VER: Release 0.36.2

See release notes.

Author: nmacholl

CHANGELOG.md

@@ -1,10 +1,15 @@
 # Changelog
 
+## 0.36.2 - 2024-06-25
+
+#### Enhancements
+- Upgraded `databento-dbn` to 0.18.2
+
 ## 0.36.1 - 2024-06-18
 
 #### Enhancements
 - Added type alias `TBBOMsg` for `MBP1Msg`
-- Added support for `BBO-1s`, `BBO-1m`, and `Status` schemas
+- Added support for `bbo-1s`, `bbo-1m`, and `status` schemas
 - Instances of the `Live` client will now call `Live.stop` when garbage collected
 - Added new publisher values for `XNAS.BASIC` and `XNAS.NLS`
 

README.md

@@ -10,18 +10,18 @@
 The official Python client library for [Databento](https://databento.com).
 
 Key features include:
-- Fast, lightweight access to both live and historical data from [multiple markets](https://databento.com/docs/knowledge-base/new-users/venues-and-publishers?historical=python&live=python).
-- [Multiple schemas](https://databento.com/docs/knowledge-base/new-users/market-data-schemas?historical=python&live=python) such as MBO, MBP, top of book, OHLCV, last sale, and more.
-- [Fully normalized](https://databento.com/docs/knowledge-base/new-users/normalization?historical=python&live=python), i.e. identical message schemas for both live and historical data, across multiple asset classes.
+- Fast, lightweight access to both live and historical data from [multiple markets](https://databento.com/docs/faqs/venues-and-publishers).
+- [Multiple schemas](https://databento.com/docs/schemas-and-data-formats/whats-a-schema?historical=python&live=python) such as MBO, MBP, top of book, OHLCV, last sale, and more.
+- [Fully normalized](https://databento.com/docs/standards-and-conventions/normalization?historical=python&live=python), i.e. identical message schemas for both live and historical data, across multiple asset classes.
 - Provides mappings between different symbology systems, including [smart symbology](https://databento.com/docs/api-reference-historical/basics/symbology?historical=python&live=python) for futures rollovers.
 - [Point-in-time]() instrument definitions, free of look-ahead bias and retroactive adjustments.
-- Reads and stores market data in an extremely efficient file format using [Databento Binary Encoding](https://databento.com/docs/knowledge-base/new-users/dbn-encoding?historical=python&live=python).
+- Reads and stores market data in an extremely efficient file format using [Databento Binary Encoding](https://databento.com/docs/standards-and-conventions/databento-binary-encoding?historical=python&live=python).
 - Event-driven [market replay](https://databento.com/docs/api-reference-historical/helpers/bento-replay?historical=python&live=python), including at high-frequency order book granularity.
-- Support for [batch download](https://databento.com/docs/knowledge-base/new-users/stream-vs-batch?historical=python&live=python) of flat files.
+- Support for [batch download](https://databento.com/docs/faqs/streaming-vs-batch-download?historical=python&live=python) of flat files.
 - Support for [pandas](https://pandas.pydata.org/docs/), CSV, and JSON.
 
 ## Documentation
-The best place to begin is with our [Getting started](https://databento.com/docs/getting-started?historical=python&live=python) guide.
+The best place to begin is with our [Getting started](https://databento.com/docs/quickstart?historical=python&live=python) guide.
 
 You can find our full client API reference on the [Historical Reference](https://databento.com/docs/api-reference-historical?historical=python&live=python) and
 [Live Reference](https://databento.com/docs/reference-live?historical=python&live=python) sections of our documentation. See also the
@@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.8 and
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
 - python = "^3.8"
 - aiohttp = "^3.8.3"
-- databento-dbn = "0.18.1"
+- databento-dbn = "0.18.2"
 - numpy= ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)
@@ -80,7 +80,7 @@ array = data.to_ndarray()  # to ndarray
 ```
 
 Note that the API key was also passed as a parameter, which is
-[not recommended for production applications](https://databento.com/docs/knowledge-base/new-users/security-managing-api-keys?historical=python&live=python).
+[not recommended for production applications](https://databento.com/docs/portal/api-keys?historical=python&live=python).
 Instead, you can leave out this parameter to pass your API key via the `DATABENTO_API_KEY` environment variable:
 
 ```python

databento/common/dbnstore.py

@@ -330,7 +330,7 @@ class DBNStore:
 
     See Also
     --------
-    https://databento.com/docs/knowledge-base/new-users/dbn-encoding
+    https://databento.com/docs/standards-and-conventions/databento-binary-encoding
 
     """
 

databento/live/client.py

@@ -415,7 +415,9 @@ def subscribe(
         start : str or int, optional
             UNIX nanosecond epoch timestamp to start streaming from (inclusive), based on `ts_event`. Must be within 24 hours except when requesting the mbo or definition schemas.
         snapshot: bool, default to 'False'
-            Reserved for future use.
+            Request subscription with snapshot. The `start` parameter must be `None`.
+
+
 
         Raises
         ------

databento/live/protocol.py

@@ -278,7 +278,7 @@ def subscribe(
             UNIX nanosecond epoch timestamp to start streaming from. Must be
             within 24 hours.
         snapshot: bool, default to 'False'
-            Reserved for future use.
+            Request subscription with snapshot. The `start` parameter must be `None`.
 
         """
         logger.info(

databento/live/session.py

@@ -452,7 +452,7 @@ def subscribe(
             UNIX nanosecond epoch timestamp to start streaming from. Must be
             within 24 hours.
         snapshot: bool, default to 'False'
-            Reserved for future use.
+            Request subscription with snapshot. The `start` parameter must be `None`.
 
         """
         with self._lock:

databento/version.py

@@ -1 +1 @@
-__version__ = "0.36.1"
+__version__ = "0.36.2"

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento"
-version = "0.36.1"
+version = "0.36.2"
 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 = "0.18.1"
+databento-dbn = "0.18.2"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = "^1.26.0", python = "^3.12"}