parent => "parent",
-            SType::Nasdaq => "nasdaq",
-            SType::Cms => "cms",
+            SType::NasdaqSymbol => "nasdaq_symbol",
+            SType::CmsSymbol => "cms_symbol",
+            SType::Isin => "isin",
+            SType::UsCode => "us_code",
+            SType::BbgCompId => "bbg_comp_id",
+            SType::BbgCompTicker => "bbg_comp_ticker",
+            SType::Figi => "figi",
+            SType::FigiTicker => "figi_ticker",
         }
     }
 }

rust/dbn/src/enums.rs

@@ -287,10 +287,12 @@ pub enum Dataset {
     DbeqMax = 30,
     /// Nasdaq Basic (NLS+QBBO)
     XnasBasic = 31,
+    /// Databento Equities Summary
+    DbeqSummary = 32,
 }
 
 /// The number of Dataset variants.
-pub const DATASET_COUNT: usize = 31;
+pub const DATASET_COUNT: usize = 32;
 
 impl Dataset {
     /// Convert a Dataset to its `str` representation.
@@ -329,6 +331,7 @@ impl Dataset {
             Self::NdexImpact => "NDEX.IMPACT",
             Self::DbeqMax => "DBEQ.MAX",
             Self::XnasBasic => "XNAS.BASIC",
+            Self::DbeqSummary => "DBEQ.SUMMARY",
         }
     }
 }
@@ -383,6 +386,7 @@ impl std::str::FromStr for Dataset {
             "NDEX.IMPACT" => Ok(Self::NdexImpact),
             "DBEQ.MAX" => Ok(Self::DbeqMax),
             "XNAS.BASIC" => Ok(Self::XnasBasic),
+            "DBEQ.SUMMARY" => Ok(Self::DbeqSummary),
             _ => Err(Error::conversion::<Self>(s)),
         }
     }
@@ -571,10 +575,12 @@ pub enum Publisher {
     XnasBasicXbos = 88,
     /// Nasdaq Basic - Nasdaq PSX
     XnasBasicXpsx = 89,
+    /// Databento Equities Summary
+    DbeqSummaryDbeq = 90,
 }
 
 /// The number of Publisher variants.
-pub const PUBLISHER_COUNT: usize = 89;
+pub const PUBLISHER_COUNT: usize = 90;
 
 impl Publisher {
     /// Convert a Publisher to its `str` representation.
@@ -669,6 +675,7 @@ impl Publisher {
             Self::XnasNlsXpsx => "XNAS.NLS.XPSX",
             Self::XnasBasicXbos => "XNAS.BASIC.XBOS",
             Self::XnasBasicXpsx => "XNAS.BASIC.XPSX",
+            Self::DbeqSummaryDbeq => "DBEQ.SUMMARY.DBEQ",
         }
     }
 
@@ -764,6 +771,7 @@ impl Publisher {
             Self::XnasNlsXpsx => Venue::Xpsx,
             Self::XnasBasicXbos => Venue::Xbos,
             Self::XnasBasicXpsx => Venue::Xpsx,
+            Self::DbeqSummaryDbeq => Venue::Dbeq,
         }
     }
 
@@ -859,6 +867,7 @@ impl Publisher {
             Self::XnasNlsXpsx => Dataset::XnasNls,
             Self::XnasBasicXbos => Dataset::XnasBasic,
             Self::XnasBasicXpsx => Dataset::XnasBasic,
+            Self::DbeqSummaryDbeq => Dataset::DbeqSummary,
         }
     }
 
@@ -956,6 +965,7 @@ impl Publisher {
             (Dataset::XnasNls, Venue::Xpsx) => Ok(Self::XnasNlsXpsx),
             (Dataset::XnasBasic, Venue::Xbos) => Ok(Self::XnasBasicXbos),
             (Dataset::XnasBasic, Venue::Xpsx) => Ok(Self::XnasBasicXpsx),
+            (Dataset::DbeqSummary, Venue::Dbeq) => Ok(Self::DbeqSummaryDbeq),
             _ => Err(Error::conversion::<Self>(format!("({dataset}, {venue})"))),
         }
     }
@@ -1067,6 +1077,7 @@ impl std::str::FromStr for Publisher {
             "XNAS.NLS.XPSX" => Ok(Self::XnasNlsXpsx),
             "XNAS.BASIC.XBOS" => Ok(Self::XnasBasicXbos),
             "XNAS.BASIC.XPSX" => Ok(Self::XnasBasicXpsx),
+            "DBEQ.SUMMARY.DBEQ" => Ok(Self::DbeqSummaryDbeq),
             _ => Err(Error::conversion::<Self>(s)),
         }
     }