VER: Release 0.51.0

See release notes.

Author: nmacholl

CHANGELOG.md

@@ -1,5 +1,11 @@
 # Changelog
 
+## 0.51.0 - 2025-04-08
+
+#### Enhancements
+- Upgraded `databento-dbn` to 0.31.0
+  - Fixed Python type annotation for `SystemMsg.is_heartbeat()` method that was previously annotated as a property
+
 ## 0.50.0 - 2025-03-18
 
 #### Enhancements

README.md

@@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.9 and
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
 - python = "^3.9"
 - aiohttp = "^3.8.3"
-- databento-dbn = "0.29.0"
+- databento-dbn = "0.31.0"
 - numpy= ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

databento/common/publishers.py

@@ -515,13 +515,13 @@ class Dataset(StringyMixin, str, Enum):
     XPSX_ITCH
         Nasdaq PSX TotalView-ITCH.
     BATS_PITCH
-        Cboe BZX Depth Pitch.
+        Cboe BZX Depth.
     BATY_PITCH
-        Cboe BYX Depth Pitch.
+        Cboe BYX Depth.
     EDGA_PITCH
-        Cboe EDGA Depth Pitch.
+        Cboe EDGA Depth.
     EDGX_PITCH
-        Cboe EDGX Depth Pitch.
+        Cboe EDGX Depth.
     XNYS_PILLAR
         NYSE Integrated.
     XCIS_PILLAR
@@ -810,13 +810,13 @@ def description(self) -> str:
         if self == Dataset.XPSX_ITCH:
             return "Nasdaq PSX TotalView-ITCH"
         if self == Dataset.BATS_PITCH:
-            return "Cboe BZX Depth Pitch"
+            return "Cboe BZX Depth"
         if self == Dataset.BATY_PITCH:
-            return "Cboe BYX Depth Pitch"
+            return "Cboe BYX Depth"
         if self == Dataset.EDGA_PITCH:
-            return "Cboe EDGA Depth Pitch"
+            return "Cboe EDGA Depth"
         if self == Dataset.EDGX_PITCH:
-            return "Cboe EDGX Depth Pitch"
+            return "Cboe EDGX Depth"
         if self == Dataset.XNYS_PILLAR:
             return "NYSE Integrated"
         if self == Dataset.XCIS_PILLAR:
@@ -897,13 +897,13 @@ class Publisher(StringyMixin, str, Enum):
     XPSX_ITCH_XPSX
         Nasdaq PSX TotalView-ITCH.
     BATS_PITCH_BATS
-        Cboe BZX Depth Pitch.
+        Cboe BZX Depth.
     BATY_PITCH_BATY
-        Cboe BYX Depth Pitch.
+        Cboe BYX Depth.
     EDGA_PITCH_EDGA
-        Cboe EDGA Depth Pitch.
+        Cboe EDGA Depth.
     EDGX_PITCH_EDGX
-        Cboe EDGX Depth Pitch.
+        Cboe EDGX Depth.
     XNYS_PILLAR_XNYS
         NYSE Integrated.
     XCIS_PILLAR_XCIS
@@ -2055,13 +2055,13 @@ def description(self) -> str:
         if self == Publisher.XPSX_ITCH_XPSX:
             return "Nasdaq PSX TotalView-ITCH"
         if self == Publisher.BATS_PITCH_BATS:
-            return "Cboe BZX Depth Pitch"
+            return "Cboe BZX Depth"
         if self == Publisher.BATY_PITCH_BATY:
-            return "Cboe BYX Depth Pitch"
+            return "Cboe BYX Depth"
         if self == Publisher.EDGA_PITCH_EDGA:
-            return "Cboe EDGA Depth Pitch"
+            return "Cboe EDGA Depth"
         if self == Publisher.EDGX_PITCH_EDGX:
-            return "Cboe EDGX Depth Pitch"
+            return "Cboe EDGX Depth"
         if self == Publisher.XNYS_PILLAR_XNYS:
             return "NYSE Integrated"
         if self == Publisher.XCIS_PILLAR_XCIS:

