databento 0.45.0

Release notes

This release adds support for Python v3.13.

Enhancements

• Added support for Python 3.13
• Added new IntelligentCross venues ASPN, ASMT, and ASPI
• Upgraded databento-dbn to 0.23.1
  • Fixed pretty_activation getter in databento_dbn returning expiration instead
  • Fixed some pretty_ getters in databento_dbn didn't correctly handle UNDEF_PRICE

Deprecations

• Deprecated packaging parameter for Historical.batch.submit_job which will be removed in a future release

databento 0.44.1

Release notes

Enhancements

• Improved exception messages emitted by the Live client to always include contents of any ErrorMsg sent by the gateway

Bug fixes

• Fixed an issue where calling Live.stop would not close the connection within a reasonable time

databento 0.44.0

Release notes

Enhancements

• Removed deprecated databento.from_dbn; databento.read_dbn can be used instead
• Upgraded databento-dbn to 0.23.0

Bug fixes

• Fixed an issue where DBNStore.request_symbology could request the wrong end date

databento 0.43.1

Release notes

Enhancements

• Keyword arguments to DBNStore.to_parquet will now allow where and schema to be specified
• Improved record processing time for the Live client

Bug fixes

• Fixed an issue where validating the checksum of a batch file loaded the entire file into memory

databento 0.43.0

Release notes

This release drops support for Python 3.8 which has reached end-of-life.

Enhancements

• Added PriceType enum for validation of price_type parameter in DBNStore.to_df
• Upgraded databento-dbn to 0.22.1

Bug fixes

• Fixed return type hint for metadata.get_dataset_condition

Breaking changes

• Removed support for Python 3.8 due to end of life

databento 0.42.0

Release notes

Enhancements

• Added mode parameter to DBNStore.to_csv to control the file writing mode
• Added mode parameter to DBNStore.to_json to control the file writing mode
• Added mode parameter to DBNStore.to_parquet to control the file writing mode
• Added compression parameter to DBNStore.to_file which controls the output compression format
• Added new consolidated publisher values for XNAS.BASIC and DBEQ.MAX
• Changed DBNStore to be more tolerant of truncated DBN streams

Breaking changes

• Changed default write mode for DBNStore.to_csv to overwrite ("w")
• Changed default write mode for DBNStore.to_json to overwrite ("w")
• Changed default write mode for DBNStore.to_parquet to overwrite ("w")

databento 0.41.0

Release notes

Enhancements

• Added databento.read_dbn alias
• Added mode parameter to DBNStore.to_file to control the file writing mode

Breaking changes

• Changed default write mode for DBNStore.to_file to overwrite ("w")

Deprecations

• Deprecated databento.from_dbn and will be removed in a future release, use databento.read_dbn instead

databento 0.40.0

Release notes

Enhancements

• Added adjustment_factors.get_range(...) method for Reference client
• Added security_master.get_range(...) method for Reference client
• Added security_master.get_last(...) method for Reference client
• Upgraded databento-dbn to 0.20.1

databento 0.39.3

Release notes

Enhancements

• Added new publisher values for XCIS.BBOTRADES and XNYS.BBOTRADES

Bug fixes

• Fixed an issue receiving multiple DBN v1 ErrorMsg in the Live client would cause an InvalidState error
• Fixed an issue where creating Live clients in multiple threads could cause a RuntimeError upon initialization

databento 0.39.2

Release notes

Enhancements

• Changed corporate_actions.get_range(...) to stream compressed zstd data