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CHANGELOG.md

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CHANGELOG

v0.9.1 (2026-04-02)

  • ErrorMsg improvements:
    • Added ErrorMsgV1 and ErrorMsgV2
    • Alias ErrorMsg = ErrorMsgV2
    • DbnScanner upgrades ErrorMsgV1 messages to v2
    • Add dbn.DecodeErrorMsg
    • ErrCode_* enum constants are now typed as ErrorCode
  • live: dbn-go-live handles DBN gateway errors much better (lost before)
  • ci: Fix --version information on release builds

v0.9.0 (2026-03-28)

The release add support for DBN Version 3.

Note that this transitions was made via type aliases for use with the DbnScanner. For example:

  • InstrumentDefMsg = InstrumentDefMsgV3

  • StatMsg = StatMsgV3

  • Support for DBN version 3:

    • Handle DBN v3 headers
    • Add InstrumentDefMsgV3 and StatMsgV3
    • DbnScanner upgrades messages to v3
    • JsonScanner handles v2 and v3 JSON files

  • tui: Upgrade BubbleTea v2

v0.8.10 (2026-03-22)

  • Add support for missing Authentication Request fields
    • compression, pretty_px, pretty_ts, slow_reader_behavior
    • heartbeat_interval_s (#17, thanks @hongzhengwang-ondo)
    • Only send non-default fields on the wire

v0.8.9 (2026-03-13)

  • MCP enhancements
    • query_cache now supports format parameter: csv (default), json_rows, and json_columnar output formats
    • query_cache now supports max_rows parameter for explicit row limits
    • Add --read-only flag to dbn-go-mcp-data to disable fetch_range (no billing possible)
  • fix(mcp): Ensure API key validation in MCP handlers
  • fix(mcp): Fix schema-only clear_cache filtering
  • fix(mcp): Fix streaming and cache correctness issues
  • fix(mcp): SQL injection hardening
  • fix(parquet): Fix parquet writers that only wrote one row
  • chore(test): Break out integration tests that need DATABENTO_API_KEY
  • fix(ci): Resolve CI and Docker issues

v0.8.8 (2026-03-08)

  • MCP enhancements
    • dbn-go-mcp-meta for metadata-only queries
      • 9 MCP tools reflecting the DataBento Metadata API
      • No billable DataBento API calls
    • dbn-go-mcp-data for data retrieval and analysis
      • 1 billable tool fetch_range which fills a local Parquet cache
      • query_cache for DuckDB-SQL queries against the cache
  • Releases are now notarized by Neomantra Corp for MacOS installs
  • Fix Parquet conversion for mbp-1, tbbo, imbalances, statistics
  • fix(live): LiveClient could lose the first bytes of the DBN/JSON stream after authentication.

v0.7.1 (2026-02-11)

  • Improve metadata tools in MCP server
  • Fix FieldDetail.TypeName JSON field name, which broke dbn_hist.GetFields
  • Add dbn-go-slurp-docs to GoReleaser

v0.7.0 (2026-02-10)

  • Add dbn-go-slurp-docs for docs for LLMs
  • Add Publisher, Dataset, and Venue types
  • Add SystemCode and ErrorCode enums.
    • SystemMsg and ErrorMsg use them now instead of raw values
  • Add SystemMsg.IsHeartbeat
  • Copy DBN v3 test data files from upstream
  • Add AGENTS.md

v0.6.5 (2025-10-01)

  • Add Parquet support for Statistics message StatMsg
  • dbn-go-hist now dispatches multiple smaller requests for cost estimates since large numbers of tickers would overrun the URI limits.

v0.6.4 (2025-09-05)

  • Add Parquet export of publishers with dbn-go-hist publishers --parquet <outfile>. Useful for some DuckDB queries.

v0.6.3 (2025-08-11)

v0.6.2 (2025-06-03)

  • Fix StatusMsg decoding.
  • Added more message structure tests (#6)

v0.6.1 (2025-06-02)

  • Update Go dependencies, including fixes for latest go-mcp
  • Fix StatMsg decoding and add tests for it (#14)

v0.6.0 (2025-05-27)

  • BREAKING Rename Cbbo to Cmbp1 per upstream SDK

    • RType_Cbbo becomes RType_Cmbp1
    • Schema_Cbbo becomes Schema_Cmbp1 which requests cmbp-1
    • CbboMsg becomes Cmbp1Msg
    • Visitor.OnCbbo becomes Visitor.OnCmbp1

