Databento

Latest version: v0.46.0

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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

0.44.1

Enhancements
- Improved exception messages emitted by the `Live` client to always include contents of any `ErrorMsg` sent by the gateway

Bug fixes
- Fixed an issue where calling `Live.stop` would not close the connection within a reasonable time

0.44.0

Enhancements
- Removed deprecated `databento.from_dbn`; `databento.read_dbn` can be used instead
- Upgraded `databento-dbn` to 0.23.0

Bug fixes
- Fixed an issue where `DBNStore.request_symbology` could request the wrong end date

0.43.1

Enhancements
- Keyword arguments to `DBNStore.to_parquet` will now allow `where` and `schema` to be specified
- Improved record processing time for the `Live` client

Bug fixes
- Fixed an issue where validating the checksum of a batch file loaded the entire file into memory

0.43.0

This release drops support for Python 3.8 which has reached end-of-life.

Enhancements
- Added `PriceType` enum for validation of `price_type` parameter in `DBNStore.to_df`
- Upgraded `databento-dbn` to 0.22.1

Bug fixes
- Fixed return type hint for `metadata.get_dataset_condition`

Breaking changes
- Removed support for Python 3.8 due to end of life

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