VER: Release 0.39.3

See release notes.

Author: nmacholl

CHANGELOG.md

@@ -1,5 +1,14 @@
 # Changelog
 
+## 0.39.3 - 2024-08-20
+
+#### Enhancements
+- Added new publisher values for `XCIS.BBOTRADES` and `XNYS.BBOTRADES`
+
+#### Bug fixes
+- Fixed an issue receiving multiple DBN v1 `ErrorMsg` in the `Live` client would cause an `InvalidState` error
+- Fixed an issue where creating `Live` clients in multiple threads could cause a `RuntimeError` upon initialization
+
 ## 0.39.2 - 2024-08-13
 
 #### Enhancements

databento/common/publishers.py

@@ -495,9 +495,13 @@ class Dataset(StringyMixin, str, Enum):
     DBEQ_MAX
         Databento Equities Max.
     XNAS_BASIC
-        Nasdaq Basic (NLS+QBBO).
+        Nasdaq Basic (NLS and QBBO).
     DBEQ_SUMMARY
         Databento Equities Summary.
+    XCIS_BBOTRADES
+        NYSE National BBO and Trades.
+    XNYS_BBOTRADES
+        NYSE BBO and Trades.
 
     """
 
@@ -533,6 +537,8 @@ class Dataset(StringyMixin, str, Enum):
     DBEQ_MAX = "DBEQ.MAX"
     XNAS_BASIC = "XNAS.BASIC"
     DBEQ_SUMMARY = "DBEQ.SUMMARY"
+    XCIS_BBOTRADES = "XCIS.BBOTRADES"
+    XNYS_BBOTRADES = "XNYS.BBOTRADES"
 
     @classmethod
     def from_int(cls, value: int) -> Dataset:
@@ -603,6 +609,10 @@ def from_int(cls, value: int) -> Dataset:
             return Dataset.XNAS_BASIC
         if value == 32:
             return Dataset.DBEQ_SUMMARY
+        if value == 33:
+            return Dataset.XCIS_BBOTRADES
+        if value == 34:
+            return Dataset.XNYS_BBOTRADES
         raise ValueError(f"Integer value {value} does not correspond with any Dataset variant")
 
     def to_int(self) -> int:
@@ -673,6 +683,10 @@ def to_int(self) -> int:
             return 31
         if self == Dataset.DBEQ_SUMMARY:
             return 32
+        if self == Dataset.XCIS_BBOTRADES:
+            return 33
+        if self == Dataset.XNYS_BBOTRADES:
+            return 34
         raise ValueError("Invalid Dataset")
 
     @property
@@ -741,9 +755,13 @@ def description(self) -> str:
         if self == Dataset.DBEQ_MAX:
             return "Databento Equities Max"
         if self == Dataset.XNAS_BASIC:
-            return "Nasdaq Basic (NLS+QBBO)"
+            return "Nasdaq Basic (NLS and QBBO)"
         if self == Dataset.DBEQ_SUMMARY:
             return "Databento Equities Summary"
+        if self == Dataset.XCIS_BBOTRADES:
+            return "NYSE National BBO and Trades"
+        if self == Dataset.XNYS_BBOTRADES:
+            return "NYSE BBO and Trades"
         raise ValueError("Unexpected Dataset value")
 
 
@@ -933,6 +951,10 @@ class Publisher(StringyMixin, str, Enum):
         Nasdaq Basic - Nasdaq PSX.
     DBEQ_SUMMARY_DBEQ
         Databento Equities Summary.
+    XCIS_BBOTRADES_XCIS
+        NYSE National BBO and Trades.
+    XNYS_BBOTRADES_XNYS
+        NYSE BBO and Trades.
 
     """
 
@@ -1026,6 +1048,8 @@ class Publisher(StringyMixin, str, Enum):
     XNAS_BASIC_XBOS = "XNAS.BASIC.XBOS"
     XNAS_BASIC_XPSX = "XNAS.BASIC.XPSX"
     DBEQ_SUMMARY_DBEQ = "DBEQ.SUMMARY.DBEQ"
+    XCIS_BBOTRADES_XCIS = "XCIS.BBOTRADES.XCIS"
+    XNYS_BBOTRADES_XNYS = "XNYS.BBOTRADES.XNYS"
 
