databento 0.42.0

Release notes

Enhancements

• Added mode parameter to DBNStore.to_csv to control the file writing mode
• Added mode parameter to DBNStore.to_json to control the file writing mode
• Added mode parameter to DBNStore.to_parquet to control the file writing mode
• Added compression parameter to DBNStore.to_file which controls the output compression format
• Added new consolidated publisher values for XNAS.BASIC and DBEQ.MAX
• Changed DBNStore to be more tolerant of truncated DBN streams

Breaking changes

• Changed default write mode for DBNStore.to_csv to overwrite ("w")
• Changed default write mode for DBNStore.to_json to overwrite ("w")
• Changed default write mode for DBNStore.to_parquet to overwrite ("w")

databento 0.41.0

Release notes

Enhancements

• Added databento.read_dbn alias
• Added mode parameter to DBNStore.to_file to control the file writing mode

Breaking changes

• Changed default write mode for DBNStore.to_file to overwrite ("w")

Deprecations

• Deprecated databento.from_dbn and will be removed in a future release, use databento.read_dbn instead

databento 0.40.0

Release notes

Enhancements

• Added adjustment_factors.get_range(...) method for Reference client
• Added security_master.get_range(...) method for Reference client
• Added security_master.get_last(...) method for Reference client
• Upgraded databento-dbn to 0.20.1

databento 0.39.3

Release notes

Enhancements

• Added new publisher values for XCIS.BBOTRADES and XNYS.BBOTRADES

Bug fixes

• Fixed an issue receiving multiple DBN v1 ErrorMsg in the Live client would cause an InvalidState error
• Fixed an issue where creating Live clients in multiple threads could cause a RuntimeError upon initialization

databento 0.39.2

Release notes

Enhancements

• Changed corporate_actions.get_range(...) to stream compressed zstd data

databento 0.39.1

Release notes

Bug fixes

• Fixed an issue where a symbol list which contained a None would produce a convoluted exception

databento 0.39.0

Release notes

Enhancements

• Added new publisher value for DBEQ.SUMMARY
• Upgraded databento-dbn to 0.20.0

databento 0.38.0

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

databento 0.37.0

Release notes

Enhancements

• A disconnected Live client can now be reused with a different dataset
• Upgraded databento-dbn to 0.19.0

databento 0.36.3

Release notes

Enhancements

• Added export of StatType enum from databento_dbn to the root databento package