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Jack Culhane
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ADD: Add OPRA participant MIAX Sapphire
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CHANGELOG.md

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@@ -2,6 +2,9 @@
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## 0.24.1 - TBD
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##### Enhancements
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- Added new publisher value for OPRA MIAX Sapphire
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#### Bug fixes
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- Fixed issue where a large unreadable symbol subscription message could be sent
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databento/common/publishers.py

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@@ -97,6 +97,8 @@ class Venue(StringyMixin, str, Enum):
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ICE Endex.
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DBEQ
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Databento Equities - Consolidated.
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SPHR
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MIAX Sapphire.
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"""
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@@ -140,6 +142,7 @@ class Venue(StringyMixin, str, Enum):
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IFEU = "IFEU"
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NDEX = "NDEX"
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DBEQ = "DBEQ"
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SPHR = "SPHR"
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@classmethod
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def from_int(cls, value: int) -> Venue:
@@ -226,6 +229,8 @@ def from_int(cls, value: int) -> Venue:
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return Venue.NDEX
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if value == 40:
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return Venue.DBEQ
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if value == 41:
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return Venue.SPHR
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raise ValueError(f"Integer value {value} does not correspond with any Venue variant")
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def to_int(self) -> int:
@@ -312,6 +317,8 @@ def to_int(self) -> int:
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return 39
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if self == Venue.DBEQ:
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return 40
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if self == Venue.SPHR:
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return 41
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raise ValueError("Invalid Venue")
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@property
@@ -399,6 +406,8 @@ def description(self) -> str:
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return "ICE Endex"
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if self == Venue.DBEQ:
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return "Databento Equities - Consolidated"
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if self == Venue.SPHR:
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return "MIAX Sapphire"
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raise ValueError("Unexpected Venue value")
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@unique
@@ -818,6 +827,8 @@ class Publisher(StringyMixin, str, Enum):
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DBEQ Basic - Consolidated.
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DBEQ_PLUS_DBEQ
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DBEQ Plus - Consolidated.
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OPRA_PILLAR_SPHR
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OPRA - MIAX Sapphire.
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"""
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@@ -881,6 +892,7 @@ class Publisher(StringyMixin, str, Enum):
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NDEX_IMPACT_NDEX = "NDEX.IMPACT.NDEX"
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DBEQ_BASIC_DBEQ = "DBEQ.BASIC.DBEQ"
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DBEQ_PLUS_DBEQ = "DBEQ.PLUS.DBEQ"
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OPRA_PILLAR_SPHR = "OPRA.PILLAR.SPHR"
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@classmethod
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def from_int(cls, value: int) -> Publisher:
@@ -1007,6 +1019,8 @@ def from_int(cls, value: int) -> Publisher:
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return Publisher.DBEQ_BASIC_DBEQ
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if value == 60:
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return Publisher.DBEQ_PLUS_DBEQ
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if value == 61:
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return Publisher.OPRA_PILLAR_SPHR
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raise ValueError(f"Integer value {value} does not correspond with any Publisher variant")
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def to_int(self) -> int:
@@ -1133,6 +1147,8 @@ def to_int(self) -> int:
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return 59
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if self == Publisher.DBEQ_PLUS_DBEQ:
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return 60
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if self == Publisher.OPRA_PILLAR_SPHR:
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return 61
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raise ValueError("Invalid Publisher")
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@property
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def venue(self) -> Venue:
@@ -1259,6 +1275,8 @@ def venue(self) -> Venue:
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return Venue.DBEQ
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if self == Publisher.DBEQ_PLUS_DBEQ:
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return Venue.DBEQ
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if self == Publisher.OPRA_PILLAR_SPHR:
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return Venue.SPHR
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raise ValueError("Unexpected Publisher value")
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@property
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def dataset(self) -> Dataset:
@@ -1385,6 +1403,8 @@ def dataset(self) -> Dataset:
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return Dataset.DBEQ_BASIC
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if self == Publisher.DBEQ_PLUS_DBEQ:
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return Dataset.DBEQ_PLUS
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if self == Publisher.OPRA_PILLAR_SPHR:
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return Dataset.OPRA_PILLAR
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raise ValueError("Unexpected Publisher value")
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@property
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return "DBEQ Basic - Consolidated"
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if self == Publisher.DBEQ_PLUS_DBEQ:
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return "DBEQ Plus - Consolidated"
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if self == Publisher.OPRA_PILLAR_SPHR:
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return "OPRA - MIAX Sapphire"
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raise ValueError("Unexpected Publisher value")

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