databento 0.18.1

Release notes

Bug fixes

• Fixed issue where extra python key was sent by the Live client

databento 0.18.0

Release notes

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.

databento 0.17.0

Release notes

This release includes improvements to the ergonomics of the clients metadata API, you can read more about the changes here.

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

databento 0.16.1

Release notes

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

databento 0.16.0

Release notes

This release includes updates to the fields in text encodings (CSV and JSON), you can read more about the changes here.

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

databento 0.15.2

Release notes

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

databento 0.15.1

Release notes

Bug fixes

• Fixed an issue with release tests
• Fixed an issue with release workflow

databento 0.15.0

Release notes

Enhancements

• Added symbology_map property to Live client
• Added optional_symbols_list_to_list parsing function
• Changed Live.add_callback and Live.add_stream to accept an exception callback
• Changed Live.__iter__() and Live.__aiter__() to send the session start message if the session is connected but not started
• Upgraded databento-dbn to 0.7.1
• Removed exception chaining from exceptions emitted by the library

Bug fixes

• Fixed issue where a large unreadable symbol subscription message could be sent

Breaking changes

• Removed Encoding, Compression, Schema, and SType enums as they are now exposed by databento-dbn
• Renamed func parameter to record_callback for Live.add_callback and Live.add_stream
• Removed optional_symbols_list_to_string parsing function

databento 0.14.1

Release notes

• Fixed issue where DBNStore.to_df() would raise an exception if no records were present
• Fixed exception message when creating a DBNStore from an empty data source

databento 0.14.0

Release notes

• Added support for reusing a Live client to reconnect
• Added metadata property to Live
• Added DatatbentoLiveProtocol class
• Added support for emitting warnings in API response headers
• Changed iteration of Live to no longer yield DBN metadata
• Changed Live callbacks to no longer yield DBN metadata
• Fixed issue where Historical.timeseries.get_range would write empty files on error
• Fixed issue with numpy types not being handled in symbols field
• Upgraded aiohttp to 3.8.3
• Upgraded numpy to 1.23.5
• Upgraded pandas to 1.5.3
• Upgraded requests to 2.28.1
• Upgraded zstandard to 0.21.0
• Removed 10 minute minimum request time range restriction
• Removed support for Python 3.7