databento 0.35.0

Release notes

Enhancements

• Added optional heartbeat_interval_s parameter to Live client for configuring the
  interval at which the gateway will send heartbeat records
• Upgraded databento-dbn to 0.18.0
• Added new off-market publisher values for IFEU.IMPACT and NDEX.IMPACT

Breaking changes

• Renamed CbboMsg to CBBOMsg.
• Renamed use_snapshot parameter in Live.subscribe function to snapshot
• All Python exceptions raised by databento-dbn have been changed to use the DBNError type

databento 0.34.1

Release notes

Enhancements

• Added use_snapshot parameter to Live.subscribe, defaults to False

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