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databento 0.35.0

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@github-actions github-actions released this 04 Jun 17:34
· 279 commits to main since this release
v0.35.0
2f2078e
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Release notes

Enhancements

  • Added optional heartbeat_interval_s parameter to Live client for configuring the
    interval at which the gateway will send heartbeat records
  • Upgraded databento-dbn to 0.18.0
  • Added new off-market publisher values for IFEU.IMPACT and NDEX.IMPACT

Breaking changes

  • Renamed CbboMsg to CBBOMsg.
  • Renamed use_snapshot parameter in Live.subscribe function to snapshot
  • All Python exceptions raised by databento-dbn have been changed to use the DBNError type
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