Databento

Latest version: v0.50.0

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0.50.0

Enhancements
- Added new venues, datasets, and publishers for ICE Futures US, ICE Futures Europe (Financial products), Eurex, and European Energy Exchange (EEX)
- Added export of the following enums from `databento_dbn` to the root `databento` package:
- `Action`
- `InstrumentClass`
- `MatchAlgorithm`
- `RType`
- `SecurityUpdateAction`
- `Side`
- `StatUpdateAction`
- `TriState`
- `UserDefinedInstrument`
- `VersionUpgradePolicy`
- Added export of the following constants from `databento_dbn` to the root `databento` package:
- `DBN_VERSION`
- `FIXED_PRICE_SCALE`
- `UNDEF_ORDER_SIZE`
- `UNDEF_PRICE`
- `UNDEF_STAT_QUANTITY`
- `UNDEF_TIMESTAMP`
- Added export of `BidAskPair` and `ConsolidatedBidAskPair` from `databento_dbn` to the root `databento` package
- Upgraded `databento-dbn` to 0.29.0
- Added `COMMODITY_SPOT` `InstrumentClass` variant
- Improved handling of `datetime` and `date` objects in `start` and `end` parameters

0.49.0

Enhancements
- Added new venues, datasets, and publishers for ICE Futures US and for ICE Futures
Europe (Financial products)
- Added a `keep_zip` parameter to `Historical.batch.download()`. When `True`, and downloading all files, the jobs contents will be saved as a ZIP file
- Calling `Live.terminate()` will now attempt to write EOF before aborting the connection to help close the remote end

0.48.0

Breaking changes
- Updated enumerations for unreleased datasets and publishers.

Enhancements
- Added export of `StatusAction` enum from `databento_dbn` to the root `databento` package
- Added export of `StatusReason` enum from `databento_dbn` to the root `databento` package
- Added export of `TradingEvent` enum from `databento_dbn` to the root `databento` package
- Added new dataset `EQUS.MINI` and new publishers `EQUS.MINI.EQUS`, `XNYS.TRADES.EQUS`
- Removed upper bound for supported `python` versions; the constraint is now `^3.9`
- Upgraded `databento-dbn` to 0.27.0
- Fixed export of `InstrumentDefMsgV3` to Python

Bug fixes
- Fixed an issue where sending a `KeyboardInterrupt` during iteration of the `Live` client could block execution waiting for the connection to close
- Fixed an issue with submitting historical metadata requests for a large number of symbols.

0.47.0

Enhancements
- Upgraded `databento-dbn` to 0.25.0
- Added type aliases for `TBBOMsg`, `BBO1SMsg`, `BBO1MMsg`, `TCBBOMsg`, `CBBO1SMsg`,
`CBBO1MMsg` in Python
- Removed exports for `CBBOMsg` and `BBOMsg` in the root `databento` package in favor of aliased versions from `databento-dbn`

0.46.0

Enhancements
- Removed deprecated `packaging` parameter from `Historical.batch.submit_job`. Job files can be downloaded individually or as zip files after the job completes
- Upgraded `databento-dbn` to 0.24.0
- Added handling for `UNDEF_TIMESTAMP` in `pretty_` timestamp getters for Python. They now return `None` in the case of `UNDEF_TIMESTAMP`

0.45.0

This release adds support for Python v3.13.

Enhancements
- Added support for Python 3.13
- Added new IntelligentCross venues `ASPN`, `ASMT`, and `ASPI`
- Upgraded `databento-dbn` to 0.23.1
- Fixed `pretty_activation` getter in `databento_dbn` returning `expiration` instead
- Fixed some `pretty_` getters in `databento_dbn` didn't correctly handle `UNDEF_PRICE`

Deprecations
- Deprecated `packaging` parameter for `Historical.batch.submit_job` which will be removed in a future release

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