Databento

Latest version: v0.46.0

Safety actively analyzes 688843 Python packages for vulnerabilities to keep your Python projects secure.

Scan your dependencies

Page 2 of 11

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

0.40.0

Enhancements
- Added `adjustment_factors.get_range(...)` method for `Reference` client
- Added `security_master.get_range(...)` method for `Reference` client
- Added `security_master.get_last(...)` method for `Reference` client
- Upgraded `databento-dbn` to 0.20.1

0.39.3

Enhancements
- Added new publisher values for `XCIS.BBOTRADES` and `XNYS.BBOTRADES`

Bug fixes
- Fixed an issue receiving multiple DBN v1 `ErrorMsg` in the `Live` client would cause an `InvalidState` error
- Fixed an issue where creating `Live` clients in multiple threads could cause a `RuntimeError` upon initialization

0.39.2

Enhancements
- Changed `corporate_actions.get_range(...)` to stream compressed zstd data

0.39.1

Bug fixes
- Fixed an issue where a symbol list which contained a `None` would produce a convoluted exception

Page 2 of 11

© 2024 Safety CLI Cybersecurity Inc. All Rights Reserved.