databento 0.70.0

Release notes

Enhancements

• Added new off-market publisher for Cboe Futures Exchange (XCBF_PITCH_XOFF)
• Upgraded databento-dbn to 0.48.0:
  • Changed the __repr__ implementation of all records in Python to be more Pythonic
  • Added new StatType variants to be used by XCBF.PITCH dataset:
    • UPPER_PRICE_LIMIT
    • LOWER_PRICE_LIMIT
    • BLOCK_VOLUME
    • VENUE_SPECIFIC_VOLUME_1
• Added new publisher for Blue Ocean ATS (OCEA_MEMOIR_OCEA)
• Reduced the log level of end-of-interval SystemMsg records to the debug level

databento 0.69.0

Release notes

Enhancements

• Upgraded databento-dbn to 0.46.0
  • Added DBNRecord union type to Python which includes all record types
  • Removed Record class from Python type stubs to match code: the record classes don't
    share a base class. Use DBNRecord instead.

Breaking changes

• Removed DBNRecord union type from databento.common.types, use databento_dbn.DBNRecord instead

databento 0.68.2

Release notes

Bug fixes

• Fix use of Self in GatewayControl.parse()

databento 0.68.1

Release notes

Enhancements

• Improved the performance of DBNStore.to_df() symbol mapping

databento 0.68.0

Release notes

This release adds support for Python 3.14.

Enhancements

• Added support for Python 3.14
• Functions which accept a path as an argument now expand user directories
• Upgraded databento-dbn to 0.45.0
  • Added support for Python 3.14

databento 0.67.0

Release notes

Enhancements

• Added a property Live.subscription_requests which returns a list of tuples containing every SubscriptionRequest for the live session
• Changed the return value of Live.subscribe() to int, the value of the subscription ID, which can be used to index into the Live.subscription_requests property
• Added feature to automatically monitor for hung connections in the Live client
  • Hung connections will be disconnected client side with a BentoError
• Added new venue, dataset, and publisher for Cboe Futures Exchange (XCBF.PITCH)

Breaking changes

• Several log messages have been reformatted to improve clarity and reduce redundancy, especially at debug levels
• The map_symbols parameter for Historical.batch.submit_job() now defaults to True for JSON and CSV encodings

databento 0.66.0

Release notes

Enhancements

• Added a property Live.session_id which returns the streaming session ID when the client is connected
• Streams added with Live.add_stream() which do not define an exception handler will now emit a warning if an exception is raised while executing the callback
• Callback functions added with Live.add_callback() which do not define an exception handler will now emit a warning if an exception is raised while executing the callback
• Upgraded databento-dbn to 0.44.0
  • Added logic to set code when upgrading version 1 SystemMsg to newer versions

Bug fixes

• Streams opened by Live.add_stream() will now close properly when the streaming session is closed

databento 0.65.0

Release notes

Deprecations

• Deprecated mode parameter in metadata.get_cost, which will be removed in a future release

Enhancements

• Added export of CBBOMsg and BBOMsg from databento_dbn to the root databento package
• Upgraded databento-dbn to 0.43.0
  • Added export of F_PUBLISHER_SPECIFIC constant to Python
  • 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

Breaking changes

• Removed support for Python 3.9 due to end of life

databento 0.64.0

Release notes

Enhancements

• Upgraded databento-dbn to 0.42.0
  • Added ts_index and pretty_ts_index properties for records in Python which provides the timestamp that is most appropriate for indexing
  • Fixed type stub for channel_id to allow None

Bug fixes

• Fixed type hint for start parameter in Live.subscribe()

databento 0.63.0

Release notes

Enhancements

• Upgraded databento-dbn to 0.41.0

Bug fixes

• Fixed an issue where calling Live.stop() would not clean up the client state once the socket is closed