0.40.0

Release notes

Enhancements

• Added instrument_id and publisher_id setters to all records in Python
• Added DbnVersion new type

Breaking changes

• Removed hd property from records in Python. Header fields are accessible
  directly from the record
• Removed ability to directly instantiate most enums from an int in Python and coercion
  from int in __eq__. They can still be instantitated with the from_int class method.
  Write Side.from_int(66) instead of Side(66) and Side.BID == Side.from_int(66)
  instead of Side.BID == 66. Affected enums:
  • Side
  • Action
  • InstrumentClass
  • MatchAlgorithm
  • UserDefinedInstrument
  • SecurityUpdateAction
  • SType
  • Schema
  • Encoding
  • Compression
  • TriState
• Removed string coercion in __init__ and __eq__ for RType, SystemCode, and
  ErrorCode enums in Python. It can still be instantiated from a str with the
  from_str class method. Write RType.from_str("mbo") instead of RType("mbo")
  and RType.TRADES == RType.from_str("trades") instead of RType.TRADES == "trades"

Bug fixes

• Fixed __init__ type signatures for ErrorMsg and SystemMsg in Python
• Added missing types to record __init__ type signatures in Python
• Added __init__ type stub for enums in Python
• Fixed __hash__ implementation for Python enums to match that of their char or int
  representation

Breaking changes

• Marked ErrorCode and SystemCode non-exhaustive to allow adding future variants
  without a breaking change
• Added EndOfInterval variant to SystemCode to notify when all OHLCV bars and
  subsampled BBO records have been published for a time interval