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1 | 1 | # Changelog |
2 | 2 |
|
3 | 3 | ## 0.14.1 - 2023-06-16 |
| 4 | + |
4 | 5 | - Fixed issue where `DBNStore.to_df()` would raise an exception if no records were present |
5 | 6 | - Fixed exception message when creating a DBNStore from an empty data source |
6 | 7 |
|
7 | 8 | ## 0.14.0 - 2023-06-14 |
8 | | -- Added support for reusing a `Live` client to reconnect |
9 | | -- Added `metadata` property to `Live` |
| 9 | + |
| 10 | +#### Enhancements |
10 | 11 | - Added `DatatbentoLiveProtocol` class |
| 12 | +- Added `metadata` property to `Live` |
| 13 | +- Added support for reusing a `Live` client to reconnect |
11 | 14 | - Added support for emitting warnings in API response headers |
12 | | -- Changed iteration of `Live` to no longer yield DBN metadata |
13 | | -- Changed `Live` callbacks to no longer yield DBN metadata |
14 | | -- Fixed issue where `Historical.timeseries.get_range` would write empty files on error |
15 | | -- Fixed issue with `numpy` types not being handled in symbols field |
| 15 | +- Relaxed 10 minute minimum request time range restriction |
16 | 16 | - Upgraded `aiohttp` to 3.8.3 |
17 | 17 | - Upgraded `numpy` to to 1.23.5 |
18 | 18 | - Upgraded `pandas` to to 1.5.3 |
19 | 19 | - Upgraded `requests` to to 2.28.1 |
20 | 20 | - Upgraded `zstandard` to to 0.21.0 |
21 | | -- Removed 10 minute minimum request time range restriction |
| 21 | + |
| 22 | +#### Breaking changes |
22 | 23 | - Removed support for Python 3.7 |
| 24 | +- Renamed `symbol` to `raw_symbol` in definition schema when converting to a DataFrame |
| 25 | +- Changed iteration of `Live` to no longer yield DBN metadata |
| 26 | +- Changed `Live` callbacks to no longer yield DBN metadata |
| 27 | + |
| 28 | +#### Bug fixes |
| 29 | +- Fixed issue where `Historical.timeseries.get_range` would write empty files on error |
| 30 | +- Fixed issue with `numpy` types not being handled in symbols field |
| 31 | +- Fixed optional `end` parameter for `batch.submit_job(...)` |
23 | 32 |
|
24 | 33 | ## 0.13.0 - 2023-06-02 |
| 34 | + |
| 35 | +#### Enhancements |
25 | 36 | - Added support for `statistics` schema |
26 | 37 | - Added batch download support data files (`condition.json` and `symbology.json`) |
27 | | -- Upgraded `databento-dbn` to 0.6.1 |
28 | 38 | - Renamed `booklevel` MBP field to `levels` for brevity and consistent naming |
| 39 | +- Upgraded `databento-dbn` to 0.6.1 |
| 40 | + |
| 41 | +#### Breaking changes |
29 | 42 | - Changed `flags` field to an unsigned int |
30 | 43 | - Changed default of `ts_out` to `False` for `Live` client |
31 | 44 | - Changed `instrument_class` DataFrame representation to be consistent with other `char` types |
|
34 | 47 | - Removed support for legacy stypes |
35 | 48 |
|
36 | 49 | ## 0.12.0 - 2023-05-01 |
| 50 | + |
| 51 | +#### Enhancements |
37 | 52 | - Added `Live` client for connecting to Databento's live service |
| 53 | +- Added `degraded`, `pending` and `missing` condition variants for `batch.get_dataset_condition` |
| 54 | +- Added `last_modified_date` field to `batch.get_dataset_condition` response |
38 | 55 | - Upgraded `databento-dbn` to 0.5.0 |
