VER: Release 0.53.0

See release notes.

Author: nmacholl

CHANGELOG.md

@@ -1,5 +1,15 @@
 # Changelog
 
+## 0.53.0 - 2025-04-29
+
+#### Enhancements
+- Upgraded `databento-dbn` to 0.33.1
+  - Added `SystemCode` and `ErrorCode` enums to indicate types of system and error messages
+  - Added `code()` methods to SystemMsg and ErrorMsg to retrieve the enum value if one exists and equivalent properties in Python
+
+#### Bug fixes
+- Fixed issue where all `SystemMsg` records were logged as gateway heartbeats
+
 ## 0.52.0 - 2025-04-15
 
 #### Enhancements

README.md

@@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.9 and
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
 - python = "^3.9"
 - aiohttp = "^3.8.3"
-- databento-dbn = "0.32.0"
+- databento-dbn = "0.33.1"
 - numpy= ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

databento/historical/api/batch.py

@@ -95,11 +95,13 @@ def submit_job(
         schema : Schema or str {'mbo', 'mbp-1', 'mbp-10', 'trades', 'tbbo', 'ohlcv-1s', 'ohlcv-1m', 'ohlcv-1h', 'ohlcv-1d', 'definition', 'statistics', 'status'}, default 'trades'  # noqa
             The data record schema for the request.
         start : pd.Timestamp, datetime, date, str, or int
-            The start datetime of the request time range (inclusive).
+            The start of the request time range (inclusive).
+            Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
         end : pd.Timestamp, datetime, date, str, or int, optional
-            The end datetime of the request time range (exclusive).
+            The end of the request time range (exclusive).
+            Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
             Defaults to the forward filled value of `start` based on the resolution provided.

databento/historical/api/timeseries.py

@@ -61,10 +61,12 @@ def get_range(
             The dataset code (string identifier) for the request.
         start : pd.Timestamp, datetime, date, str, or int
             The start datetime of the request time range (inclusive).
+            Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
         end : pd.Timestamp, datetime, date, str, or int, optional
             The end datetime of the request time range (exclusive).
+            Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
             Defaults to the forward filled value of `start` based on the resolution provided.
@@ -156,11 +158,13 @@ async def get_range_async(
         dataset : Dataset or str
             The dataset code (string identifier) for the request.
         start : pd.Timestamp, datetime, date, str, or int
-            The start datetime of the request time range (inclusive).
+            The start of the request time range (inclusive).
+            Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
         end : pd.Timestamp, datetime, date, str, or int, optional
-            The end datetime of the request time range (exclusive).
+            The end of the request time range (exclusive).
+            Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
             Defaults to the forward filled value of `start` based on the resolution provided.

databento/live/protocol.py

@@ -374,7 +374,7 @@ def _process_dbn(self, data: bytes) -> None:
                     )
                     self._error_msgs.append(record.err)
                 elif isinstance(record, databento_dbn.SystemMsg):
-                    if record.is_heartbeat:
+                    if record.is_heartbeat():
                         logger.debug("gateway heartbeat")
                     else:
                         logger.info(

databento/version.py

@@ -1 +1 @@
-__version__ = "0.52.0"
+__version__ = "0.53.0"

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento"
-version = "0.52.0"
+version = "0.53.0"
 description = "Official Python client library for Databento"
 authors = [
     "Databento <[email protected]>",
@@ -32,7 +32,7 @@ aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "0.32.0"
+databento-dbn = "0.33.1"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = ">=1.26.0", python = "^3.12"}