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VER: Release 0.13.0
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CHANGELOG.md

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# Changelog
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## 0.13.0 - TBD
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## 0.13.0 - 2023-06-02
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- Added support for `statistics` schema
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- Added batch download support data files (`condition.json` and `symbology.json`)
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- Upgraded `databento-dbn` to 0.6.0
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- Upgraded `databento-dbn` to 0.6.1
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- Renamed `booklevel` MBP field to `levels` for brevity and consistent naming
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- Changed `flags` field to an unsigned int
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- Changed default of `ts_out` to `False` for `Live` client

README.md

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@@ -31,7 +31,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.7 and
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The minimum dependencies as found in the `requirements.txt` are also listed below:
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- Python (>=3.7)
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- aiohttp (>=3.7.2,<4.0.0)
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- databento-dbn (==0.6.0)
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- databento-dbn (==0.6.1)
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- numpy (>=1.17.0)
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- pandas (>=1.1.3)
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- requests (>=2.24.0)
@@ -57,7 +57,7 @@ client = db.Historical('YOUR_API_KEY')
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data = client.timeseries.get_range(
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dataset='GLBX.MDP3',
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symbols='ES.FUT',
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stype_in='smart',
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stype_in='parent',
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start='2022-06-10T14:30',
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end='2022-06-10T14:40',
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)
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`.to_df()` or `.to_ndarray()` to cast the data into a Pandas `DataFrame` or numpy `ndarray`:
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```python
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df = data.to_df(pretty_ts=True, pretty_px=True) # to DataFrame, with pretty formatting
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df = data.to_df() # to DataFrame
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array = data.to_ndarray() # to ndarray
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```
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requirements.txt

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aiohttp>=3.7.2,<4.0.0
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databento-dbn==0.6.0
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databento-dbn==0.6.1
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numpy>=1.17.0
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pandas>=1.1.3
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requests>=2.24.0

tests/test_historical_bento.py

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@@ -218,8 +218,8 @@ def test_replay_with_stub_data_record_passes_to_callback(
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assert record.size == 1
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assert record.flags == 128
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assert record.channel_id == 0
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assert record.action == 67
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assert record.side == 65
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assert record.action == "C"
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assert record.side == "A"
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assert record.ts_recv == 1609160400000704060
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assert record.ts_in_delta == 22993
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assert record.sequence == 1170352
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assert first.size == 1
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assert first.flags == 128
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assert first.channel_id == 0
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assert first.action == 67
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assert first.side == 65
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assert first.action == "C"
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assert first.side == "A"
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assert first.ts_recv == 1609160400000704060
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assert first.ts_in_delta == 22993
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assert first.sequence == 1170352
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assert second.size == 1
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assert second.flags == 128
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assert second.channel_id == 0
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assert second.action == 67
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assert second.side == 65
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assert second.action == "C"
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assert second.side == "A"
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assert second.ts_recv == 1609160400000711344
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assert second.ts_in_delta == 19621
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assert second.sequence == 1170353

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