databento/historical/api/batch.py

@@ -102,8 +102,7 @@ def submit_job(
             The end datetime of the request time range (exclusive).
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
-            Values are forward filled based on the resolution provided.
-            Defaults to the same value as `start`.
+            Defaults to the forward filled value of `start` based on the resolution provided.
         encoding : Encoding or str {'dbn', 'csv', 'json'}, default 'dbn'
             The data encoding.
         compression : Compression or str {'none', 'zstd'}, default 'zstd'

databento/historical/api/metadata.py

@@ -286,8 +286,7 @@ def get_record_count(
             The end datetime for the request range (exclusive).
             Assumes UTC as timezone unless otherwise specified.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
-            Values are forward filled based on the resolution provided.
-            Defaults to the same value as `start`.
+            Defaults to the forward filled value of `start` based on the resolution provided.
         symbols : Iterable[str | int] or str or int, optional
             The instrument symbols to filter for. Takes up to 2,000 symbols per request.
             If 'ALL_SYMBOLS' or `None` then will select **all** symbols.
@@ -355,8 +354,7 @@ def get_billable_size(
             The end datetime for the request range (exclusive).
             Assumes UTC as timezone unless otherwise specified.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
-            Values are forward filled based on the resolution provided.
-            Defaults to the same value as `start`.
+            Defaults to the forward filled value of `start` based on the resolution provided.
         symbols : Iterable[str | int] or str, or int, optional
             The instrument symbols to filter for. Takes up to 2,000 symbols per request.
             If 'ALL_SYMBOLS' or `None` then will select **all** symbols.
@@ -425,8 +423,7 @@ def get_cost(
             The end datetime for the request range (exclusive).
             Assumes UTC as timezone unless otherwise specified.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
-            Values are forward filled based on the resolution provided.
-            Defaults to the same value as `start`.
+            Defaults to the forward filled value of `start` based on the resolution provided.
         mode : FeedMode or str {'live', 'historical-streaming', 'historical'}, default 'historical-streaming'
             The data feed mode for the request.
         symbols : Iterable[str | int] or str or int, optional

databento/historical/api/timeseries.py

@@ -67,8 +67,7 @@ def get_range(
             The end datetime of the request time range (exclusive).
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
-            Values are forward filled based on the resolution provided.
-            Defaults to the same value as `start`.
+            Defaults to the forward filled value of `start` based on the resolution provided.
         symbols : Iterable[str | int], or str, or int, optional
             The instrument symbols to filter for. Takes up to 2,000 symbols per request.
             If more than 1 symbol is specified, the data is merged and sorted by time.
@@ -164,8 +163,7 @@ async def get_range_async(
             The end datetime of the request time range (exclusive).
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
-            Values are forward filled based on the resolution provided.
-            Defaults to the same value as `start`.
+            Defaults to the forward filled value of `start` based on the resolution provided.
         symbols : Iterable[str | int] or str or int, optional
             The instrument symbols to filter for. Takes up to 2,000 symbols per request.
             If more than 1 symbol is specified, the data is merged and sorted by time.

databento/reference/api/adjustment.py

@@ -57,6 +57,7 @@ def get_range(
             The end datetime of the request time range (exclusive) based on `ex_date`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
+            Defaults to the forward filled value of `start` based on the resolution provided.
         symbols : Iterable[str] or str, optional
             The symbols to filter for. Takes up to 2,000 symbols per request.
             If more than 1 symbol is specified, the data is merged and sorted by time.

databento/reference/api/corporate.py

@@ -61,6 +61,7 @@ def get_range(
             The end datetime of the request time range (exclusive) based on `index`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
+            Defaults to the forward filled value of `start` based on the resolution provided.
         index : str, default 'event_date'
             The index column used for filtering the `start` and `end` time range
             and for record ordering.

databento/reference/api/security.py

@@ -58,6 +58,7 @@ def get_range(
             The end datetime of the request time range (exclusive) based on `index`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
+            Defaults to the forward filled value of `start` based on the resolution provided.
         index : str, default 'ts_effective'
             The index column used for filtering the `start` and `end` time range
             and for record ordering.

databento/version.py

@@ -1 +1 @@
-__version__ = "0.50.0"
+__version__ = "0.51.0"