Release notes

Enhancements

• Added UNSUBSCRIBE_ACK to the SystemCode enum for acknowledging unsubscribe requests
• Upgraded databento-dbn to 0.69.0
  • Fixed incorrect count in DBN metadata causing decoding to read into the start of
    records

Bug fixes

• Fixed an issue where InstrumentMap.clear() didn't clear the LRU cache for InstrumentMap.resolve() (credit: @Tomperez98)

Release notes

Enhancements

• Added support for the short parameter of batch.list_jobs. When set
  to True, the response will contain only the id, state, and
  ts_received fields for each job
• Upgraded databento-dbn to 0.68.0

Release notes

Enhancements

• Added support for listing_id, issuer_id, and security_id as stype_in
  values for the security master and corporate actions reference data
  endpoints, and security_id for the adjustment factors endpoint
• Added a dataset parameter to MetadataHttpAPI.list_fields(). If not
  provided, the returned fields are for the latest DBN encoding version,
  which may not match a specific dataset's schema
• Upgraded databento-dbn to 0.67.0:
  • Improved performance of record field accessors that convert a raw value to an enum, such
    as side(), action() and rtype(), by no longer copying the description when
    constructing the conversion error

Release notes

Enhancements

• Added CorporateActionsHttpAPI.list_events() and list_enums() for fetching
  documentation on supported corporate action event types and enum values
• Added REPLAY_DATA_AGED_OUT variant to ErrorCode enum
• Added new publisher values for JPX
• Added an allocate_isins parameter to AdjustmentFactorsHttpAPI.get_range(),
  CorporateActionsHttpAPI.get_range(), SecurityMasterHttpAPI.get_range(),
  and SecurityMasterHttpAPI.get_last() to control whether new ISINs are
  allocated for plans that are ISIN-limited
• Upgraded databento-dbn to 0.65.0:
  • Added finish() method to the Python Transcoder and a context manager
    to call this method on exit. This will ensure compressed output contains the
    end-of-frame block

Bug fixes

• Fixed an issue where the Live client's monitor task would not get recreated
  for the new session after a reconnection

Release notes

Enhancements

• Added a loop parameter to the Live client to provide user level control
  of which event loop the client's connection uses
• The Live class will no longer create a background thread and event loop
  upon import
• Upgraded databento-dbn to 0.63.0:
  • Added an integer representation for VersionUpgradePolicy: the enum is now
    has a value property, a from_int, and comparison against integers

Release notes

Enhancements

• Upgraded databento-dbn to 0.62.0:
  • Added StatType variants MwcbLevel1, MwcbLevel2, and MwcbLevel3
  • Added StatType variants AuctionCollarReferencePrice, AuctionCollarUpperPrice,
    and AuctionCollarLowerPrice
  • Changed the default size field to 0 in MboMsg, TradeMsg, Mbp1Msg, Mbp10Msg,
    BboMsg, Cmbp1Msg, and CbboMsg

Release notes

Enhancements

• Upgraded databento-dbn to 0.61.0:
  • Added MatchAlgorithm variant Allocation

Bug fixes

• Fixed an issue where the Live client would throw a TypeError when connecting
  using uvloop

Release notes

Enhancements

• Added new venues, datasets, and publishers for US Equities Securities Information Processors
• Changed the batch.download method to use the API's batch.download endpoint for
  downloading a batch job as a ZIP archive
• Added method for batch.get_job_details to access the full details of a batch job
• Upgraded databento-dbn to 0.59.0:
  • Improvements to ts_out decoding and serialization

Bug fixes

• Fixed some thread-unsafe behavior in Live.start() and Live.terminate() which would
  call methods from the client's event loop in the main thread

Release notes

Enhancements

• Added time-based backpressure to the live client: pauses reading records from the live
  gateway when the internal queue spans more than 1 second of data by ts_index
  (ts_recv when present, otherwise ts_event)
• Upgraded databento-dbn to 0.58.0:
  • Added flat per-level properties (bid_px_00, pretty_ask_px_03, etc.) to the
    Python MBP1Msg, MBP10Msg, BBOMsg, CMBP1Msg, and CBBOMsg record classes
    for parity with the DataFrame layout
  • Added INDEX InstrumentClass variant
  • Added StatType variants INDICATIVE_CLOSE_PRICE and VENUE_SPECIFIC_PRICE_1

Release notes

Enhancements

• Added new publisher values for Cboe Titanium Cboe Global Indices Feed
• Added YEAR to SplitDuration enum to support yearly historical batch job submission
• Upgraded databento-dbn to 0.56.0:
  • Improved Python DBNDecoder.decode() performance with pre-allocated output buffers
  • Added DBNDecoder.write_and_decode() to combine write and decode in a single call