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ADD: Add new enums for DBEQ.PLUS
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‎CHANGELOG.md‎

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Original file line numberDiff line numberDiff line change
@@ -5,6 +5,7 @@
55
#### Enhancements
66
- Added `map_symbols` support for DBN data generated by the `Live` client
77
- Added support for file paths in `Live.add_stream`
8+
- Added new publisher values in preparation for DBEQ.PLUS
89

910
#### Bug fixes
1011
- Fixed an issue where `DBNStore.from_bytes` did not rewind seekable buffers

‎databento/common/publishers.py‎

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Original file line numberDiff line numberDiff line change
@@ -424,6 +424,16 @@ class Dataset(StringyMixin, str, Enum):
424424
NYSE Arca Integrated.
425425
IEXG_TOPS
426426
IEX TOPS.
427+
DBEQ_PLUS
428+
Databento Equities Plus.
429+
XNYS_BBO
430+
NYSE BBO.
431+
XNYS_TRADES
432+
NYSE Trades.
433+
XNAS_QBBO
434+
Nasdaq QBBO.
435+
XNAS_NLS
436+
Nasdaq NLS.
427437
428438
"""
429439

@@ -449,6 +459,11 @@ class Dataset(StringyMixin, str, Enum):
449459
DBEQ_BASIC = "DBEQ.BASIC"
450460
ARCX_PILLAR = "ARCX.PILLAR"
451461
IEXG_TOPS = "IEXG.TOPS"
462+
DBEQ_PLUS = "DBEQ.PLUS"
463+
XNYS_BBO = "XNYS.BBO"
464+
XNYS_TRADES = "XNYS.TRADES"
465+
XNAS_QBBO = "XNAS.QBBO"
466+
XNAS_NLS = "XNAS.NLS"
452467

453468
@classmethod
454469
def from_int(cls, value: int) -> Dataset:
@@ -499,6 +514,16 @@ def from_int(cls, value: int) -> Dataset:
499514
return Dataset.ARCX_PILLAR
500515
if value == 22:
501516
return Dataset.IEXG_TOPS
517+
if value == 23:
518+
return Dataset.DBEQ_PLUS
519+
if value == 24:
520+
return Dataset.XNYS_BBO
521+
if value == 25:
522+
return Dataset.XNYS_TRADES
523+
if value == 26:
524+
return Dataset.XNAS_QBBO
525+
if value == 27:
526+
return Dataset.XNAS_NLS
502527
raise ValueError(f"Integer value {value} does not correspond with any Dataset variant")
503528

504529
def to_int(self) -> int:
@@ -549,6 +574,16 @@ def to_int(self) -> int:
549574
return 21
550575
if self == Dataset.IEXG_TOPS:
551576
return 22
577+
if self == Dataset.DBEQ_PLUS:
578+
return 23
579+
if self == Dataset.XNYS_BBO:
580+
return 24
581+
if self == Dataset.XNYS_TRADES:
582+
return 25
583+
if self == Dataset.XNAS_QBBO:
584+
return 26
585+
if self == Dataset.XNAS_NLS:
586+
return 27
552587
raise ValueError("Invalid Dataset")
553588

554589
@property
@@ -600,6 +635,16 @@ def description(self) -> str:
600635
return "NYSE Arca Integrated"
601636
if self == Dataset.IEXG_TOPS:
602637
return "IEX TOPS"
638+
if self == Dataset.DBEQ_PLUS:
639+
return "Databento Equities Plus"
640+
if self == Dataset.XNYS_BBO:
641+
return "NYSE BBO"
642+
if self == Dataset.XNYS_TRADES:
643+
return "NYSE Trades"
644+
if self == Dataset.XNAS_QBBO:
645+
return "Nasdaq QBBO"
646+
if self == Dataset.XNAS_NLS:
647+
return "Nasdaq NLS"
603648
raise ValueError("Unexpected Dataset value")
604649

