Releases: databento/dbn
Releases · databento/dbn
0.30.0
Release notes
Enhancements
- Added support for mapping symbols from instrument definitions to
PitSymbolMap
with a newon_instrument_def()method - Added instrument definition compatibility trait
InstrumentDefRecfor generalizing
across different versions of the instrument definition record - Upgraded
pyo3version to 0.24.0
0.29.0
Release notes
Enhancements
- Added new venues, datasets, and publishers for ICE Futures US, ICE Futures Europe
(Financial products), Eurex, and European Energy Exchange (EEX) - Added new
SkipBytesandAsyncSkipBytestraits which are a subset of theSeek
andAsyncSeektraits respectively, only supporting seeking forward from the current
position
Deprecations
- Deprecated
AsyncRecordDecoder::get_mut()andAsyncDecoder::get_mut()as modifying
the inner reader after decoding any records could lead to a corrupted stream and
decoding errors
Bug fixes
- Fixed typo in
-s/--map-symbolshelp text (credit: @wtn)
0.28.0
Release notes
Breaking changes
- Added
CommoditySpotInstrumentClassvariant and madeInstrumentClass
non-exhaustive to allow future additions without breaking changes
0.27.0
Release notes
Breaking changes
- Updated enumerations for unreleased US equities datasets and publishers
Enhancements
- Added new venue
EQUSfor consolidated US equities - Added new dataset
EQUS.MINIand new publishersEQUS.MINI.EQUSandXNYS.TRADES.EQUS - Upgraded
pyo3version to 0.23.4 with improved support for Python 3.13
Bug fixes
- Fixed export of
InstrumentDefMsgV3to Python
0.26.0
Release notes
Enhancements
- Added
v3namespace in preparation for future DBN version 3 release. DBN version 2
remains the current and default version - Added
v3::InstrumentDefMsgrecord with new fields to support normalizing multi-leg
strategy definitions- Removal of statistics-schema related fields
trading_reference_price,
trading_reference_date, andsettl_price_type - Removal of the status-schema related field
md_security_trading_status
- Removal of statistics-schema related fields
- Added
from_instrument_def_v1_to_v3andfrom_instrument_def_v2_to_v3conversion
functions to the C API - Updated the value of the
MAX_RECORD_LENconstant for the changes to
InstrumentDefMsgin version 3 - Added initial support for merging DBN:
- Decoding streams:
MergeDecoderandMergeRecordDecoderstructs - Metadata:
MergeDecoderstruct andMetadata::merge()method - In the CLI: specify more than one input file to initiate a merge
- Decoding streams:
- Relaxed
DecodeRecordtrait constraint onStreamIterDecoder's inner decoder - Added
DbnMetadataimplementation forStreamInnerDecoderif the inner decoder
implementsDbnMetadata - Eliminate
unsafeinFromimplementations for record structs from different versions
0.25.0
Release notes
Breaking changes
- Renamed
VersionUpgradePolicy::UpgradetoUpgradeToV2in preparation for a future
DBN version 3
Enhancements
- Added
v1andv2modules to allow unambiguously referring to the record types for
a given DBN version regardless of whether the record type has changed. Previously
versioned aliases only existed for record types that have changed between DBN versions- Added identical namespaces to
databento_dbnPython package
- Added identical namespaces to
- Changed
dataset()method onMetadataBuilderto accept animpl ToStringso now
Datasetand&strcan be passed directly - Added type aliases for
TBBOMsg,BBO1SMsg,BBO1MMsg,TCBBOMsg,CBBO1SMsg,
CBBO1MMsgin Python
Deprecations
- Deprecated
datasetmodule. The top-levelDatasetenum and itsconstas_str()
method provide the same functionality for all datasets. This module will be removed in
a future version
0.24.0
Release notes
Enhancements
- Upgraded
async-compressionversion to 0.4.18 - Upgraded
proc-macro2version to 1.0.92
Breaking changes
- Changed async DBN decoding to return
Ok(None)when an incomplete record remains in
the stream. This matches the existing behavior of sync DBN decoding
Bug fixes
- Added handling for
UNDEF_TIMESTAMPinpretty_timestamp getters for Python. They
now returnNonein the case ofUNDEF_TIMESTAMP
0.23.1
Release notes
Enhancements
- Added floating-point getters for price fields
- Added new IntelligentCross venues
ASPN,ASMT, andASPI - Upgraded
thiserrorversion to 2.0 - Upgraded
pyo3version to 0.22.6
Bug fixes
- Fixed
pretty_activationgetter indatabento_dbnreturningexpirationinstead
ofactivation - Fixed some
pretty_getters indatabento_dbndidn't correctly handleUNDEF_PRICE
0.23.0
Release notes
Enhancements
- Added new
NoneActionvariant that will be gradually rolled out
to historical and liveGLBX.MDP3data - Added consistent escaping of non-printable and non-ASCII values when text encoding
c_charfields - Implemented
DefaultforActionandSide - Added support for Python 3.13 to
databento_dbn - Implemented missing
Serializefor (withserdefeature enabled) forVenue,
Dataset,Publisher,Compression,SType,Schema, andEncoding
0.22.1
Release notes
Enhancements
- Removed support for Python 3.8 in
databento-dbndue to end of life
Bug fixes
- Fixed buffer overrun in
c_chars_to_stron non-null terminated input