Databento

Bug fixes
- Fixed issue where `DBNStore.to_df()` would raise an exception if no records were present
- Fixed exception message when creating a DBNStore from an empty data source

Enhancements
- Added `DatabentoLiveProtocol` class
- Added `metadata` property to `Live`
- Added support for reusing a `Live` client to reconnect
- Added support for emitting warnings in API response headers
- Relaxed 10 minute minimum request time range restriction
- Upgraded `aiohttp` to 3.8.3
- Upgraded `numpy` to 1.23.5
- Upgraded `pandas` to 1.5.3
- Upgraded `requests` to 2.28.1
- Upgraded `zstandard` to 0.21.0

Breaking changes
- Removed support for Python 3.7
- Renamed `symbol` to `raw_symbol` in definition schema when converting to a DataFrame
- Changed iteration of `Live` to no longer yield DBN metadata
- Changed `Live` callbacks to no longer yield DBN metadata

Bug fixes
- Fixed issue where `Historical.timeseries.get_range` would write empty files on error
- Fixed issue with `numpy` types not being handled in symbols field
- Fixed optional `end` parameter for `batch.submit_job(...)`

Enhancements
- Added support for `statistics` schema
- Added batch download support data files (`condition.json` and `symbology.json`)
- Renamed `booklevel` MBP field to `levels` for brevity and consistent naming
- Upgraded `databento-dbn` to 0.6.1

Breaking changes
- Changed `flags` field to an unsigned int
- Changed default of `ts_out` to `False` for `Live` client
- Changed `instrument_class` DataFrame representation to be consistent with other `char` types
- Removed `open_interest_qty` and `cleared_volume` fields that were always unset from definition schema
- Removed sunset `timeseries.stream` method
- Removed support for legacy stypes

Enhancements
- Added `Live` client for connecting to Databento's live service
- Added `degraded`, `pending` and `missing` condition variants for `batch.get_dataset_condition`
- Added `last_modified_date` field to `batch.get_dataset_condition` response
- Upgraded `databento-dbn` to 0.5.0
- Upgraded `DBNStore` to support mixed schema types to support live data

Breaking changes
- Changed iteration `DBNStore` to return record types from `databento-dbn` instead of numpy arrays
- Renamed the `cost` field to `cost_usd` for `batch.submit_job` and `batch.list_jobs` (value now expressed as US dollars)
- Renamed `product_id` field to `instrument_id`
- Renamed `symbol` field in definitions to `raw_symbol`
- Removed `dtype` property from `DBNStore`
- Removed `record_size` property from `DBNStore`
- Removed `bad` condition variant from `batch.get_dataset_condition`
- Removed unused `LiveGateway` enum
- Removed `STATSTICS` from `Schema` enum
- Removed `STATUS` from `Schema` enum
- Removed `GATEWAY_ERROR` from `Schema` enum
- Removed `SYMBOL_MAPPING` from `Schema` enum

Deprecations
- Deprecated `SType.PRODUCT_ID` to `SType.INSTRUMENT_ID`
- Deprecated `SType.NATIVE` to `SType.RAW_SYMBOL`
- Deprecated `SType.SMART` to `SType.PARENT` and `SType.CONTINUOUS`

Bug fixes
- Changed `end` and `end_date` to optional to support new forward-fill behaviour
- Upgraded `zstandard` to 0.20.0

Enhancements
- Added support for `imbalance` schema
- Added `instrument_class`, `strike_price`, and `strike_price_currency` to definition
schema
- Changed parsing of `end` and `end_date` params throughout the API
- Improved exception messages for server and client timeouts
- Upgraded `databento-dbn` to 0.4.3

Breaking changes
- Renamed `Bento` class to `DBNStore`
- Removed `metadata.list_compressions` (redundant with docs)
- Removed `metadata.list_encodings` (redundant with docs)
- Removed optional `start` and `end` params from `metadata.list_schemas` (redundant)
- Removed `related` and `related_security_id` from definition schema