Databento

Latest version: v0.46.0

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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

0.17.0

This release includes improvements to the ergonomics of the clients metadata API, you can read more about the changes [here](https://databento.com/blog/api-improvements-august-2023).

Enhancements
- Upgraded `databento-dbn` to 0.8.2

Breaking changes
- Changed `metadata.list_publishers()` to return a list of publisher details objects
- Changed `metadata.list_fields(...)` to return a list of field detail objects for a particular schema and encoding
- Changed `metadata.list_fields(...)` to require the `schema` and `encoding` parameters
- Changed `metadata.list_unit_prices(...)` to return a list of unit prices for each feed mode and data schema
- Changed `metadata.list_unit_prices(...)` to require the `dataset` parameter
- Removed `metadata.list_unit_prices(...)` `mode` and `schema` parameters
- Removed `metadata.list_fields(...)` `dataset` parameter

0.16.1

Bug fixes
- Fixed an issue where starting a `Live` client before subscribing gave an incorrect error message
- Fixed an issue where a `Live` client exception callback would fail when the callback function does not have a `__name__` attribute

0.16.0

This release includes updates to the fields in text encodings (CSV and JSON), you can read more about the changes [here](https://databento.com/blog/CSV-JSON-updates-july-2023).

Enhancements
- Added `rtype` field to all schemas that was previously excluded

Breaking changes
- Reordered fields of DataFrame and CSV encoded records to match historical API

0.15.2

Bug fixes
- Fixed an issue where the `end` parameter in `timeseries.get_range_async` did not support a value of `None`
- Fixed an issue where `timeseries.get_range` requests would begin with an invalid `path` parameter

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