Databento

Latest version: v0.46.0

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0.39.0

Enhancements
- Added new publisher value for `DBEQ.SUMMARY`
- Upgraded `databento-dbn` to 0.20.0

0.38.0

This release adds a new feature to the `Live` client for automatically reconnecting when an unexpected disconnection occurs.

Enhancements
- Added `Reference` data client with `corporate_actions.get_range(...)` method
- Added `ReconnectPolicy` enumeration
- Added `reconnect_policy` parameter to the `Live` client to specify client reconnection behavior
- Added `Live.add_reconnect_callback` method for specifying a callback to handle client reconnections
- Added platform information to the user agent reported by the `Historical` and `Live` clients
- Upgraded `databento-dbn` to 0.19.1
- Added `BBOMsg`, `CBBOMsg`, and `StatusMsg` exports to the root `databento` package

Breaking changes
- Calling `Live.stop` will now clear all user streams and callbacks
- Renamed `Session` to `LiveSession` in the `databento.live.session` module

0.37.0

Enhancements
- A disconnected `Live` client can now be reused with a different dataset
- Upgraded `databento-dbn` to 0.19.0

0.36.3

Enhancements
- Added export of `StatType` enum from `databento_dbn` to the root `databento` package

0.36.2

Enhancements
- Upgraded `databento-dbn` to 0.18.2

0.36.1

Enhancements
- Added type alias `TBBOMsg` for `MBP1Msg`
- Added support for `bbo-1s`, `bbo-1m`, and `status` schemas
- Instances of the `Live` client will now call `Live.stop` when garbage collected
- Added new publisher values for `XNAS.BASIC` and `XNAS.NLS`

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