Skip to content

databento 0.50.0

Choose a tag to compare

View all tags
@github-actions github-actions released this 18 Mar 23:23
· 111 commits to main since this release
v0.50.0
d119369
This commit was created on GitHub.com and signed with GitHub’s verified signature.
GPG key ID: B5690EEEBB952194
Verified
Learn about vigilant mode.

Release notes

Enhancements

  • Added new venues, datasets, and publishers for ICE Futures US, ICE Futures Europe (Financial products), Eurex, and European Energy Exchange (EEX)
  • Added export of the following enums from databento_dbn to the root databento package:
    • Action
    • InstrumentClass
    • MatchAlgorithm
    • RType
    • SecurityUpdateAction
    • Side
    • StatUpdateAction
    • TriState
    • UserDefinedInstrument
    • VersionUpgradePolicy
  • Added export of the following constants from databento_dbn to the root databento package:
    • DBN_VERSION
    • FIXED_PRICE_SCALE
    • UNDEF_ORDER_SIZE
    • UNDEF_PRICE
    • UNDEF_STAT_QUANTITY
    • UNDEF_TIMESTAMP
  • Added export of BidAskPair and ConsolidatedBidAskPair from databento_dbn to the root databento package
  • Upgraded databento-dbn to 0.29.0
    • Added COMMODITY_SPOT InstrumentClass variant
  • Improved handling of datetime and date objects in start and end parameters
Assets 4
Loading