605650
@unique
@@ -694,6 +739,32 @@ class Publisher(StringyMixin, str, Enum):
694739
DBEQ Basic - MIAX Pearl.
695740
ARCX_PILLAR_ARCX
696741
NYSE Arca Integrated.
742+
XNYS_BBO_XNYS
743+
NYSE BBO.
744+
XNYS_TRADES_XNYS
745+
NYSE Trades.
746+
XNAS_QBBO_XNAS
747+
Nasdaq QBBO.
748+
XNAS_NLS_XNAS
749+
Nasdaq Trades.
750+
DBEQ_PLUS_XCHI
751+
DBEQ Plus - NYSE Chicago.
752+
DBEQ_PLUS_XCIS
753+
DBEQ Plus - NYSE National.
754+
DBEQ_PLUS_IEXG
755+
DBEQ Plus - IEX.
756+
DBEQ_PLUS_EPRL
757+
DBEQ Plus - MIAX Pearl.
758+
DBEQ_PLUS_XNAS
759+
DBEQ Plus - Nasdaq.
760+
DBEQ_PLUS_XNYS
761+
DBEQ Plus - NYSE.
762+
DBEQ_PLUS_FINN
763+
DBEQ Plus - FINRA/NYSE TRF.
764+
DBEQ_PLUS_FINY
765+
DBEQ Plus - FINRA/Nasdaq TRF Carteret.
766+
DBEQ_PLUS_FINC
767+
DBEQ Plus - FINRA/Nasdaq TRF Chicago.
697768
698769
"""
699770

@@ -740,6 +811,19 @@ class Publisher(StringyMixin, str, Enum):
740811
DBEQ_BASIC_IEXG = "DBEQ.BASIC.IEXG"
741812
DBEQ_BASIC_EPRL = "DBEQ.BASIC.EPRL"
742813
ARCX_PILLAR_ARCX = "ARCX.PILLAR.ARCX"
814+
XNYS_BBO_XNYS = "XNYS.BBO.XNYS"
815+
XNYS_TRADES_XNYS = "XNYS.TRADES.XNYS"
816+
XNAS_QBBO_XNAS = "XNAS.QBBO.XNAS"
817+
XNAS_NLS_XNAS = "XNAS.NLS.XNAS"
818+
DBEQ_PLUS_XCHI = "DBEQ.PLUS.XCHI"
819+
DBEQ_PLUS_XCIS = "DBEQ.PLUS.XCIS"
820+
DBEQ_PLUS_IEXG = "DBEQ.PLUS.IEXG"
821+
DBEQ_PLUS_EPRL = "DBEQ.PLUS.EPRL"
822+
DBEQ_PLUS_XNAS = "DBEQ.PLUS.XNAS"
823+
DBEQ_PLUS_XNYS = "DBEQ.PLUS.XNYS"
824+
DBEQ_PLUS_FINN = "DBEQ.PLUS.FINN"
825+
DBEQ_PLUS_FINY = "DBEQ.PLUS.FINY"
826+
DBEQ_PLUS_FINC = "DBEQ.PLUS.FINC"
743827

744828
@classmethod
745829
def from_int(cls, value: int) -> Publisher:
@@ -832,6 +916,32 @@ def from_int(cls, value: int) -> Publisher:
832916
return Publisher.DBEQ_BASIC_EPRL
833917
if value == 43:
834918
return Publisher.ARCX_PILLAR_ARCX
919+
if value == 44:
920+
return Publisher.XNYS_BBO_XNYS
921+
if value == 45:
922+
return Publisher.XNYS_TRADES_XNYS
923+
if value == 46:
924+
return Publisher.XNAS_QBBO_XNAS
925+
if value == 47:
926+
return Publisher.XNAS_NLS_XNAS
927+
if value == 48:
928+
return Publisher.DBEQ_PLUS_XCHI
929+
if value == 49:
930+
return Publisher.DBEQ_PLUS_XCIS
931+
if value == 50:
932+
return Publisher.DBEQ_PLUS_IEXG
933+
if value == 51:
934+
return Publisher.DBEQ_PLUS_EPRL
935+
if value == 52:
936+
return Publisher.DBEQ_PLUS_XNAS
937+
if value == 53:
938+
return Publisher.DBEQ_PLUS_XNYS
939+
if value == 54:
940+
return Publisher.DBEQ_PLUS_FINN
941+
if value == 55:
942+
return Publisher.DBEQ_PLUS_FINY
943+
if value == 56:
944+
return Publisher.DBEQ_PLUS_FINC
835945
raise ValueError(f"Integer value {value} does not correspond with any Publisher variant")
836946

