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ADD: Add new dataset EQUS.MINI
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CHANGELOG.md

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@@ -2,11 +2,15 @@
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## 0.48.0 - TBD
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#### Breaking changes
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- Updated enumerations for unreleased datasets and publishers.
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#### Enhancements
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- Added export of `StatusAction` enum from `databento_dbn` to the root `databento` package
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- Added export of `StatusReason` enum from `databento_dbn` to the root `databento` package
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- Added export of `TradingEvent` enum from `databento_dbn` to the root `databento` package
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- Removed upper bound for supported `python` versions; the constraint is now `^3.9`
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- Added new dataset `EQUS.MINI` and new publisher `EQUS.MINI.EQUS`
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#### Bug fixes
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- Fixed an issue where sending a `KeyboardInterrupt` during iteration of the `Live` client could block execution waiting for the connection to close

databento/common/publishers.py

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@@ -538,6 +538,8 @@ class Dataset(StringyMixin, str, Enum):
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NYSE National Trades and BBO.
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XNYS_TRADESBBO
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NYSE Trades and BBO.
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EQUS_MINI
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Databento US Equities Mini.
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"""
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@@ -575,6 +577,7 @@ class Dataset(StringyMixin, str, Enum):
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EQUS_SUMMARY = "EQUS.SUMMARY"
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XCIS_TRADESBBO = "XCIS.TRADESBBO"
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XNYS_TRADESBBO = "XNYS.TRADESBBO"
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EQUS_MINI = "EQUS.MINI"
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@classmethod
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def from_int(cls, value: int) -> Dataset:
@@ -649,6 +652,8 @@ def from_int(cls, value: int) -> Dataset:
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return Dataset.XCIS_TRADESBBO
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if value == 34:
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return Dataset.XNYS_TRADESBBO
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if value == 35:
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return Dataset.EQUS_MINI
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raise ValueError(f"Integer value {value} does not correspond with any Dataset variant")
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def to_int(self) -> int:
@@ -723,6 +728,8 @@ def to_int(self) -> int:
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return 33
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if self == Dataset.XNYS_TRADESBBO:
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return 34
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if self == Dataset.EQUS_MINI:
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return 35
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raise ValueError("Invalid Dataset")
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@property
@@ -798,6 +805,8 @@ def description(self) -> str:
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return "NYSE National Trades and BBO"
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if self == Dataset.XNYS_TRADESBBO:
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return "NYSE Trades and BBO"
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if self == Dataset.EQUS_MINI:
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return "Databento US Equities Mini"
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raise ValueError("Unexpected Dataset value")
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@@ -995,6 +1004,8 @@ class Publisher(StringyMixin, str, Enum):
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Nasdaq Basic - Consolidated.
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EQUS_ALL_EQUS
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Databento US Equities (All Feeds) - Consolidated.
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EQUS_MINI_EQUS
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Databento US Equities Mini.
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"""
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@@ -1092,6 +1103,7 @@ class Publisher(StringyMixin, str, Enum):
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XNYS_TRADESBBO_XNYS = "XNYS.TRADESBBO.XNYS"
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XNAS_BASIC_EQUS = "XNAS.BASIC.EQUS"
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EQUS_ALL_EQUS = "EQUS.ALL.EQUS"
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EQUS_MINI_EQUS = "EQUS.MINI.EQUS"
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@classmethod
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def from_int(cls, value: int) -> Publisher:
@@ -1286,6 +1298,8 @@ def from_int(cls, value: int) -> Publisher:
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return Publisher.XNAS_BASIC_EQUS
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if value == 94:
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return Publisher.EQUS_ALL_EQUS
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if value == 95:
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return Publisher.EQUS_MINI_EQUS
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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:
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return 93
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if self == Publisher.EQUS_ALL_EQUS:
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return 94
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if self == Publisher.EQUS_MINI_EQUS:
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return 95
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raise ValueError("Invalid Publisher")
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@property
@@ -1675,6 +1691,8 @@ def venue(self) -> Venue:
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return Venue.EQUS
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if self == Publisher.EQUS_ALL_EQUS:
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return Venue.EQUS
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if self == Publisher.EQUS_MINI_EQUS:
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return Venue.EQUS
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raise ValueError("Unexpected Publisher value")
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@property
@@ -1870,6 +1888,8 @@ def dataset(self) -> Dataset:
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return Dataset.XNAS_BASIC
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if self == Publisher.EQUS_ALL_EQUS:
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return Dataset.EQUS_ALL
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if self == Publisher.EQUS_MINI_EQUS:
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return Dataset.EQUS_MINI
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raise ValueError("Unexpected Publisher value")
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@property
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return "Nasdaq Basic - Consolidated"
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if self == Publisher.EQUS_ALL_EQUS:
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return "Databento US Equities (All Feeds) - Consolidated"
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if self == Publisher.EQUS_MINI_EQUS:
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return "Databento US Equities Mini"
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raise ValueError("Unexpected Publisher value")

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