  • Update from DBEQ.MINI to EQUS.MINI

  • Added task test-all

  • Added new constants and enums up to DBN 0.34.0:

    • UNDEF_TIMESTAMP, Action_None, InstrumentClass_CommoditySpot, Condition_Intraday
    • MatchAlgorithm_TimeProRata, MatchAlgorithm_InstitutionalPrioritization
    • StatType_Volatility, StatType_Delta, StatType_UncrossingPrice

v0.5.0 (2025-04-01)

v0.4.1 (2025-03-24)

  • Add DbnScanner.DecodeSymbolMappingMsg

v0.4.0 (2025-02-20)

“The two most powerful warriors are patience and time” – Leo Tolstoy

  • Many Hist API calls were passing Dates, rather than full DateTimes, to the backend. Now date+time is used where appropriate. (#8)

  • Bugfix incorrect end time in dbn_hist.ListDatasets.

  • BREAKING dbn-go-hist time flags (--start, --end) now uses ISO 8601 YYYY-MM-DD instead of YYYYMMDD. Times and timezones may now be included: YYYY-MM-DDTHH:MM:SS±HH:MM.

  • Unfortunately, arm64 Docker images are currently disabled due to infrastructure issues (?)

v0.3.0 (2025-01-22)

  • Removed obsolete Packaging parameter from dbn_hist.SubmitJob and structs
  • dbn-go-file: Do not include .zst suffix in Parquet destination file names

v0.2.2 (2025-01-21)

  • dbn-go-tui improvements:
    • Add --limit argument to control concurrent downloads
    • Add pretty progress bars and table
    • Fix queueing of duplicate files
    • Fix honoring of max active downloads

v0.2.1 (2025-01-15)

  • Fix dbn-go-file was not included in relase.

v0.2.0 (2025-01-15)

  • Add dbn-go-file parquet tool for processing DBN files with commands:
    • metadata
    • json
    • spit
    • parquet
  • Fix Mbp0Msg structure and add tests.
  • Add MakeCompressedReader and MakeCompressedWriter zstd helpers

v0.1.0 (2025-01-13)

  • Add dbn-go-tui text user interface 🔥
  • Add LiveClient now has GetDBNScanner and GetJsonScannr, depending on encoding.
  • Add InstrumenDefMsg and StatusMsg
  • Add OnStatusMsg and OnInstrumentDefMsg to Visitor interface
  • Add JsonScanner.GetLastRecord
  • Add ListFiles may now return JobExpiredError.
  • Add FeedMode JSON marshalling
  • Add new reference data STypes from DBN v0.20.0
  • Fix dbn-go-live JSON mode.
  • Fix ListJobs: typo in states and since is UTC
  • Fix Compression error message and convert-from-null

v0.0.13 (2024-06-13)

  • Add --json flags to many dbn-go-hist commands
  • Add --sin and --sout to tools
  • Add resolve command to dbn-go-hist

v0.0.12 (2024-06-07)

  • Add GetRange, SubmitJobs, ListFiles, and ListJobs to Hist API
  • Add some JSON marshallers
  • dbn-go-hist now has get-range, submit, jobs and files subcommands
  • dbn-go-hist now supports --file to supply lists of tickers

v0.0.11 (2024-06-03)

  • Expand dbn-go-hist tool and add tests/exercise_dbn-go-hist.sh example.
  • dbn-go-live supports multiple schemas and more args
  • Add the rest of the Historical Metadata API
  • Add custom slog Logger to LiveClient and cleanup logging
  • Updated for DBN 0.18.0 API changes

v0.0.10 (2024-05-30)

  • Live intraday replay fixes
  • dbn-go-live now support --start <iso8601>
  • Add dbn-go-hist for some historical queries

v0.0.9 (2024-05-29)

  • Fix DBN v1 compatibility issues for writing Metadata and reading SymbolMappingMsg

v0.0.8 (2024-05-28)

  • Add initial Live API support
  • Add Mbp1, Mbp10, Mbo, Error, SymbolMapping, System, Statistics
  • Add Dockerfile
  • Minor interface tweaks and bug fixes

v0.0.7 (2024-05-21)

  • Add more getters for DbnScanner
  • Add TsSymbolMap for historical symbology
  • Add Metadata.Write and YMDToTime
  • Fix broken IsInverseMapping

v0.0.6 (2024-05-16)

  • Add initial Hist API

v0.0.1 (2024-04-10)

  • Initial version