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ADD: Add defs for DBEQ.MAX
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‎databento/common/publishers.py‎

Lines changed: 265 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -99,6 +99,8 @@ class Venue(StringyMixin, str, Enum):
9999
Databento Equities - Consolidated.
100100
SPHR
101101
MIAX Sapphire.
102+
LTSE
103+
Long-Term Stock Exchange, Inc..
102104
103105
"""
104106

@@ -143,6 +145,7 @@ class Venue(StringyMixin, str, Enum):
143145
NDEX = "NDEX"
144146
DBEQ = "DBEQ"
145147
SPHR = "SPHR"
148+
LTSE = "LTSE"
146149

147150
@classmethod
148151
def from_int(cls, value: int) -> Venue:
@@ -231,6 +234,8 @@ def from_int(cls, value: int) -> Venue:
231234
return Venue.DBEQ
232235
if value == 41:
233236
return Venue.SPHR
237+
if value == 42:
238+
return Venue.LTSE
234239
raise ValueError(f"Integer value {value} does not correspond with any Venue variant")
235240

236241
def to_int(self) -> int:
@@ -319,6 +324,8 @@ def to_int(self) -> int:
319324
return 40
320325
if self == Venue.SPHR:
321326
return 41
327+
if self == Venue.LTSE:
328+
return 42
322329
raise ValueError("Invalid Venue")
323330

324331
@property
@@ -408,6 +415,8 @@ def description(self) -> str:
408415
return "Databento Equities - Consolidated"
409416
if self == Venue.SPHR:
410417
return "MIAX Sapphire"
418+
if self == Venue.LTSE:
419+
return "Long-Term Stock Exchange, Inc."
411420
raise ValueError("Unexpected Venue value")
412421

413422
@unique
@@ -474,6 +483,8 @@ class Dataset(StringyMixin, str, Enum):
474483
ICE Futures Europe (Commodities) iMpact.
475484
NDEX_IMPACT
476485
ICE Endex iMpact.
486+
DBEQ_MAX
487+
Databento Equities Max.
477488
478489
"""
479490

@@ -506,6 +517,7 @@ class Dataset(StringyMixin, str, Enum):
506517
XNAS_NLS = "XNAS.NLS"
507518
IFEU_IMPACT = "IFEU.IMPACT"
508519
NDEX_IMPACT = "NDEX.IMPACT"
520+
DBEQ_MAX = "DBEQ.MAX"
509521

510522
@classmethod
511523
def from_int(cls, value: int) -> Dataset:
@@ -570,6 +582,8 @@ def from_int(cls, value: int) -> Dataset:
570582
return Dataset.IFEU_IMPACT
571583
if value == 29:
572584
return Dataset.NDEX_IMPACT
585+
if value == 30:
586+
return Dataset.DBEQ_MAX
573587
raise ValueError(f"Integer value {value} does not correspond with any Dataset variant")
574588

575589
def to_int(self) -> int:
@@ -634,6 +648,8 @@ def to_int(self) -> int:
634648
return 28
635649
if self == Dataset.NDEX_IMPACT:
636650
return 29
651+
if self == Dataset.DBEQ_MAX:
652+
return 30
637653
raise ValueError("Invalid Dataset")
638654

639655
@property
@@ -699,6 +715,8 @@ def description(self) -> str:
699715
return "ICE Futures Europe (Commodities) iMpact"
700716
if self == Dataset.NDEX_IMPACT:
701717
return "ICE Endex iMpact"
718+
if self == Dataset.DBEQ_MAX:
719+
return "Databento Equities Max"
702720
raise ValueError("Unexpected Dataset value")
703721

