databento 0.39.2

Release notes

Enhancements

• Changed corporate_actions.get_range(...) to stream compressed zstd data

databento 0.39.1

Release notes

Bug fixes

• Fixed an issue where a symbol list which contained a None would produce a convoluted exception

databento 0.39.0

Release notes

Enhancements

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

databento 0.38.0

Release notes

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

databento 0.37.0

Release notes

Enhancements

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

databento 0.36.3

Release notes

Enhancements

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

databento 0.36.2

Release notes

Enhancements

• Upgraded databento-dbn to 0.18.2

databento 0.36.1

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

databento 0.36.0

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

databento 0.35.0

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