databento 0.34.0

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

databento 0.33.0

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

databento 0.32.0

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

databento 0.31.1

Release notes

Enhancements

• Increase Live session connection and authentication timeouts
• Added new F_TOB and F_MAYBE_BAD_BOOK variants to RecordFlags

Bug fixes

• Fixed an issue where calling Live.subscribe from a Live client callback would cause a deadlock

databento 0.31.0

Release notes

Enhancements

• Added DBNStore.insert_symbology_json convenience method for adding symbology data from a JSON dict or file path
• Upgraded databento-dbn to 0.16.0

databento 0.30.0

Release notes

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

databento 0.29.0

Release notes

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

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

databento 0.28.0

Release notes

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

databento 0.27.0

Release notes

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

databento 0.26.0

Release notes

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