ADD: Add F_SNAPSHOT flag for replayed data

Author: Zach Banks

databento/common/enums.py

@@ -136,6 +136,8 @@ class Flags(Enum):
 
     # Last message in the packet from the venue for a given `product_id`
     F_LAST = 1 << 7
+    # Message sourced from a replay, such as a snapshot server
+    F_SNAPSHOT = 1 << 5
     # Aggregated price level message, not an individual order
     F_MBP = 1 << 4
     # The `ts_recv` value is inaccurate (clock issues or reordering)

databento/common/parsing.py

@@ -284,6 +284,7 @@ def parse_flags(value: int, apply_bitmask: bool = False) -> List[str]:
 
     Possible values include:
      - F_LAST: Last message in the packet from the venue for a given `product_id`
+     - F_SNAPSHOT: Message sourced from a replay, such as a snapshot server
      - F_MBP: Aggregated price level message, not an individual order
      - F_BAD_TS_RECV: The `ts_recv` value is inaccurate (clock issues or reordering)