39 | 56 | - Upgraded `DBNStore` to support mixed schema types to support live data |
| 57 | + |
| 58 | +#### Breaking changes |
40 | 59 | - Changed iteration `DBNStore` to return record types from `databento-dbn` instead of numpy arrays |
41 | | -- Removed `dtype` property from `DBNStore` |
42 | | -- Removed `record_size` property from `DBNStore` |
43 | 60 | - Renamed the `cost` field to `cost_usd` for `batch.submit_job` and `batch.list_jobs` (value now expressed as US dollars) |
44 | | -- Removed `bad` condition variant from `batch.get_dataset_condition` |
45 | | -- Added `degraded`, `pending` and `missing` condition variants for `batch.get_dataset_condition` |
46 | | -- Added `last_modified_date` field to `batch.get_dataset_condition` response |
47 | 61 | - Renamed `product_id` field to `instrument_id` |
48 | 62 | - Renamed `symbol` field in definitions to `raw_symbol` |
49 | | -- Deprecated `SType.PRODUCT_ID` to `SType.INSTRUMENT_ID` |
50 | | -- Deprecated `SType.NATIVE` to `SType.RAW_SYMBOL` |
51 | | -- Deprecated `SType.SMART` to `SType.PARENT` and `SType.CONTINUOUS` |
| 63 | +- Removed `dtype` property from `DBNStore` |
| 64 | +- Removed `record_size` property from `DBNStore` |
| 65 | +- Removed `bad` condition variant from `batch.get_dataset_condition` |
52 | 66 | - Removed unused `LiveGateway` enum |
53 | 67 | - Removed `STATSTICS` from `Schema` enum |
54 | 68 | - Removed `STATUS` from `Schema` enum |
55 | 69 | - Removed `GATEWAY_ERROR` from `Schema` enum |
56 | 70 | - Removed `SYMBOL_MAPPING` from `Schema` enum |
57 | 71 |
|
| 72 | +#### Deprecations |
| 73 | +- Deprecated `SType.PRODUCT_ID` to `SType.INSTRUMENT_ID` |
| 74 | +- Deprecated `SType.NATIVE` to `SType.RAW_SYMBOL` |
| 75 | +- Deprecated `SType.SMART` to `SType.PARENT` and `SType.CONTINUOUS` |
| 76 | + |
58 | 77 | ## 0.11.0 - 2023-04-13 |
| 78 | + |
59 | 79 | - Changed `end` and `end_date` to optional to support new forward-fill behaviour |
60 | 80 | - Upgraded `zstandard` to 0.20.0 |
61 | 81 |
|
62 | 82 | ## 0.10.0 - 2023-04-07 |
| 83 | + |
| 84 | +#### Enhancements |
| 85 | +- Added support for `imbalance` schema |
| 86 | +- Added `instrument_class`, `strike_price`, and `strike_price_currency` to definition |
| 87 | + schema |
| 88 | +- Changed parsing of `end` and `end_date` params throughout the API |
| 89 | +- Improved exception messages for server and client timeouts |
63 | 90 | - Upgraded `databento-dbn` to 0.4.3 |
| 91 | + |
| 92 | +#### Breaking changes |
64 | 93 | - Renamed `Bento` class to `DBNStore` |
65 | 94 | - Removed `metadata.list_compressions` (redundant with docs) |
66 | 95 | - Removed `metadata.list_encodings` (redundant with docs) |
67 | 96 | - Removed optional `start` and `end` params from `metadata.list_schemas` (redundant) |
68 | 97 | - Removed `related` and `related_security_id` from definition schema |
69 | | -- Added `instrument_class`, `strike_price`, and `strike_price_currency` to definition |
70 | | - schema |
71 | | -- Added support for `imbalance` schema |
72 | | -- Improved exception messages for server and client timeouts |
73 | 98 |
|
74 | 99 | ## 0.9.0 - 2023-03-10 |
75 | | -- Removed `record_count` property from Bento class |
