Releases: databento/dbn
Releases · databento/dbn
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
0.22.0
Release notes
Enhancements
- Added Python type stubs for Record
__init__
methods
Breaking changes
- Combine
_reserved3
and_reserved4
fields inCbboMsg
- Changed setters for
char
Record fields to accept a single-character strings - Changed
rtype
andlength
to no longer be settable from Python. Users should
use the Record type__init__
methods to initialize records
Bug fixes
- Added missing Python type stub for
CMBP_1
variant inSchema
0.21.0
Release notes
Enhancements
- Added
--omit-header
option todbn
CLI to skip encoding the header row when
encoding CSVs - Added Python setter for
ts_event
on all records - Upgraded
pyo3
version to 0.22.3 - Added new consolidated publishers for
XNAS.BASIC
andDBEQ.MAX
Breaking changes
- Changed handling of
write_header
parameter forCsvEncoder
andDynEncoder
. It
now determines whether a header is written automatically in general, not only during
instantiation of the encoder. This makes it possible to useencode_records
and
encode_decoded
without writing a header CsvEncoder::new
creates an encoder that will always try to write a header. Use the builder with
write_header(false)
to create an encoder that won't write a header rowschema
is now always optional for theCsvEncoder
builder and no longer returns aResult
- Changed the layout of
CbboMsg
to better matchBboMsg
- Renamed
Schema::Cbbo
toSchema::Cmbp1
Bug fixes
- Removed
debug_assert!
onrtype
inRecordRef::get_unchecked
that was too strict.
The method is already marked unsafe and it's okay to interpret one record type as another type
as long as latter type's size is not greater than the former's
0.20.1
Release notes
Enhancements
- Added
DynAsyncBufWriter
for buffering compressed or uncompressed async output - Added new publisher values for
XCIS.BBOTRADES
andXNYS.BBOTRADES
Bug fixes
- Added missing Python type stub for
pretty_ts_ref
inStatMsg
0.20.0
Release notes
Enhancements
- Added new
SType
variants for reference data:Isin
,UsCode
,BbgCompId
,BbgCompTicker
,Figi
,FigiTicker
- Added new publisher value for
DBEQ.SUMMARY
Breaking changes
- Renamed
SType::Nasdaq
variant toSType::NasdaqSymbol
- Renamed
SType::Cms
variant toSType::CmsSymbol
0.19.2
Release notes
Bug fixes
- Fixed issue where
AsyncDynReader
would only decode the first frame of multi-frame
Zstandard files
0.19.1
Release notes
Bug fixes
- Update
rtype_dispatch
andschema_dispatch
macros forBboMsg
- Update
RecordEnum
andRecordRefEnum
forBboMsg
0.19.0
Release notes
Enhancements
- Added
BboMsg
record struct for futurebbo-1m
andbbo-1s
schemas - Upgraded
pyo3
version to 0.22.1 - Upgraded
json-writer
to 0.4
Breaking changes
- Added
Default
trait implementation forMbp1Msg
due to it no longer needing
to support multiplertype
values. Thedefault_for_schema
function has been removed - Changed
Bbo1sMsg
andBbo1mMsg
to be aliases forBboMsg
- Changed the default value of the
side
fields toSide::None
- Reordered parameters and added defaults to Python
Metadata
initializer to match
required arguments in Rust
0.18.3
Release notes
Bug fixes
- Fixed issue where DBN encoders would permit symbols in the metadata that left no space
for a null terminator - Updated metadata length calculation to respect
symbol_cstr_len
field rather than
inferring the length fromversion