Release notes

Enhancements

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

Release notes

Enhancements

• Added export of StatType enum from databento_dbn to the root databento package

Release notes

Enhancements

• Upgraded databento-dbn to 0.18.2

Release notes

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

Release notes

Enhancements

• Upgraded databento-dbn to 0.18.1

Bug fixes

• Fixed an issue where heartbeat_interval_s was not being sent to the gateway
• Fixed an issue where a truncated DBN stream could be written by the Live client in the event of an ungraceful disconnect

Breaking changes

• Output streams of the Live client added with Live.add_stream will now upgrade to the latest DBN version before being written

Release notes

Enhancements

• Added optional heartbeat_interval_s parameter to Live client for configuring the
  interval at which the gateway will send heartbeat records
• Upgraded databento-dbn to 0.18.0
• Added new off-market publisher values for IFEU.IMPACT and NDEX.IMPACT

Breaking changes

• Renamed CbboMsg to CBBOMsg.
• Renamed use_snapshot parameter in Live.subscribe function to snapshot
• All Python exceptions raised by databento-dbn have been changed to use the DBNError type

Release notes

Enhancements

• Added use_snapshot parameter to Live.subscribe, defaults to False

Release notes

Enhancements

• Added pip-system-certs dependency for Windows platforms to prevent a connection issue in requests when behind a proxy
• Iteration of the Live client will now automatically call Live.stop when the iterator is destroyed, such as when a for loop is escaped with an exception or break statement.

Bug fixes

• Fixed an issue where batch.download and batch.download_async would fail if requested files already existed in the output directory
• Fixed an issue where batch.download, batch.download_async, and timeseries.get_range could use a lot of memory while streaming data
• Fixed an issue where reusing a Live client with an open output stream would drop DBN records when received at the same time as the Metadata header

Release notes

Enhancements

• The Historical.batch.download and Historical.batch.download_async methods will now automatically retry the download if a rate limit (HTTP 429) error is received
• The Historical.batch.download and Historical.batch.download_async methods will now retry failed downloads automatically
• The Historical.batch.download and Historical.batch.download_async methods will now download files concurrently
• The output_dir parameter for Historical.batch.download and Historical.batch.download_async is now optional and will default to the current working directory if unspecified

Breaking changes

• The enable_partial_downloads parameter for Historical.batch.download and Historical.batch.download_async has been removed, partial files will always be resumed which was the default behavior
• The parameters for Historical.batch.download and Historical.batch.download_async have been reordered because output_dir is now optional, job_id now comes first

Release notes

Enhancements

• Improved exception messages when multiple ErrorMsg are received by the Live client
• Upgraded databento-dbn to 0.17.1

Bug fixes

• Removed live session ID parsing to int, that could cause a session to fail when
  nothing was wrong

Breaking changes

• Renamed publishers from deprecated datasets to their respective sources (XNAS.NLS
  and XNYS.TRADES respectively)

Deprecations

• Deprecated dataset values FINN.NLS and FINY.TRADES