Databento-dbn

Latest version: v0.30.0

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0.30.0

Enhancements
- Added support for mapping symbols from instrument definitions to `PitSymbolMap`
with a new `on_instrument_def()` method
- Added instrument definition compatibility trait `InstrumentDefRec` for generalizing
across different versions of the instrument definition record
- Upgraded `pyo3` version to 0.24.0

0.29.0

Enhancements
- Added new venues, datasets, and publishers for ICE Futures US, ICE Futures Europe
(Financial products), Eurex, and European Energy Exchange (EEX)
- Added new `SkipBytes` and `AsyncSkipBytes` traits which are a subset of the `Seek`
and `AsyncSeek` traits respectively, only supporting seeking forward from the current
position

Deprecations
- Deprecated `AsyncRecordDecoder::get_mut()` and `AsyncDecoder::get_mut()` as modifying
the inner reader after decoding any records could lead to a corrupted stream and
decoding errors

Bug fixes
- Fixed typo in `-s`/`--map-symbols` help text (credit: wtn)

0.28.0

Breaking changes
- Added `CommoditySpot` `InstrumentClass` variant and made `InstrumentClass`
non-exhaustive to allow future additions without breaking changes

0.27.0

Breaking changes
- Updated enumerations for unreleased US equities datasets and publishers

Enhancements
- Added new venue `EQUS` for consolidated US equities
- Added new dataset `EQUS.MINI` and new publishers `EQUS.MINI.EQUS` and
`XNYS.TRADES.EQUS`
- Upgraded `pyo3` version to 0.23.4 with improved support for Python 3.13

Bug fixes
- Fixed export of `InstrumentDefMsgV3` to Python

0.26.0

Enhancements
- Added `v3` namespace in preparation for future DBN version 3 release. DBN version 2
remains the current and default version
- Added `v3::InstrumentDefMsg` record with new fields to support normalizing multi-leg
strategy definitions
- Removal of statistics-schema related fields `trading_reference_price`,
`trading_reference_date`, and `settl_price_type`
- Removal of the status-schema related field `md_security_trading_status`
- Added `from_instrument_def_v1_to_v3` and `from_instrument_def_v2_to_v3` conversion
functions to the C API
- Updated the value of the `MAX_RECORD_LEN` constant for the changes to
`InstrumentDefMsg` in version 3
- Added initial support for merging DBN:
- Decoding streams: `MergeDecoder` and `MergeRecordDecoder` structs
- Metadata: `MergeDecoder` struct and `Metadata::merge()` method
- In the CLI: specify more than one input file to initiate a merge
- Relaxed `DecodeRecord` trait constraint on `StreamIterDecoder`'s inner decoder
- Added `DbnMetadata` implementation for `StreamInnerDecoder` if the inner decoder
implements `DbnMetadata`
- Eliminate `unsafe` in `From` implementations for record structs from different
versions

0.25.0

Breaking changes
- Renamed `VersionUpgradePolicy::Upgrade` to `UpgradeToV2` in preparation for a future
DBN version 3

Enhancements
- Added `v1` and `v2` modules to allow unambiguously referring to the record types for
a given DBN version regardless of whether the record type has changed. Previously
versioned aliases only existed for record types that have changed between DBN versions
- Added identical namespaces to `databento_dbn` Python package
- Changed `dataset()` method on `MetadataBuilder` to accept an `impl ToString` so now
`Dataset` and `&str` can be passed directly
- Added type aliases for `TBBOMsg`, `BBO1SMsg`, `BBO1MMsg`, `TCBBOMsg`, `CBBO1SMsg`,
`CBBO1MMsg` in Python

Deprecations
- Deprecated `dataset` module. The top-level `Dataset` enum and its `const` `as_str()`
method provide the same functionality for all datasets. This module will be removed in
a future version

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