704722
@unique
@@ -829,6 +847,44 @@ class Publisher(StringyMixin, str, Enum):
829847
DBEQ Plus - Consolidated.
830848
OPRA_PILLAR_SPHR
831849
OPRA - MIAX Sapphire.
850+
DBEQ_MAX_XCHI
851+
DBEQ Max - NYSE Chicago.
852+
DBEQ_MAX_XCIS
853+
DBEQ Max - NYSE National.
854+
DBEQ_MAX_IEXG
855+
DBEQ Max - IEX.
856+
DBEQ_MAX_EPRL
857+
DBEQ Max - MIAX Pearl.
858+
DBEQ_MAX_XNAS
859+
DBEQ Max - Nasdaq.
860+
DBEQ_MAX_XNYS
861+
DBEQ Max - NYSE.
862+
DBEQ_MAX_FINN
863+
DBEQ Max - FINRA/NYSE TRF.
864+
DBEQ_MAX_FINY
865+
DBEQ Max - FINRA/Nasdaq TRF Carteret.
866+
DBEQ_MAX_FINC
867+
DBEQ Max - FINRA/Nasdaq TRF Chicago.
868+
DBEQ_MAX_BATS
869+
DBEQ Max - CBOE BZX.
870+
DBEQ_MAX_BATY
871+
DBEQ Max - CBOE BYX.
872+
DBEQ_MAX_EDGA
873+
DBEQ Max - CBOE EDGA.
874+
DBEQ_MAX_EDGX
875+
DBEQ Max - CBOE EDGX.
876+
DBEQ_MAX_XBOS
877+
DBEQ Max - Nasdaq BX.
878+
DBEQ_MAX_XPSX
879+
DBEQ Max - Nasdaq PSX.
880+
DBEQ_MAX_MEMX
881+
DBEQ Max - MEMX.
882+
DBEQ_MAX_XASE
883+
DBEQ Max - NYSE American.
884+
DBEQ_MAX_ARCX
885+
DBEQ Max - NYSE Arca.
886+
DBEQ_MAX_LTSE
887+
DBEQ Max - Long-Term Stock Exchange.
832888
833889
"""
834890

@@ -893,6 +949,25 @@ class Publisher(StringyMixin, str, Enum):
893949
DBEQ_BASIC_DBEQ = "DBEQ.BASIC.DBEQ"
894950
DBEQ_PLUS_DBEQ = "DBEQ.PLUS.DBEQ"
895951
OPRA_PILLAR_SPHR = "OPRA.PILLAR.SPHR"
952+
DBEQ_MAX_XCHI = "DBEQ.MAX.XCHI"
953+
DBEQ_MAX_XCIS = "DBEQ.MAX.XCIS"
954+
DBEQ_MAX_IEXG = "DBEQ.MAX.IEXG"
955+
DBEQ_MAX_EPRL = "DBEQ.MAX.EPRL"
956+
DBEQ_MAX_XNAS = "DBEQ.MAX.XNAS"
957+
DBEQ_MAX_XNYS = "DBEQ.MAX.XNYS"
958+
DBEQ_MAX_FINN = "DBEQ.MAX.FINN"
959+
DBEQ_MAX_FINY = "DBEQ.MAX.FINY"
960+
DBEQ_MAX_FINC = "DBEQ.MAX.FINC"
961+
DBEQ_MAX_BATS = "DBEQ.MAX.BATS"
962+
DBEQ_MAX_BATY = "DBEQ.MAX.BATY"
963+
DBEQ_MAX_EDGA = "DBEQ.MAX.EDGA"
964+
DBEQ_MAX_EDGX = "DBEQ.MAX.EDGX"
965+
DBEQ_MAX_XBOS = "DBEQ.MAX.XBOS"
966+
DBEQ_MAX_XPSX = "DBEQ.MAX.XPSX"
967+
DBEQ_MAX_MEMX = "DBEQ.MAX.MEMX"
968+
DBEQ_MAX_XASE = "DBEQ.MAX.XASE"
969+
DBEQ_MAX_ARCX = "DBEQ.MAX.ARCX"
970+
DBEQ_MAX_LTSE = "DBEQ.MAX.LTSE"
896971