837947
def to_int(self) -> int:
@@ -924,6 +1034,32 @@ def to_int(self) -> int:
9241034
return 42
9251035
if self == Publisher.ARCX_PILLAR_ARCX:
9261036
return 43
1037+
if self == Publisher.XNYS_BBO_XNYS:
1038+
return 44
1039+
if self == Publisher.XNYS_TRADES_XNYS:
1040+
return 45
1041+
if self == Publisher.XNAS_QBBO_XNAS:
1042+
return 46
1043+
if self == Publisher.XNAS_NLS_XNAS:
1044+
return 47
1045+
if self == Publisher.DBEQ_PLUS_XCHI:
1046+
return 48
1047+
if self == Publisher.DBEQ_PLUS_XCIS:
1048+
return 49
1049+
if self == Publisher.DBEQ_PLUS_IEXG:
1050+
return 50
1051+
if self == Publisher.DBEQ_PLUS_EPRL:
1052+
return 51
1053+
if self == Publisher.DBEQ_PLUS_XNAS:
1054+
return 52
1055+
if self == Publisher.DBEQ_PLUS_XNYS:
1056+
return 53
1057+
if self == Publisher.DBEQ_PLUS_FINN:
1058+
return 54
1059+
if self == Publisher.DBEQ_PLUS_FINY:
1060+
return 55
1061+
if self == Publisher.DBEQ_PLUS_FINC:
1062+
return 56
9271063
raise ValueError("Invalid Publisher")
9281064
@property
9291065
def venue(self) -> Venue:
@@ -1016,6 +1152,32 @@ def venue(self) -> Venue:
10161152
return Venue.EPRL
10171153
if self == Publisher.ARCX_PILLAR_ARCX:
10181154
return Venue.ARCX
1155+
if self == Publisher.XNYS_BBO_XNYS:
1156+
return Venue.XNYS
1157+
if self == Publisher.XNYS_TRADES_XNYS:
1158+
return Venue.XNYS
1159+
if self == Publisher.XNAS_QBBO_XNAS:
1160+
return Venue.XNAS
1161+
if self == Publisher.XNAS_NLS_XNAS:
1162+
return Venue.XNAS
1163+
if self == Publisher.DBEQ_PLUS_XCHI:
1164+
return Venue.XCHI
1165+
if self == Publisher.DBEQ_PLUS_XCIS:
1166+
return Venue.XCIS
1167+
if self == Publisher.DBEQ_PLUS_IEXG:
1168+
return Venue.IEXG
1169+
if self == Publisher.DBEQ_PLUS_EPRL:
1170+
return Venue.EPRL
1171+
if self == Publisher.DBEQ_PLUS_XNAS:
1172+
return Venue.XNAS
1173+
if self == Publisher.DBEQ_PLUS_XNYS:
1174+
return Venue.XNYS
1175+
if self == Publisher.DBEQ_PLUS_FINN:
1176+
return Venue.FINN
1177+
if self == Publisher.DBEQ_PLUS_FINY:
1178+
return Venue.FINY
1179+
if self == Publisher.DBEQ_PLUS_FINC:
1180+
return Venue.FINC
10191181
raise ValueError("Unexpected Publisher value")
10201182
@property
10211183
def dataset(self) -> Dataset:
@@ -1108,6 +1270,32 @@ def dataset(self) -> Dataset:
11081270
return Dataset.DBEQ_BASIC
11091271
if self == Publisher.ARCX_PILLAR_ARCX:
11101272
return Dataset.ARCX_PILLAR
1273+
if self == Publisher.XNYS_BBO_XNYS:
1274+
return Dataset.XNYS_BBO
1275+
if self == Publisher.XNYS_TRADES_XNYS:
1276+
return Dataset.XNYS_TRADES
1277+
if self == Publisher.XNAS_QBBO_XNAS:
1278+
return Dataset.XNAS_QBBO
1279+
if self == Publisher.XNAS_NLS_XNAS:
1280+
return Dataset.XNAS_NLS
1281+
if self == Publisher.DBEQ_PLUS_XCHI:
1282+
return Dataset.DBEQ_PLUS
1283+
if self == Publisher.DBEQ_PLUS_XCIS:
1284+
return Dataset.DBEQ_PLUS
1285+
if self == Publisher.DBEQ_PLUS_IEXG:
1286+
return Dataset.DBEQ_PLUS
1287+
if self == Publisher.DBEQ_PLUS_EPRL:
1288+
return Dataset.DBEQ_PLUS
1289+
if self == Publisher.DBEQ_PLUS_XNAS:
1290+
return Dataset.DBEQ_PLUS
1291+
if self == Publisher.DBEQ_PLUS_XNYS:
1292+
return Dataset.DBEQ_PLUS
1293+
if self == Publisher.DBEQ_PLUS_FINN:
1294+
return Dataset.DBEQ_PLUS
1295+
if self == Publisher.DBEQ_PLUS_FINY:
1296+
return Dataset.DBEQ_PLUS
1297+
if self == Publisher.DBEQ_PLUS_FINC:
1298+
return Dataset.DBEQ_PLUS
11111299
raise ValueError("Unexpected Publisher value")
11121300

