VER: Release 0.55.1

See release notes.

Author: nmacholl

CHANGELOG.md

@@ -1,5 +1,10 @@
 # Changelog
 
+## 0.55.1 - 2025-06-02
+
+#### Bug fixes
+- Fixed decoding of DBN versions 1 and 2 statistics in `DBNStore.to_df()`
+
 ## 0.55.0 - 2025-05-29
 
 #### Enhancements

databento/common/constants.py

@@ -6,7 +6,6 @@
 from databento_dbn import CMBP1Msg
 from databento_dbn import ImbalanceMsg
 from databento_dbn import InstrumentDefMsg
-from databento_dbn import InstrumentDefMsgV1
 from databento_dbn import MBOMsg
 from databento_dbn import MBP1Msg
 from databento_dbn import MBP10Msg
@@ -15,6 +14,8 @@
 from databento_dbn import StatMsg
 from databento_dbn import StatusMsg
 from databento_dbn import TradeMsg
+from databento_dbn import v1
+from databento_dbn import v2
 
 from databento.common.types import DBNRecord
 
@@ -51,26 +52,48 @@
     Schema.BBO_1M: BBOMsg,
 }
 
+SCHEMA_STRUCT_MAP_V2: Final[dict[Schema, type[DBNRecord]]] = {
+    Schema.DEFINITION: v2.InstrumentDefMsg,
+    Schema.IMBALANCE: v2.ImbalanceMsg,
+    Schema.MBO: v2.MBOMsg,
+    Schema.MBP_1: v2.MBP1Msg,
+    Schema.MBP_10: v2.MBP10Msg,
+    Schema.OHLCV_1S: v2.OHLCVMsg,
+    Schema.OHLCV_1M: v2.OHLCVMsg,
+    Schema.OHLCV_1H: v2.OHLCVMsg,
+    Schema.OHLCV_1D: v2.OHLCVMsg,
+    Schema.STATISTICS: v2.StatMsg,
+    Schema.STATUS: v2.StatusMsg,
+    Schema.TBBO: v2.MBP1Msg,
+    Schema.TRADES: v2.TradeMsg,
+    Schema.CMBP_1: v2.CMBP1Msg,
+    Schema.CBBO_1S: v2.CBBOMsg,
+    Schema.CBBO_1M: v2.CBBOMsg,
+    Schema.TCBBO: v2.CBBOMsg,
+    Schema.BBO_1S: v2.BBOMsg,
+    Schema.BBO_1M: v2.BBOMsg,
+}
+
 SCHEMA_STRUCT_MAP_V1: Final[dict[Schema, type[DBNRecord]]] = {
-    Schema.DEFINITION: InstrumentDefMsgV1,
-    Schema.IMBALANCE: ImbalanceMsg,
-    Schema.MBO: MBOMsg,
-    Schema.MBP_1: MBP1Msg,
-    Schema.MBP_10: MBP10Msg,
-    Schema.OHLCV_1S: OHLCVMsg,
-    Schema.OHLCV_1M: OHLCVMsg,
-    Schema.OHLCV_1H: OHLCVMsg,
-    Schema.OHLCV_1D: OHLCVMsg,
-    Schema.STATISTICS: StatMsg,
-    Schema.STATUS: StatusMsg,
-    Schema.TBBO: MBP1Msg,
-    Schema.TRADES: TradeMsg,
-    Schema.CMBP_1: CMBP1Msg,
-    Schema.CBBO_1S: CBBOMsg,
-    Schema.CBBO_1M: CBBOMsg,
-    Schema.TCBBO: CBBOMsg,
-    Schema.BBO_1S: BBOMsg,
-    Schema.BBO_1M: BBOMsg,
+    Schema.DEFINITION: v1.InstrumentDefMsg,
+    Schema.IMBALANCE: v1.ImbalanceMsg,
+    Schema.MBO: v1.MBOMsg,
+    Schema.MBP_1: v1.MBP1Msg,
+    Schema.MBP_10: v1.MBP10Msg,
+    Schema.OHLCV_1S: v1.OHLCVMsg,
+    Schema.OHLCV_1M: v1.OHLCVMsg,
+    Schema.OHLCV_1H: v1.OHLCVMsg,
+    Schema.OHLCV_1D: v1.OHLCVMsg,
+    Schema.STATISTICS: v1.StatMsg,
+    Schema.STATUS: v1.StatusMsg,
+    Schema.TBBO: v1.MBP1Msg,
+    Schema.TRADES: v1.TradeMsg,
+    Schema.CMBP_1: v1.CMBP1Msg,
+    Schema.CBBO_1S: v1.CBBOMsg,
+    Schema.CBBO_1M: v1.CBBOMsg,
+    Schema.TCBBO: v1.CBBOMsg,
+    Schema.BBO_1S: v1.BBOMsg,
+    Schema.BBO_1M: v1.BBOMsg,
 }
 
 

databento/common/dbnstore.py

@@ -37,6 +37,7 @@
 from databento_dbn import Encoding
 from databento_dbn import InstrumentDefMsg
 from databento_dbn import InstrumentDefMsgV1
+from databento_dbn import InstrumentDefMsgV2
 from databento_dbn import Metadata
 from databento_dbn import RType
 from databento_dbn import Schema
@@ -47,6 +48,7 @@
 from databento.common.constants import DEFINITION_TYPE_MAX_MAP
 from databento.common.constants import SCHEMA_STRUCT_MAP
 from databento.common.constants import SCHEMA_STRUCT_MAP_V1
+from databento.common.constants import SCHEMA_STRUCT_MAP_V2
 from databento.common.enums import PriceType
 from databento.common.error import BentoError
 from databento.common.error import BentoWarning
@@ -1314,6 +1316,8 @@ def _schema_struct_map(self) -> dict[Schema, type[DBNRecord]]:
         """
         if self.metadata.version == 1:
             return SCHEMA_STRUCT_MAP_V1
+        if self.metadata.version == 2:
+            return SCHEMA_STRUCT_MAP_V2
         return SCHEMA_STRUCT_MAP
 
 
@@ -1456,7 +1460,7 @@ def __next__(self) -> pd.DataFrame:
             columns=self._struct_type._ordered_fields,
         )
 
-        if self._struct_type in (InstrumentDefMsg, InstrumentDefMsgV1):
+        if self._struct_type in (InstrumentDefMsg, InstrumentDefMsgV1, InstrumentDefMsgV2):
             self._format_definition_fields(df)
 
         self._format_hidden_fields(df)

databento/version.py

@@ -1 +1 @@
-__version__ = "0.55.0"
+__version__ = "0.55.1"

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento"
-version = "0.55.0"
+version = "0.55.1"
 description = "Official Python client library for Databento"
 authors = [
     "Databento <[email protected]>",