0.48.0

Release notes

Enhancements

• Added initial support for splitting DBN files:
  • Added new SplitEncoder that supports synchronous and asynchronous encoding
  • Added new Splitter trait that allows for extensible splitting of files while
    reusing the SplitEncoder boilerplate.
  • Added SchemaSplitter, SymbolSplitter, and TimeSplitter which allow for
    different methods of splitting DBN files
  • Added split support to the CLI. For example:
    dbn mbo.dbn --split-by week --output-pattern '{date}.json' --json
• Added new publisher for Blue Ocean ATS (OCEA_MEMOIR_OCEA)

Bug fixes

• Fixed issue where AsyncDynReader instances created from with_buffer() would only
  decode the first frame of multi-frame Zstandard files

0.47.0

Release notes

Enhancements

• Changed the __repr__ implementation of all records in Python to be more Pythonic
• Added new off-market publisher for Cboe Futures Exchange (XCBF_PITCH_XOFF)
• Added new StatType variants to be used by XCBF.PITCH dataset:
  • UpperPriceLimit
  • LowerPriceLimit
  • BlockVolume
  • VenueSpecificVolume1
• Upgraded pyo3 version to 0.27.2
• Upgraded time version to 0.3.45

0.46.0

Release notes

Breaking changes

• 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.
• Removed _DBNRecord union type alias which only existed in typestub and wasn't
  importable. Use DBNRecord | Metadata instead

0.45.0

Release notes

Enhancements

• Added new venue, dataset, and publisher for Cboe Futures Exchange (XCBF.PITCH)
• Added support for Python 3.14 to databento_dbn

0.44.0

Release notes

Enhancements

• Added logic to set code when upgrading version 1 SystemMsg to newer versions
• Added MergeRecordDecoder::with_hints that allows hinting the minimum timestamp from
  each decoder
• Added Dataset::publishers() method to retrieve all Publisher values for a dataset

Breaking changes

• Updated the minimum supported tokio version to 1.41, which was released one year ago

Bug fixes

• Fixed bug in DbnFsm::consume, though it should have no impact

0.43.0

Release notes

Enhancements

• Added export of F_PUBLISHER_SPECIFIC constant to Python
• Removed support for Python 3.9 in databento-dbn due to end of life
• 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
• Added Default implementation for SystemCode and ErrorCode

Bug fixes

• Added missing Python type stubs for other flag constants

0.42.0

Release notes

Enhancements

• Added ts_index and pretty_ts_index properties for records in Python which provides
  the timestamp that is most appropriate for indexing
• Upgraded pyo3 version to 0.26.0

Bug fixes

• Fixed type stub for channel_id in Python to allow None
• Fixed missing re-export for record::TcbboMsg

0.41.0

Release notes

Enhancements

• Added interval method RType and Schema to get the duration for subsample schemas
  like Ohlcv1H and Cbbo1S

Breaking changes

• Changed the default value for channel_id to be u8::MAX in MboMsg and u16::MAX
  elsewhere since 0 is a valid channel ID

Bug fixes

• Changed default inst_attrib_value value from 0 to i32::MAX to match Rust

0.40.0

Release notes

Enhancements

• Added instrument_id and publisher_id setters to all records in Python
• Added DbnVersion new type

Breaking changes

• Removed hd property from records in Python. Header fields are accessible
  directly from the record
• Removed ability to directly instantiate most enums from an int in Python and coercion
  from int in __eq__. They can still be instantitated with the from_int class method.
  Write Side.from_int(66) instead of Side(66) and Side.BID == Side.from_int(66)
  instead of Side.BID == 66. Affected enums:
  • Side
  • Action
  • InstrumentClass
  • MatchAlgorithm
  • UserDefinedInstrument
  • SecurityUpdateAction
  • SType
  • Schema
  • Encoding
  • Compression
  • TriState
• Removed string coercion in __init__ and __eq__ for RType, SystemCode, and
  ErrorCode enums in Python. It can still be instantiated from a str with the
  from_str class method. Write RType.from_str("mbo") instead of RType("mbo")
  and RType.TRADES == RType.from_str("trades") instead of RType.TRADES == "trades"

Bug fixes

• Fixed __init__ type signatures for ErrorMsg and SystemMsg in Python
• Added missing types to record __init__ type signatures in Python
• Added __init__ type stub for enums in Python
• Fixed __hash__ implementation for Python enums to match that of their char or int
  representation

Breaking changes

• Marked ErrorCode and SystemCode non-exhaustive to allow adding future variants
  without a breaking change
• Added EndOfInterval variant to SystemCode to notify when all OHLCV bars and
  subsampled BBO records have been published for a time interval

0.39.1

Release notes

Enhancements

• Added PUBLISHER_SPECIFIC flag
• Improved JSON encoding performance
• Added a Default implementation for SecurityUpdateAction