VER: Release 0.60.0

See release notes.

Author: nmacholl

CHANGELOG.md

@@ -1,5 +1,27 @@
 # Changelog
 
+## 0.60.0 - 2025-08-05
+
+#### Enhancements
+- Added `parquet_schema` option to `DBNStore.to_parquet()` for overriding the pyarrow schema.
+- Upgraded `databento-dbn` to 0.39.0
+  - 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 `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`
+  - Standardize Python `__init__` type signatures
+  - Changed `auction_time` field in `ImbalanceMsg` to be formatted as a timestamp
+  - Fixed a regression where some enum constructors no longer raised a `DBNError` in
+Python
+
+#### Bug fixes
+- Removed unused `S3` and `Disk` variants from `Delivery` enum
+
 ## 0.59.0 - 2025-07-15
 
 #### Enhancements

databento/common/dbnstore.py

@@ -984,6 +984,7 @@ def to_parquet(
         map_symbols: bool = True,
         schema: Schema | str | None = None,
         mode: Literal["w", "x"] = "w",
+        parquet_schema: pa.Schema | None = None,
         **kwargs: Any,
     ) -> None:
         """
@@ -1010,6 +1011,9 @@ def to_parquet(
             This is only required when reading a DBN stream with mixed record types.
         mode : str, default "w"
             The file write mode to use, either "x" or "w".
+        parquet_schema : pyarrow.Schema, optional
+            The pyarrow parquet schema to use to write the parquet file.
+            This defaults to a detected schema based on the DataFrame representation.
         **kwargs : Any
             Keyword arguments to pass to the `pyarrow.parquet.ParquetWriter`.
             These can be used to override the default behavior of the writer.
@@ -1046,10 +1050,11 @@ def to_parquet(
             for frame in dataframe_iter:
                 if writer is None:
                     # Initialize the writer using the first DataFrame
-                    parquet_schema = pa.Schema.from_pandas(frame)
+                    if parquet_schema is None:
+                        parquet_schema = pa.Schema.from_pandas(frame)
                     writer = pq.ParquetWriter(
                         where=kwargs.pop("where", file_path),
-                        schema=kwargs.pop("schema", parquet_schema),
+                        schema=parquet_schema,
                         **kwargs,
                     )
                 writer.write_table(

databento/common/enums.py

@@ -157,8 +157,6 @@ class Delivery(StringyMixin, str, Enum):
     """
 
     DOWNLOAD = "download"
-    S3 = "s3"
-    DISK = "disk"
 
 
 @unique

databento/historical/api/batch.py

@@ -126,8 +126,9 @@ def submit_job(
         split_size : int, optional
             The maximum size (bytes) of each batched data file before being split.
             Must be an integer between 1e9 and 10e9 inclusive (1GB - 10GB).
-        delivery : Delivery or str {'download', 's3', 'disk'}, default 'download'
+        delivery : Delivery or str {'download'}, default 'download'
             The delivery mechanism for the processed batched data files.
+            Only 'download' is supported at this time.
         stype_in : SType or str, default 'raw_symbol'
             The input symbology type to resolve from.
         stype_out : SType or str, default 'instrument_id'

databento/live/protocol.py

@@ -55,7 +55,7 @@ class DatabentoLiveProtocol(asyncio.BufferedProtocol):
     dataset : Dataset or str
         The dataset for authentication.
     ts_out : bool, default False
-        Flag for requesting `ts_out` to be appending to all records in the session.
+        Flag for requesting `ts_out` to be appended to all records in the session.
     heartbeat_interval_s: int, optional
         The interval in seconds at which the gateway will send heartbeat records if no
         other data records are sent.

databento/version.py

@@ -1 +1 @@
-__version__ = "0.59.0"
+__version__ = "0.60.0"

examples/live_smoke_test.py

@@ -80,18 +80,14 @@ def run_client_with_snapshot(args: argparse.Namespace) -> None:
     print("Starting client...")
 
     for record in client:
-        if isinstance(record, SymbolMappingMsg):
-            continue
-        elif isinstance(record, MBOMsg):
+        if isinstance(record, MBOMsg):
             if record.flags & RecordFlags.F_SNAPSHOT:
                 received_snapshot_record = True
             else:
                 print(f"Received expected record {record}")
                 break
         elif isinstance(record, ErrorMsg):
             raise ValueError(f"Received error {record.err}")
-        else:
-            raise ValueError(f"Received unexpected record {record}")
 
     print("Finished client")
 

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento"
-version = "0.59.0"
+version = "0.60.0"
 description = "Official Python client library for Databento"
 authors = [
     "Databento <[email protected]>",
@@ -32,7 +32,7 @@ aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "~=0.37.1"
+databento-dbn = "~=0.39.0"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = ">=1.26.0", python = "^3.12"}

tests/test_common_symbology.py

@@ -362,7 +362,7 @@ def test_instrument_map_insert_symbol_mapping_message_v1(
         end_ts=end_date,
     )
     sym_msg_v1 = SymbolMappingMsgV1(
-        publisher_id=sym_msg.publisher_id,  # type: ignore [call-arg]
+        publisher_id=sym_msg.publisher_id,
         instrument_id=sym_msg.instrument_id,
         ts_event=sym_msg.ts_event,
         stype_in_symbol=sym_msg.stype_in_symbol,