897972
@classmethod
898973
def from_int(cls, value: int) -> Publisher:
@@ -1021,6 +1096,44 @@ def from_int(cls, value: int) -> Publisher:
10211096
return Publisher.DBEQ_PLUS_DBEQ
10221097
if value == 61:
10231098
return Publisher.OPRA_PILLAR_SPHR
1099+
if value == 62:
1100+
return Publisher.DBEQ_MAX_XCHI
1101+
if value == 63:
1102+
return Publisher.DBEQ_MAX_XCIS
1103+
if value == 64:
1104+
return Publisher.DBEQ_MAX_IEXG
1105+
if value == 65:
1106+
return Publisher.DBEQ_MAX_EPRL
1107+
if value == 66:
1108+
return Publisher.DBEQ_MAX_XNAS
1109+
if value == 67:
1110+
return Publisher.DBEQ_MAX_XNYS
1111+
if value == 68:
1112+
return Publisher.DBEQ_MAX_FINN
1113+
if value == 69:
1114+
return Publisher.DBEQ_MAX_FINY
1115+
if value == 70:
1116+
return Publisher.DBEQ_MAX_FINC
1117+
if value == 71:
1118+
return Publisher.DBEQ_MAX_BATS
1119+
if value == 72:
1120+
return Publisher.DBEQ_MAX_BATY
1121+
if value == 73:
1122+
return Publisher.DBEQ_MAX_EDGA
1123+
if value == 74:
1124+
return Publisher.DBEQ_MAX_EDGX
1125+
if value == 75:
1126+
return Publisher.DBEQ_MAX_XBOS
1127+
if value == 76:
1128+
return Publisher.DBEQ_MAX_XPSX
1129+
if value == 77:
1130+
return Publisher.DBEQ_MAX_MEMX
1131+
if value == 78:
1132+
return Publisher.DBEQ_MAX_XASE
1133+
if value == 79:
1134+
return Publisher.DBEQ_MAX_ARCX
1135+
if value == 80:
1136+
return Publisher.DBEQ_MAX_LTSE
10241137
raise ValueError(f"Integer value {value} does not correspond with any Publisher variant")
10251138

