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
InstrumentDefRec
for generalizing
across different versions of the instrument definition record - Upgraded
pyo3
version 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
SkipBytes
andAsyncSkipBytes
traits which are a subset of theSeek
andAsyncSeek
traits 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-symbols
help text (credit: @wtn)
0.28.0
Release notes
Breaking changes
- Added
CommoditySpot
InstrumentClass
variant 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
EQUS
for consolidated US equities - Added new dataset
EQUS.MINI
and new publishersEQUS.MINI.EQUS
andXNYS.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
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
, 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_v3
andfrom_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
andMergeRecordDecoder
structs - Metadata:
MergeDecoder
struct andMetadata::merge()
method - In the CLI: specify more than one input file to initiate a merge
- Decoding streams:
- Relaxed
DecodeRecord
trait constraint onStreamIterDecoder
's inner decoder - Added
DbnMetadata
implementation forStreamInnerDecoder
if the inner decoder
implementsDbnMetadata
- Eliminate
unsafe
inFrom
implementations for record structs from different versions
0.25.0
Release notes
Breaking changes
- Renamed
VersionUpgradePolicy::Upgrade
toUpgradeToV2
in preparation for a future
DBN version 3
Enhancements
- Added
v1
andv2
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
- Added identical namespaces to
- Changed
dataset()
method onMetadataBuilder
to accept animpl 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-levelDataset
enum and itsconst
as_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-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
inpretty_
timestamp getters for Python. They
now returnNone
in 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
thiserror
version to 2.0 - Upgraded
pyo3
version to 0.22.6
Bug fixes
- Fixed
pretty_activation
getter indatabento_dbn
returningexpiration
instead
ofactivation
- Fixed some
pretty_
getters indatabento_dbn
didn't correctly handleUNDEF_PRICE
0.23.0
Release notes
Enhancements
- Added new
None
Action
variant that will be gradually rolled out
to historical and liveGLBX.MDP3
data - Added consistent escaping of non-printable and non-ASCII values when text encoding
c_char
fields - Implemented
Default
forAction
andSide
- Added support for Python 3.13 to
databento_dbn
- Implemented missing
Serialize
for (withserde
feature enabled) forVenue
,
Dataset
,Publisher
,Compression
,SType
,Schema
, andEncoding
0.22.1
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