     @classmethod
     def from_int(cls, value: int) -> Publisher:
@@ -1212,6 +1236,10 @@ def from_int(cls, value: int) -> Publisher:
             return Publisher.XNAS_BASIC_XPSX
         if value == 90:
             return Publisher.DBEQ_SUMMARY_DBEQ
+        if value == 91:
+            return Publisher.XCIS_BBOTRADES_XCIS
+        if value == 92:
+            return Publisher.XNYS_BBOTRADES_XNYS
         raise ValueError(f"Integer value {value} does not correspond with any Publisher variant")
 
     def to_int(self) -> int:
@@ -1398,6 +1426,10 @@ def to_int(self) -> int:
             return 89
         if self == Publisher.DBEQ_SUMMARY_DBEQ:
             return 90
+        if self == Publisher.XCIS_BBOTRADES_XCIS:
+            return 91
+        if self == Publisher.XNYS_BBOTRADES_XNYS:
+            return 92
         raise ValueError("Invalid Publisher")
 
     @property
@@ -1585,6 +1617,10 @@ def venue(self) -> Venue:
             return Venue.XPSX
         if self == Publisher.DBEQ_SUMMARY_DBEQ:
             return Venue.DBEQ
+        if self == Publisher.XCIS_BBOTRADES_XCIS:
+            return Venue.XCIS
+        if self == Publisher.XNYS_BBOTRADES_XNYS:
+            return Venue.XNYS
         raise ValueError("Unexpected Publisher value")
 
     @property
@@ -1772,6 +1808,10 @@ def dataset(self) -> Dataset:
             return Dataset.XNAS_BASIC
         if self == Publisher.DBEQ_SUMMARY_DBEQ:
             return Dataset.DBEQ_SUMMARY
+        if self == Publisher.XCIS_BBOTRADES_XCIS:
+            return Dataset.XCIS_BBOTRADES
+        if self == Publisher.XNYS_BBOTRADES_XNYS:
+            return Dataset.XNYS_BBOTRADES
         raise ValueError("Unexpected Publisher value")
 
     @property
@@ -1959,4 +1999,8 @@ def description(self) -> str:
             return "Nasdaq Basic - Nasdaq PSX"
         if self == Publisher.DBEQ_SUMMARY_DBEQ:
             return "Databento Equities Summary"
+        if self == Publisher.XCIS_BBOTRADES_XCIS:
+            return "NYSE National BBO and Trades"
+        if self == Publisher.XNYS_BBOTRADES_XNYS:
+            return "NYSE BBO and Trades"
         raise ValueError("Unexpected Publisher value")

databento/live/client.py

@@ -61,6 +61,7 @@ class Live:
     """
 
     _loop = asyncio.new_event_loop()
+    _lock = threading.Lock()
     _thread = threading.Thread(
         target=_loop.run_forever,
         name="databento_live",
@@ -109,8 +110,9 @@ def __init__(
 
         self._session._user_callbacks.append((self._map_symbol, None))
 
-        if not Live._thread.is_alive():
-            Live._thread.start()
+        with Live._lock:
+            if not Live._thread.is_alive():
+                Live._thread.start()
 
     def __del__(self) -> None:
         try:

databento/live/protocol.py

@@ -197,7 +197,16 @@ def connection_lost(self, exc: Exception | None) -> None:
         if not self.disconnected.done():
             if exc is None:
                 logger.info("connection closed")
-                self.disconnected.set_result(None)
+                if self._error_msgs:
+                    error_msg = ", ".join(self._error_msgs)
+                    if len(self._error_msgs) > 1:
+                        error_msg = f"The following errors occurred: {error_msg}"
+                    self._error_msgs.clear()
+                    self.disconnected.set_exception(
+                        BentoError(error_msg),
+                    )
+                else:
+                    self.disconnected.set_result(None)
             else:
                 logger.error("connection lost: %s", exc)
                 self.disconnected.set_exception(exc)
@@ -361,17 +370,7 @@ def _process_dbn(self, data: bytes) -> None:
                         record.err,
                     )
                     self._error_msgs.append(record.err)
-                    if record.is_last:
-                        if len(self._error_msgs) > 1:
-                            errors = ", ".join(self._error_msgs)
-                            error_msg = f"The following errors occurred: {errors}"
-                        else:
-                            error_msg = self._error_msgs[-1]
-                        self._error_msgs.clear()
-                        self.disconnected.set_exception(
-                            BentoError(error_msg),
-                        )
-                if isinstance(record, databento_dbn.SystemMsg):
+                elif isinstance(record, databento_dbn.SystemMsg):
                     if record.is_heartbeat:
                         logger.debug("gateway heartbeat")
                     else:

databento/version.py

@@ -1 +1 @@
-__version__ = "0.39.2"
+__version__ = "0.39.3"

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento"
-version = "0.39.2"
+version = "0.39.3"
 description = "Official Python client library for Databento"
 authors = [
     "Databento <support@databento.com>",