0.34.0

Release notes

Enhancements

• Added batch download retry, resumption, and checksum verification
• Changed setter for batch::DownloadParams to accept any impl ToString for
  filename_to_download

Breaking changes

• Changed sha2 and hex to required dependencies

0.33.1

Release notes

Enhancements

• Upgraded DBN version to 0.41.0:
  • Added interval method to RType and Schema to get the duration for subsampled
    schemas like Ohlcv1H and Cbbo1S
  • Changed the default value for channel_id to be u8::MAX in MboMsg and u16::MAX
    elsewhere since 0 is a valid channel ID

0.33.0

Release notes

Enhancements

• Upgraded DBN version to 0.40.0:
  • Added DbnVersion new type

Breaking changes

• Removed bill_id field from BatchJob struct
• Breaking changes from DBN:
  • Marked ErrorCode and SystemCode non-exhaustive to allow adding future variants
    without a breaking change
  • Added EndOfInterval variant to SystemCode to notify when all OHLCV bars and
    subsampled BBO records have been published for a time interval

0.32.0

Release notes

Enhancements

• Upgraded DBN version to 0.39.1:
  • Added PUBLISHER_SPECIFIC flag
  • Improved JSON encoding performance
  • Added a Default implementation for SecurityUpdateAction

Breaking changes

• Removed unused Received variant from JobState enum

0.31.0

Release notes

Enhancements

• Changed timeseries.get_range_to_file() to return a concrete type instead of an impl
  trait type
• Upgraded DBN version to 0.39.0:
  • Added side() and unpaired_side() methods to ImbalanceMsg that convert the fields
    of the same name to the Side enum
  • Added pretty_auction_time property in Python for ImbalanceMsg
  • Added Default implementation for StatUpdateAction
  • Added warnings to the floating-point getter methods' docstrings
  • Added action and ts_in_delta getters to BboMsg
  • Added ts_recv getter to StatusMsg
  • Added missing floating-point price getters to InstrumentDefMsg record types from all
    DBN versions
  • Added more floating-point price getters to ImbalanceMsg
  • Added floating-point price getter to StatMsg and v1::StatMsg

Breaking changes

• Breaking changes from DBN:
  • Changed SystemMsg::code() and ErrorMsg::code() methods to return a Result
    instead of an Option to be consistent with other enum conversion methods
  • Changed auction_time field in ImbalanceMsg to be formatted as a timestamp

Bug fixes

• Removed unused S3 and Disk variants from Delivery enum

0.30.0

Release notes

Breaking changes

• Upgraded DBN version to 0.38.0:
  • Renamed Compression::ZStd to Zstd for consistency

Release notes

Enhancements

• Changed timeseries.get_range_to_file() to return a concrete type instead of an impl
  trait type
• Upgraded DBN version to 0.39.0:
  • Added side() and unpaired_side() methods to ImbalanceMsg that convert the fields
    of the same name to the Side enum
  • Added pretty_auction_time property in Python for ImbalanceMsg
  • Added Default implementation for StatUpdateAction
  • Added warnings to the floating-point getter methods' docstrings
  • Added action and ts_in_delta getters to BboMsg
  • Added ts_recv getter to StatusMsg
  • Added missing floating-point price getters to InstrumentDefMsg record types from all
    DBN versions
  • Added more floating-point price getters to ImbalanceMsg
  • Added floating-point price getter to StatMsg and v1::StatMsg

Breaking changes

• Breaking changes from DBN:
  • Changed SystemMsg::code() and ErrorMsg::code() methods to return a Result
    instead of an Option to be consistent with other enum conversion methods
  • Changed auction_time field in ImbalanceMsg to be formatted as a timestamp

Bug fixes

• Removed unused S3 and Disk variants from Delivery enum

0.29.0

Release notes

Breaking changes

• Upgraded DBN version to 0.37.0:
  • Renamed the following Venue, Dataset, and Publishers:
    • XEER to XEEE
    • XEER.EOBI to XEEE.EOBI
    • XEER.EOBI.XEER to XEEE.EOBI.XEEE
    • XEER.EOBI.XOFF to XEEE.EOBI.XOFF
  • Renamed CMBP1 constant to CMBP_1 for consistency with MBP_1 and MBP_10

Bug fixes

• Removed Intraday variant from DatasetCondition enum

0.28.0

Release notes

Enhancements

• Added operating system info to the user agent to aid troubleshooting
• Standardized client info sent by live clients to match historical
• Added methods to the client builders to extend the user agents with a custom string

Deprecations

• Deprecated Historical::with_url(): use the builder to override the base URL
• Deprecated the upgrade_policy parameters for timseries().get_range() and
  timeseries().get_range_to_file(): use the Historical client parameter
  instead

0.27.1

Release notes

Enhancements

• Added range_by_schema field to DatasetRange struct

Bug fixes

• Changed type of last_modified_date in DatasetConditionDetail to
  Option<time::Date> to support missing dates

0.27.0

Release notes

Enhancements

• Made the buffer size used by the live client when reading from the TCP socket
  configurable through the LiveBuilder::buffer_size() method
• Added support for using rustls without pulling in OpenSSL. reqwest with OpenSSL is
  still the default
• Upgraded DBN version to 0.36.0:
  • Added support for width, fill, and padding when formatting pretty::Ts
  • Added support for sign, precision, width, fill, and padding when formatting
    pretty::Px
  • Optimized pretty formatting of prices and timestamps

Breaking changes

• Changed type of split_duration to Option<SplitDuration> to support setting no
  split duration
• Breaking changes from DBN:
  • Moved core async decoding and encoding functionality to new traits to
    match the sync interface and present a standardized interface
    • Decoding: AsyncDecodeRecordRef and AsyncDecodeRecord
    • Encoding: AsyncEncodeRecord, AsyncEncodeRecordRef, and
      AsyncEncodeRecordTextExt

Deprecations

• Deprecated LiveClient::connect and LiveClient::connect_with_addr methods in favor
  of using the builder so additional optional parameters can be added without a breaking
  change

Bug fixes

• Fixed bug with deserializing null split_duration in historical
  batch().list_jobs()