11131301
@property
@@ -1201,4 +1389,30 @@ def description(self) -> str:
12011389
return "DBEQ Basic - MIAX Pearl"
12021390
if self == Publisher.ARCX_PILLAR_ARCX:
12031391
return "NYSE Arca Integrated"
1392+
if self == Publisher.XNYS_BBO_XNYS:
1393+
return "NYSE BBO"
1394+
if self == Publisher.XNYS_TRADES_XNYS:
1395+
return "NYSE Trades"
1396+
if self == Publisher.XNAS_QBBO_XNAS:
1397+
return "Nasdaq QBBO"
1398+
if self == Publisher.XNAS_NLS_XNAS:
1399+
return "Nasdaq Trades"
1400+
if self == Publisher.DBEQ_PLUS_XCHI:
1401+
return "DBEQ Plus - NYSE Chicago"
1402+
if self == Publisher.DBEQ_PLUS_XCIS:
1403+
return "DBEQ Plus - NYSE National"
1404+
if self == Publisher.DBEQ_PLUS_IEXG:
1405+
return "DBEQ Plus - IEX"
1406+
if self == Publisher.DBEQ_PLUS_EPRL:
1407+
return "DBEQ Plus - MIAX Pearl"
1408+
if self == Publisher.DBEQ_PLUS_XNAS:
1409+
return "DBEQ Plus - Nasdaq"
1410+
if self == Publisher.DBEQ_PLUS_XNYS:
1411+
return "DBEQ Plus - NYSE"
1412+
if self == Publisher.DBEQ_PLUS_FINN:
1413+
return "DBEQ Plus - FINRA/NYSE TRF"
1414+
if self == Publisher.DBEQ_PLUS_FINY:
1415+
return "DBEQ Plus - FINRA/Nasdaq TRF Carteret"
1416+
if self == Publisher.DBEQ_PLUS_FINC:
1417+
return "DBEQ Plus - FINRA/Nasdaq TRF Chicago"
12041418
raise ValueError("Unexpected Publisher value")

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