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Releases: databento/dbn

0.30.0

25 Mar 22:28
9fa2466
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Enhancements

  • Added support for mapping symbols from instrument definitions to PitSymbolMap
    with a new on_instrument_def() method
  • Added instrument definition compatibility trait InstrumentDefRec for generalizing
    across different versions of the instrument definition record
  • Upgraded pyo3 version to 0.24.0

0.29.0

17 Mar 19:27
8bddd82
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Enhancements

  • Added new venues, datasets, and publishers for ICE Futures US, ICE Futures Europe
    (Financial products), Eurex, and European Energy Exchange (EEX)
  • Added new SkipBytes and AsyncSkipBytes traits which are a subset of the Seek
    and AsyncSeek traits respectively, only supporting seeking forward from the current
    position

Deprecations

  • Deprecated AsyncRecordDecoder::get_mut() and AsyncDecoder::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-symbols help text (credit: @wtn)

0.28.0

11 Feb 23:49
ea2f2a5
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Release notes

Breaking changes

  • Added CommoditySpot InstrumentClass variant and made InstrumentClass
    non-exhaustive to allow future additions without breaking changes

0.27.0

21 Jan 16:45
81020a7
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Release notes

Breaking changes

  • Updated enumerations for unreleased US equities datasets and publishers

Enhancements

  • Added new venue EQUS for consolidated US equities
  • Added new dataset EQUS.MINI and new publishers EQUS.MINI.EQUS and XNYS.TRADES.EQUS
  • Upgraded pyo3 version to 0.23.4 with improved support for Python 3.13

Bug fixes

  • Fixed export of InstrumentDefMsgV3 to Python

0.26.0

07 Jan 22:09
7d4e53b
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Release notes

Enhancements

  • Added v3 namespace in preparation for future DBN version 3 release. DBN version 2
    remains the current and default version
  • Added v3::InstrumentDefMsg record with new fields to support normalizing multi-leg
    strategy definitions
    • Removal of statistics-schema related fields trading_reference_price,
      trading_reference_date, and settl_price_type
    • Removal of the status-schema related field md_security_trading_status
  • Added from_instrument_def_v1_to_v3 and from_instrument_def_v2_to_v3 conversion
    functions to the C API
  • Updated the value of the MAX_RECORD_LEN constant for the changes to
    InstrumentDefMsg in version 3
  • Added initial support for merging DBN:
    • Decoding streams: MergeDecoder and MergeRecordDecoder structs
    • Metadata: MergeDecoder struct and Metadata::merge() method
    • In the CLI: specify more than one input file to initiate a merge
  • Relaxed DecodeRecord trait constraint on StreamIterDecoder's inner decoder
  • Added DbnMetadata implementation for StreamInnerDecoder if the inner decoder
    implements DbnMetadata
  • Eliminate unsafe in From implementations for record structs from different versions

0.25.0

17 Dec 20:05
8d0ed98
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Release notes

Breaking changes

  • Renamed VersionUpgradePolicy::Upgrade to UpgradeToV2 in preparation for a future
    DBN version 3

Enhancements

  • Added v1 and v2 modules 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_dbn Python package
  • Changed dataset() method on MetadataBuilder to accept an impl ToString so now
    Dataset and &str can be passed directly
  • Added type aliases for TBBOMsg, BBO1SMsg, BBO1MMsg, TCBBOMsg, CBBO1SMsg,
    CBBO1MMsg in Python

Deprecations

  • Deprecated dataset module. The top-level Dataset enum and its const as_str()
    method provide the same functionality for all datasets. This module will be removed in
    a future version

0.24.0

10 Dec 19:43
2311d97
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Release notes

Enhancements

  • Upgraded async-compression version to 0.4.18
  • Upgraded proc-macro2 version 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_TIMESTAMP in pretty_ timestamp getters for Python. They
    now return None in the case of UNDEF_TIMESTAMP

0.23.1

12 Nov 21:22
e5f7c41
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Release notes

Enhancements

  • Added floating-point getters for price fields
  • Added new IntelligentCross venues ASPN, ASMT, and ASPI
  • Upgraded thiserror version to 2.0
  • Upgraded pyo3 version to 0.22.6

Bug fixes

  • Fixed pretty_activation getter in databento_dbn returning expiration instead
    of activation
  • Fixed some pretty_ getters in databento_dbn didn't correctly handle UNDEF_PRICE

0.23.0

22 Oct 20:40
20379b8
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Release notes

Enhancements

  • Added new None Action variant that will be gradually rolled out
    to historical and live GLBX.MDP3 data
  • Added consistent escaping of non-printable and non-ASCII values when text encoding
    c_char fields
  • Implemented Default for Action and Side
  • Added support for Python 3.13 to databento_dbn
  • Implemented missing Serialize for (with serde feature enabled) for Venue,
    Dataset, Publisher, Compression, SType, Schema, and Encoding

0.22.1

08 Oct 17:44
832b63f
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Release notes

Enhancements

  • Removed support for Python 3.8 in databento-dbn due to end of life

Bug fixes

  • Fixed buffer overrun in c_chars_to_str on non-null terminated input