10261139
def to_int(self) -> int:
@@ -1149,6 +1262,44 @@ def to_int(self) -> int:
11491262
return 60
11501263
if self == Publisher.OPRA_PILLAR_SPHR:
11511264
return 61
1265+
if self == Publisher.DBEQ_MAX_XCHI:
1266+
return 62
1267+
if self == Publisher.DBEQ_MAX_XCIS:
1268+
return 63
1269+
if self == Publisher.DBEQ_MAX_IEXG:
1270+
return 64
1271+
if self == Publisher.DBEQ_MAX_EPRL:
1272+
return 65
1273+
if self == Publisher.DBEQ_MAX_XNAS:
1274+
return 66
1275+
if self == Publisher.DBEQ_MAX_XNYS:
1276+
return 67
1277+
if self == Publisher.DBEQ_MAX_FINN:
1278+
return 68
1279+
if self == Publisher.DBEQ_MAX_FINY:
1280+
return 69
1281+
if self == Publisher.DBEQ_MAX_FINC:
1282+
return 70
1283+
if self == Publisher.DBEQ_MAX_BATS:
1284+
return 71
1285+
if self == Publisher.DBEQ_MAX_BATY:
1286+
return 72
1287+
if self == Publisher.DBEQ_MAX_EDGA:
1288+
return 73
1289+
if self == Publisher.DBEQ_MAX_EDGX:
1290+
return 74
1291+
if self == Publisher.DBEQ_MAX_XBOS:
1292+
return 75
1293+
if self == Publisher.DBEQ_MAX_XPSX:
1294+
return 76
1295+
if self == Publisher.DBEQ_MAX_MEMX:
1296+
return 77
1297+
if self == Publisher.DBEQ_MAX_XASE:
1298+
return 78
1299+
if self == Publisher.DBEQ_MAX_ARCX:
1300+
return 79
1301+
if self == Publisher.DBEQ_MAX_LTSE:
1302+
return 80
11521303
raise ValueError("Invalid Publisher")
11531304
@property
11541305
def venue(self) -> Venue:
@@ -1277,6 +1428,44 @@ def venue(self) -> Venue:
12771428
return Venue.DBEQ
12781429
if self == Publisher.OPRA_PILLAR_SPHR:
12791430
return Venue.SPHR
1431+
if self == Publisher.DBEQ_MAX_XCHI:
1432+
return Venue.XCHI
1433+
if self == Publisher.DBEQ_MAX_XCIS:
1434+
return Venue.XCIS
1435+
if self == Publisher.DBEQ_MAX_IEXG:
1436+
return Venue.IEXG
1437+
if self == Publisher.DBEQ_MAX_EPRL:
1438+
return Venue.EPRL
1439+
if self == Publisher.DBEQ_MAX_XNAS:
1440+
return Venue.XNAS
1441+
if self == Publisher.DBEQ_MAX_XNYS:
1442+
return Venue.XNYS
1443+
if self == Publisher.DBEQ_MAX_FINN:
1444+
return Venue.FINN
1445+
if self == Publisher.DBEQ_MAX_FINY:
1446+
return Venue.FINY
1447+
if self == Publisher.DBEQ_MAX_FINC:
1448+
return Venue.FINC
1449+
if self == Publisher.DBEQ_MAX_BATS:
1450+
return Venue.BATS
1451+
if self == Publisher.DBEQ_MAX_BATY:
1452+
return Venue.BATY
1453+
if self == Publisher.DBEQ_MAX_EDGA:
1454+
return Venue.EDGA
1455+
if self == Publisher.DBEQ_MAX_EDGX:
1456+
return Venue.EDGX
1457+
if self == Publisher.DBEQ_MAX_XBOS:
1458+
return Venue.XBOS
1459+
if self == Publisher.DBEQ_MAX_XPSX:
1460+
return Venue.XPSX
1461+
if self == Publisher.DBEQ_MAX_MEMX:
1462+
return Venue.MEMX
1463+
if self == Publisher.DBEQ_MAX_XASE:
1464+
return Venue.XASE
1465+
if self == Publisher.DBEQ_MAX_ARCX:
1466+
return Venue.ARCX
1467+
if self == Publisher.DBEQ_MAX_LTSE:
1468+
return Venue.LTSE
12801469
raise ValueError("Unexpected Publisher value")
12811470
@property
12821471
def dataset(self) -> Dataset:
@@ -1405,6 +1594,44 @@ def dataset(self) -> Dataset:
14051594
return Dataset.DBEQ_PLUS
14061595
if self == Publisher.OPRA_PILLAR_SPHR:
14071596
return Dataset.OPRA_PILLAR
1597+
if self == Publisher.DBEQ_MAX_XCHI:
1598+
return Dataset.DBEQ_MAX
1599+
if self == Publisher.DBEQ_MAX_XCIS:
1600+
return Dataset.DBEQ_MAX
1601+
if self == Publisher.DBEQ_MAX_IEXG:
1602+
return Dataset.DBEQ_MAX
1603+
if self == Publisher.DBEQ_MAX_EPRL:
1604+
return Dataset.DBEQ_MAX
1605+
if self == Publisher.DBEQ_MAX_XNAS:
1606+
return Dataset.DBEQ_MAX
1607+
if self == Publisher.DBEQ_MAX_XNYS:
1608+
return Dataset.DBEQ_MAX
1609+
if self == Publisher.DBEQ_MAX_FINN:
1610+
return Dataset.DBEQ_MAX
1611+
if self == Publisher.DBEQ_MAX_FINY:
1612+
return Dataset.DBEQ_MAX
1613+
if self == Publisher.DBEQ_MAX_FINC:
1614+
return Dataset.DBEQ_MAX
1615+
if self == Publisher.DBEQ_MAX_BATS:
1616+
return Dataset.DBEQ_MAX
1617+
if self == Publisher.DBEQ_MAX_BATY:
1618+
return Dataset.DBEQ_MAX
1619+
if self == Publisher.DBEQ_MAX_EDGA:
1620+
return Dataset.DBEQ_MAX
1621+
if self == Publisher.DBEQ_MAX_EDGX:
1622+
return Dataset.DBEQ_MAX
1623+
if self == Publisher.DBEQ_MAX_XBOS:
1624+
return Dataset.DBEQ_MAX
1625+
if self == Publisher.DBEQ_MAX_XPSX:
1626+
return Dataset.DBEQ_MAX
1627+
if self == Publisher.DBEQ_MAX_MEMX:
1628+
return Dataset.DBEQ_MAX
1629+
if self == Publisher.DBEQ_MAX_XASE:
1630+
return Dataset.DBEQ_MAX
1631+
if self == Publisher.DBEQ_MAX_ARCX:
1632+
return Dataset.DBEQ_MAX
1633+
if self == Publisher.DBEQ_MAX_LTSE:
1634+
return Dataset.DBEQ_MAX
14081635
raise ValueError("Unexpected Publisher value")
14091636

