Databento

Latest version: v0.50.0

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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

0.42.0

Enhancements
- Added `mode` parameter to `DBNStore.to_csv` to control the file writing mode
- Added `mode` parameter to `DBNStore.to_json` to control the file writing mode
- Added `mode` parameter to `DBNStore.to_parquet` to control the file writing mode
- Added `compression` parameter to `DBNStore.to_file` which controls the output compression format
- Added new consolidated publisher values for `XNAS.BASIC` and `DBEQ.MAX`
- Changed `DBNStore` to be more tolerant of truncated DBN streams

Breaking changes
- Changed default write mode for `DBNStore.to_csv` to overwrite ("w")
- Changed default write mode for `DBNStore.to_json` to overwrite ("w")
- Changed default write mode for `DBNStore.to_parquet` to overwrite ("w")

0.41.0

Enhancements
- Added `databento.read_dbn` alias
- Added `mode` parameter to `DBNStore.to_file` to control the file writing mode

Breaking changes
- Changed default write mode for `DBNStore.to_file` to overwrite ("w")

Deprecations
- Deprecated `databento.from_dbn` and will be removed in a future release, use `databento.read_dbn` instead

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