databento 0.19.0

Release notes

This release includes improvements to handling large DBN data and adds support for future datasets.

Enhancements

• Added count parameter to DBNStore.to_df and DBNStore.to_ndarray to help process large files incrementally
• Improved memory usage of DBNStore.to_csv and DBNStore.to_json
• Added the Publisher, Venue, and Dataset enums
• Replace null prices with NaN when pretty_px=True in DBNStore.to_df()
• Upgraded databento-dbn to 0.8.3

Bug fixes

• Fixed issue where exception messages were displaying JSON encoded data
• Fixed typo in BATY.PITCH.BATY publisher
• Reduced floating error when converting prices to floats with pretty_px=True

Breaking changes

• DBNStore.to_df now always utf-8 decodes string fields

databento 0.18.1

Release notes

Bug fixes

• Fixed issue where extra python key was sent by the Live client

databento 0.18.0

Release notes

Breaking changes

• Renamed the TimeSeriesHttpAPI class to TimeseriesHttpAPI

Bug Fixes

• Fixed an issue where DBNStore.to_csv(), DBNStore.to_df(), DBNStore.to_json(), and DBNStore.to_ndarray() would consume large amounts of memory.

databento 0.17.0

Release notes

This release includes improvements to the ergonomics of the clients metadata API, you can read more about the changes here.

Enhancements

• Upgraded databento-dbn to 0.8.2

Breaking changes

• Changed metadata.list_publishers() to return a list of publisher details objects
• Changed metadata.list_fields(...) to return a list of field detail objects for a particular schema and encoding
• Changed metadata.list_fields(...) to require the schema and encoding parameters
• Changed metadata.list_unit_prices(...) to return a list of unit prices for each feed mode and data schema
• Changed metadata.list_unit_prices(...) to require the dataset parameter
• Removed metadata.list_unit_prices(...) mode and schema parameters
• Removed metadata.list_fields(...) dataset parameter

databento 0.16.1

Release notes

Bug fixes

• Fixed an issue where starting a Live client before subscribing gave an incorrect error message
• Fixed an issue where a Live client exception callback would fail when the callback function does not have a __name__ attribute

databento 0.16.0

Release notes

This release includes updates to the fields in text encodings (CSV and JSON), you can read more about the changes here.

Enhancements

• Added rtype field to all schemas that was previously excluded

Breaking changes

• Reordered fields of DataFrame and CSV encoded records to match historical API

databento 0.15.2

Release notes

Bug fixes

• Fixed an issue where the end parameter in timeseries.get_range_async did not support a value of None
• Fixed an issue where timeseries.get_range requests would begin with an invalid path parameter

databento 0.15.1

Release notes

Bug fixes

• Fixed an issue with release tests
• Fixed an issue with release workflow

databento 0.15.0

Release notes

Enhancements

• Added symbology_map property to Live client
• Added optional_symbols_list_to_list parsing function
• Changed Live.add_callback and Live.add_stream to accept an exception callback
• Changed Live.__iter__() and Live.__aiter__() to send the session start message if the session is connected but not started
• Upgraded databento-dbn to 0.7.1
• Removed exception chaining from exceptions emitted by the library

Bug fixes

• Fixed issue where a large unreadable symbol subscription message could be sent

Breaking changes

• Removed Encoding, Compression, Schema, and SType enums as they are now exposed by databento-dbn
• Renamed func parameter to record_callback for Live.add_callback and Live.add_stream
• Removed optional_symbols_list_to_string parsing function

databento 0.14.1

Release notes

• Fixed issue where DBNStore.to_df() would raise an exception if no records were present
• Fixed exception message when creating a DBNStore from an empty data source