Databento

Latest version: v0.50.0

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0.21.0

Enhancements
- Added `map_symbols` support for DBN data generated by the `Live` client
- Added support for file paths in `Live.add_stream`
- Added new publisher values in preparation for DBEQ.PLUS
- Upgraded `databento-dbn` to 0.11.1

Bug fixes
- Fixed an issue where `DBNStore.from_bytes` did not rewind seekable buffers
- Fixed an issue where the `DBNStore` would not map symbols with input symbology of `SType.INSTRUMENT_ID`
- Fixed an issue with `DBNStore.request_symbology` when the DBN metadata's start date and end date were the same
- Fixed an issue where closed streams were not removed from a `Live` client on shutdown

0.20.0

Enhancements
- Added `ARCX.PILLAR.ARCX` publisher
- Added `pretty_px` option for `batch.submit_job`, which formats prices to the correct scale using the fixed-precision scalar 1e-9 (available for CSV and JSON text encodings)
- Added `pretty_ts` option for `batch.submit_job`, which formats timestamps as ISO 8601 strings (available for CSV and JSON text encodings)
- Added `map_symbols` option for `batch.submit_job`, which appends a symbol field to each text-encoded record (available for CSV and JSON text encodings)
- Added `split_symbols` option for `batch.submit_job`, which will split files by raw symbol
- Upgraded `databento-dbn` to 0.10.2

Bug fixes
- Fixed an issue where no disconnection exception were raised when iterating the `Live` client
- Fixed an issue where calling `DBNStore.to_df`, `DBNStore.to_json`, or `DBNStore.to_csv` with `map_symbols=True` would cause a `TypeError`

Breaking changes
- Removed `default_value` parameter from `Historical.symbology.resolve`
- Swapped the ordering for the `pretty_px` and `pretty_ts` boolean parameters

0.19.1

Bug fixes
- Fixed an issue where the index column was not serialized with `DBNStore.to_json`
- Fixed an issue where timestamps serialized by `DBNStore.to_json` had reduced precision

0.19.0

This release includes improvements to handling large DBN data and adds support for future datasets.

Enhancements
- Added `count` parameter to `DBNStore.to_df` and `DBNStore.to_ndarray` to help process large files incrementally
- Improved memory usage of `DBNStore.to_csv` and `DBNStore.to_json`
- Added the `Publisher`, `Venue`, and `Dataset` enums
- Replace null prices with `NaN` when `pretty_px=True` in `DBNStore.to_df()`
- Upgraded `databento-dbn` to 0.8.3

Bug fixes
- Fixed issue where exception messages were displaying JSON encoded data
- Fixed typo in `BATY.PITCH.BATY` publisher
- Reduced floating error when converting prices to floats with `pretty_px=True`

Breaking changes
- `DBNStore.to_df` now always utf-8 decodes string fields

0.18.1

Bug fixes
- Fixed issue where extra `python` key was sent by the `Live` client

0.18.0

Breaking changes
- Renamed the `TimeSeriesHttpAPI` class to `TimeseriesHttpAPI`

Bug fixes
- Fixed an issue where `DBNStore.to_csv()`, `DBNStore.to_df()`, `DBNStore.to_json()`, and `DBNStore.to_ndarray()` would consume large amounts of memory

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