Release notes

Enhancements

• Added export of F_PUBLISHER_SPECIFIC constant to Python
• Removed support for Python 3.9 in databento-dbn due to end of life
• Added explicit Unset variant for SystemCode and ErrorCode
• Changed Python getters for enum fields to return the underlying type when no known
  variant can be found. As a result, these getters no longer raise an exception
• Added Default implementation for SystemCode and ErrorCode

Bug fixes

• Added missing Python type stubs for other flag constants

Release notes

Enhancements

• Added ts_index and pretty_ts_index properties for records in Python which provides
  the timestamp that is most appropriate for indexing
• Upgraded pyo3 version to 0.26.0

Bug fixes

• Fixed type stub for channel_id in Python to allow None
• Fixed missing re-export for record::TcbboMsg

Release notes

Enhancements

• Added interval method RType and Schema to get the duration for subsample schemas
  like Ohlcv1H and Cbbo1S

Breaking changes

• Changed the default value for channel_id to be u8::MAX in MboMsg and u16::MAX
  elsewhere since 0 is a valid channel ID

Bug fixes

• Changed default inst_attrib_value value from 0 to i32::MAX to match Rust

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

Release notes

Enhancements

• Added PUBLISHER_SPECIFIC flag
• Improved JSON encoding performance
• Added a Default implementation for SecurityUpdateAction

Release notes

Enhancements

• Added side() and unpaired_side() methods to ImbalanceMsg that convert the fields
  of the same name to the Side enum
• Added pretty_auction_time property in Python for ImbalanceMsg
• Added Default implementation for StatUpdateAction
• Added warnings to the floating-point getter methods' docstrings
• Added action and ts_in_delta getters to BboMsg
• Added ts_recv getter to StatusMsg
• Added missing floating-point price getters to InstrumentDefMsg record types from all
  DBN versions
• Added more floating-point price getters to ImbalanceMsg
• Added floating-point price getter to StatMsg and v1::StatMsg
• Standardize Python __init__ type signatures
• Upgraded async-compression dependency version to 0.4.27

Breaking changes

• Changed SystemMsg::code() and ErrorMsg::code() methods to return a Result
  instead of an Option to be consistent with other enum conversion methods
• Changed auction_time field in ImbalanceMsg to be formatted as a timestamp

Bug fixes

• Fixed a regression where some enum constructors no longer raised a DBNError in
  Python
• Fixed typo in RecordHeader's rtype docstring
• Removed error documentation from ErrorMsg::new because the function never returns an
  error

Release notes

Breaking changes

• Renamed Compression::ZStd to Zstd for consistency
• Removed duplicated flags constants in enums module. Use the top-level flags
  constants instead
• Renamed to SCHEMA_COUNT to Schema::COUNT

Bug fixes

• Relaxed requirement of input_version parameter to the Python Transcoder to only
  be required when transcoding to CSV without Metadata, where previously it was always
  required when transcoding data without Metadata
• Added missing methods to Python for StatUpdateAction enum

Release notes

Bug fixes

• Fixed issue where RecordHeader fields weren't accessible from Python

Release notes

Breaking changes

• Renamed the following Venue, Dataset, and Publishers:
  • XEER to XEEE
  • XEER.EOBI to XEEE.EOBI
  • XEER.EOBI.XEER to XEEE.EOBI.XEEE
  • XEER.EOBI.XOFF to XEEE.EOBI.XOFF
• Renamed CMBP1 constant to CMBP_1 for consistency with MBP_1 and MBP_10

Bug fixes

• Fix buffer growth in DbnFsm::write_all(), which is used by Python
  DBNDecoder.write()

Release notes

Enhancements

• Upgraded async-compression version to 0.4.25
• Upgraded pyo3 version to 0.25.1

Bug fixes

• Fixed change in behavior where Python DBNDecoder.decode() wouldn't always decode all
  available data on the first call