Databento

Enhancements
- Changed how `SymbolMappingMsg` objects are ingested by `InstrumentMap` to single source the timestamp parsing from the `databento-dbn` package

Bug fixes
- Fixed an issue where setting a timezone in `DBNStore.to_df` could cause invalid symbol mappings

Breaking changes
- Changed `Live.add_stream` to use the exclusive write mode when handling file paths so existing files won't be overwritten

Enhancements
- Added `tz` parameter to `DBNStore.to_df` which will convert all timestamp fields from UTC to a specified timezone when used with `pretty_ts`
- Added new publisher values for consolidated DBEQ.MAX

Bug fixes
- `Live.block_for_close` and `Live.wait_for_close` will now call `Live.stop` when a timeout is reached instead of `Live.terminate` to close the stream more gracefully

Enhancements
- Substantially increased iteration queue size
- Added methods `DBNQueue.enable` and `DBNQueue.disable` for controlling queue consumption
- Added method `DBNQueue.is_enabled` to signal the queue can accept records
- Added method `DBNQueue.is_full` to signal the queue has reached capacity
- Added enabled checks to `DBNQueue.put` and `DBNQueue.put_nowait`

Breaking changes
- Iterating a `Live` client after the streaming session has started will now raise a `ValueError`. Calling `Live.start` is not necessary when iterating the `Live` client
- Moved constant `databento.live.client.DEFAULT_QUEUE_SIZE` to `databento.live.session.DBN_QUEUE_CAPACITY`
- Removed `maxsize` parameter from `DBNQueue` constructor. `DBNQueue` now subclasses `SimpleQueue` instead
- Removed property `DBNQueue.enabled`, use `DBNQueue.is_enabled` instead
- Removed method `DBNQueue.is_half_full`, use `DBNQueue.is_full` instead

Bug fixes
- Fixed an issue where DBN records could be dropped while iterating
- Fixed an issue where async iteration would block the event loop

Enhancements
- Added `Session.session_id` property which will contain the numerical session ID once a live session has been authenticated
- Upgraded `databento-dbn` to 0.15.1

Breaking changes
- Renamed `DatabentoLiveProtocol.started` to `DatabentoLiveProtocol.is_started` which now returns a bool instead of an `asyncio.Event`

Bug fixes
- Fixed an issue where an error message from the live gateway would not properly raise an exception if the connection closed before `Live.start` was called

This release adds support for transcoding DBN data into Apache parquet.

Enhancements
- Added `DBNStore.to_parquet` for transcoding DBN data into Apache parquet using `pyarrow`
- Upgraded `databento-dbn` to 0.15.0

Breaking changes
- Removed deprecated `pretty_px` parameter for `DBNStore.to_df`; `price_type` can be used instead

Bug fixes
- Fixed an issue where the `Live` client would not raise an exception when reading an incompatible DBN version
- Fixed an issue where sending lots of subscriptions could cause a `BufferError`
- Fixed an issue where `Historical.batch.download` was slow
- Fixed an issue where `Historical.timeseries.get_range` was slow
- Fixed an issue where reading a DBN file with non-empty metadata symbol mappings and mixed `SType` would cause an error when mapping symbols (credit: Jakob Lövhall)