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databento 0.38.0

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@github-actions github-actions released this 23 Jul 13:54
· 238 commits to main since this release
v0.38.0
de7eab9
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Release notes

This release adds a new feature to the Live client for automatically reconnecting when an unexpected disconnection occurs.

Enhancements

  • Added Reference data client with corporate_actions.get_range(...) method
  • Added ReconnectPolicy enumeration
  • Added reconnect_policy parameter to the Live client to specify client reconnection behavior
  • Added Live.add_reconnect_callback method for specifying a callback to handle client reconnections
  • Added platform information to the user agent reported by the Historical and Live clients
  • Upgraded databento-dbn to 0.19.1
  • Added BBOMsg, CBBOMsg, and StatusMsg exports to the root databento package

Breaking changes

  • Calling Live.stop will now clear all user streams and callbacks
  • Renamed Session to LiveSession in the databento.live.session module
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