Databento

Enhancements
- Added `use_snapshot` parameter to `Live.subscribe`, defaults to `False`

Enhancements
- Added `pip-system-certs` dependency for Windows platforms to prevent a connection issue in `requests` when behind a proxy
- Iteration of the `Live` client will now automatically call `Live.stop` when the iterator is destroyed, such as when a for loop is escaped with an exception or `break` statement.

Bug fixes
- Fixed an issue where `batch.download` and `batch.download_async` would fail if requested files already existed in the output directory
- Fixed an issue where `batch.download`, `batch.download_async`, and `timeseries.get_range` could use a lot of memory while streaming data
- Fixed an issue where reusing a `Live` client with an open output stream would drop DBN records when received at the same time as the `Metadata` header

Deprecations
- The `start_date` and `end_date` keys in the response from `Historical.metadata.get_dataset_range` will be removed in a future release. Use the new `start` and `end` keys instead, which include time resolution

Enhancements
- The `Historical.batch.download` and `Historical.batch.download_async` methods will now automatically retry the download if a rate limit (HTTP 429) error is received
- The `Historical.batch.download` and `Historical.batch.download_async` methods will now retry failed downloads automatically
- The `Historical.batch.download` and `Historical.batch.download_async` methods will now download files concurrently
- The `output_dir` parameter for `Historical.batch.download` and `Historical.batch.download_async` is now optional and will default to the current working directory if unspecified

Breaking changes
- The `enable_partial_downloads` parameter for `Historical.batch.download` and `Historical.batch.download_async` has been removed, partial files will always be resumed which was the default behavior
- The parameters for `Historical.batch.download` and `Historical.batch.download_async` have been reordered because `output_dir` is now optional, `job_id` now comes first

Enhancements
- Improved exception messages when multiple `ErrorMsg` are received by the `Live` client
- Upgraded `databento-dbn` to 0.17.1

Bug fixes
- Removed live session ID parsing to `int`, that could cause a session to fail when
nothing was wrong

Breaking changes
- Renamed publishers from deprecated datasets to their respective sources (`XNAS.NLS`
and `XNYS.TRADES` respectively)

Deprecations
- Deprecated dataset values `FINN.NLS` and `FINY.TRADES`

Enhancements
- Increase `Live` session connection and authentication timeouts
- Added new `F_TOB` and `F_MAYBE_BAD_BOOK` variants to `RecordFlags`

Bug fixes
- Fixed an issue where calling `Live.subscribe` from a `Live` client callback would cause a deadlock

Enhancements
- Added `DBNStore.insert_symbology_json` convenience method for adding symbology data from a JSON dict or file path
- Upgraded `databento-dbn` to 0.16.0