76 | | -- Fixed bug in `Bento` where invalid metadata would prevent iteration |
| 100 | + |
| 101 | +#### Enhancements |
77 | 102 | - Improved use of the logging module |
| 103 | + |
| 104 | +#### Breaking changes |
| 105 | +- Removed `record_count` property from Bento class |
78 | 106 | - Changed `metadata.get_dataset_condition` response to a list of condition per date |
79 | 107 |
|
| 108 | +#### Bug fixes |
| 109 | +- Fixed bug in `Bento` where invalid metadata would prevent iteration |
| 110 | + |
80 | 111 | ## 0.8.1 - 2023-03-05 |
81 | | -- Fixed bug in `Bento` iteration where multiple readers were created |
| 112 | + |
| 113 | +#### Enhancements |
82 | 114 | - Added `from_dbn` convenience alias for loading DBN files |
83 | 115 |
|
| 116 | +#### Bug fixes |
| 117 | +- Fixed bug in `Bento` iteration where multiple readers were created |
| 118 | + |
84 | 119 | ## 0.8.0 - 2023-03-03 |
85 | | -- Integrated DBN encoding 0.3.2 |
86 | | -- Renamed `timeseries.stream` to `timeseries.get_range` |
87 | | -- Renamed `timeseries.stream_async` to `timeseries.get_range_async` |
88 | | -- Deprecated `timeseries.stream(...)` method |
89 | | -- Deprecated `timeseries.stream_async(...)` method |
| 120 | + |
| 121 | +#### Enhancements |
90 | 122 | - Added `batch.list_files(...)` method |
91 | 123 | - Added `batch.download(...)` method |
92 | 124 | - Added `batch.download_async(...)` method |
| 125 | +- Integrated DBN encoding 0.3.2 |
| 126 | + |
| 127 | +#### Breaking changes |
| 128 | +- Dropped support for DBZ encoding |
| 129 | +- Renamed `timeseries.stream` to `timeseries.get_range` |
| 130 | +- Renamed `timeseries.stream_async` to `timeseries.get_range_async` |
93 | 131 | - Changed `.to_df(...)` `pretty_ts` default argument to `True` |
94 | 132 | - Changed `.to_df(...)` `pretty_px` default argument to `True` |
95 | 133 | - Changed `.to_df(...)` `map_symbols` default argument to `True` |
96 | | -- Drop support for DBZ encoding |
| 134 | + |
| 135 | +#### Deprecations |
| 136 | +- Deprecated `timeseries.stream(...)` method |
| 137 | +- Deprecated `timeseries.stream_async(...)` method |
97 | 138 |
|
98 | 139 | ## 0.7.0 - 2023-01-10 |
| 140 | + |
99 | 141 | - Added support for `definition` schema |
100 | 142 | - Updated `Flags` enum |
101 | 143 | - Upgraded `dbz-python` to 0.2.1 |
102 | 144 | - Upgraded `zstandard` to 0.19.0 |
103 | 145 |
|
104 | 146 | ## 0.6.0 - 2022-12-02 |
| 147 | + |
105 | 148 | - Added `metadata.get_dataset_condition` method to `Historical` client |
106 | 149 | - Upgraded `dbz-python` to 0.2.0 |
107 | 150 |
|
108 | 151 | ## 0.5.0 - 2022-11-07 |
| 152 | + |
109 | 153 | - Fixed dataframe columns for derived data schemas (dropped `channel_id`) |
110 | 154 | - Fixed `batch.submit_job` requests for `dbz` encoding |
111 | 155 | - Updated `quickstart.ipynb` jupyter notebook |
112 | 156 |
|
113 | 157 | ## 0.4.0 - 2022-09-14 |
| 158 | + |
114 | 159 | - Upgraded `dbz-python` to 0.1.5 |
115 | 160 | - Added `map_symbols` option for `.to_df()` (experimental) |
116 | 161 |
|
117 | 162 | ## 0.3.0 - 2022-08-30 |
| 163 | + |
118 | 164 | - Initial release |
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