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0.39.0

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@github-actions github-actions released this 21 Jan 14:42
· 16 commits to main since this release
650e849

Release notes

Enhancements

  • Upgraded DBN version to 0.47.0:
    • Added new off-market publisher for Cboe Futures Exchange (XCBF_PITCH_XOFF)
    • Added new StatType variants to be used by XCBF.PITCH dataset:
      • UpperPriceLimit
      • LowerPriceLimit
      • BlockVolume
      • VenueSpecificVolume1
    • Upgraded time version to 0.3.45
  • Improved documentation of heartbeat intervals