14101637
@property
@@ -1534,4 +1761,42 @@ def description(self) -> str:
15341761
return "DBEQ Plus - Consolidated"
15351762
if self == Publisher.OPRA_PILLAR_SPHR:
15361763
return "OPRA - MIAX Sapphire"
1764+
if self == Publisher.DBEQ_MAX_XCHI:
1765+
return "DBEQ Max - NYSE Chicago"
1766+
if self == Publisher.DBEQ_MAX_XCIS:
1767+
return "DBEQ Max - NYSE National"
1768+
if self == Publisher.DBEQ_MAX_IEXG:
1769+
return "DBEQ Max - IEX"
1770+
if self == Publisher.DBEQ_MAX_EPRL:
1771+
return "DBEQ Max - MIAX Pearl"
1772+
if self == Publisher.DBEQ_MAX_XNAS:
1773+
return "DBEQ Max - Nasdaq"
1774+
if self == Publisher.DBEQ_MAX_XNYS:
1775+
return "DBEQ Max - NYSE"
1776+
if self == Publisher.DBEQ_MAX_FINN:
1777+
return "DBEQ Max - FINRA/NYSE TRF"
1778+
if self == Publisher.DBEQ_MAX_FINY:
1779+
return "DBEQ Max - FINRA/Nasdaq TRF Carteret"
1780+
if self == Publisher.DBEQ_MAX_FINC:
1781+
return "DBEQ Max - FINRA/Nasdaq TRF Chicago"
1782+
if self == Publisher.DBEQ_MAX_BATS:
1783+
return "DBEQ Max - CBOE BZX"
1784+
if self == Publisher.DBEQ_MAX_BATY:
1785+
return "DBEQ Max - CBOE BYX"
1786+
if self == Publisher.DBEQ_MAX_EDGA:
1787+
return "DBEQ Max - CBOE EDGA"
1788+
if self == Publisher.DBEQ_MAX_EDGX:
1789+
return "DBEQ Max - CBOE EDGX"
1790+
if self == Publisher.DBEQ_MAX_XBOS:
1791+
return "DBEQ Max - Nasdaq BX"
1792+
if self == Publisher.DBEQ_MAX_XPSX:
1793+
return "DBEQ Max - Nasdaq PSX"
1794+
if self == Publisher.DBEQ_MAX_MEMX:
1795+
return "DBEQ Max - MEMX"
1796+
if self == Publisher.DBEQ_MAX_XASE:
1797+
return "DBEQ Max - NYSE American"
1798+
if self == Publisher.DBEQ_MAX_ARCX:
1799+
return "DBEQ Max - NYSE Arca"
1800+
if self == Publisher.DBEQ_MAX_LTSE:
1801+
return "DBEQ Max - Long-Term Stock Exchange"
15371802
raise ValueError("Unexpected Publisher value")

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