databento 0.74.1

Release notes

Enhancements

• Upgraded databento-dbn to 0.52.1:
  • Added __index__ to all int-representable and char-backed Python enums, enabling
    use with int(), hex(), and as sequence indices
  • Fixed memory leak in Python bindings where every record object leaked ~64 bytes
    due to a pyo3 0.28 regression in #[pyclass(dict)] deallocation. Downgraded
    pyo3 to 0.27.2
  • Removed unnecessary dict from BidAskPair and ConsolidatedBidAskPair Python
    classes
  • Fixed Python type stubs to reflect that record_size() is a method, not a property
  • Fixed Python type stubs for record fields to indicate which fields are writable
    (e.g. publisher_id, instrument_id, price, size) and added @setter stubs
    for enum fields (e.g. action, side)

databento 0.74.0

Release notes

Enhancements

• Changed SlowReaderBehavior.SKIP to send "skip" instead of "drop" to the gateway
• Upgraded databento-dbn to 0.52.0:
  • Added SYMBOL_CSTR_LEN constant and versioned variants (SYMBOL_CSTR_LEN_V1,
    SYMBOL_CSTR_LEN_V2, SYMBOL_CSTR_LEN_V3) to Python, including in each versioned
    module (v1, v2, v3) as SYMBOL_CSTR_LEN
  • Added v1, v2, and v3 submodule imports to databento_dbn.__init__ so they are
    accessible as attributes (e.g. databento_dbn.v1)

databento 0.73.0

Release notes

Enhancements

• Upgraded databento-dbn to 0.51.0:
  • Added logic to set code when upgrading version 1 ErrorMsg to newer versions

databento 0.72.0

Release notes

Enhancements

• Upgraded databento-dbn to 0.50.0:
  • Added SkippedRecordsAfterSlowReading to the ErrorCode enum for gateway errors originating
    from slow client catch-up.

databento 0.71.0

Release notes

Enhancements

• Added slow_reader_behavior field to AuthenticationRequest message
• Added SlowReaderBehavior enum
• Added support for using compression in the live API:
  • Added compression parameter to the Live client constructor
  • Added compression property to the Live client
  • Added compression field to AuthenticationRequest
• Upgraded databento-dbn to 0.49.0:
  • Added support for decompressing Zstd in the Python DBNDecoder and new optional compression parameter

databento 0.70.0

Release notes

Enhancements

• Added new off-market publisher for Cboe Futures Exchange (XCBF_PITCH_XOFF)
• Upgraded databento-dbn to 0.48.0:
  • Changed the __repr__ implementation of all records in Python to be more Pythonic
  • Added new StatType variants to be used by XCBF.PITCH dataset:
    • UPPER_PRICE_LIMIT
    • LOWER_PRICE_LIMIT
    • BLOCK_VOLUME
    • VENUE_SPECIFIC_VOLUME_1
• Added new publisher for Blue Ocean ATS (OCEA_MEMOIR_OCEA)
• Reduced the log level of end-of-interval SystemMsg records to the debug level

databento 0.69.0

Release notes

Enhancements

• Upgraded databento-dbn to 0.46.0
  • Added DBNRecord union type to Python which includes all record types
  • Removed Record class from Python type stubs to match code: the record classes don't
    share a base class. Use DBNRecord instead.

Breaking changes

• Removed DBNRecord union type from databento.common.types, use databento_dbn.DBNRecord instead

databento 0.68.2

Release notes

Bug fixes

• Fix use of Self in GatewayControl.parse()

databento 0.68.1

Release notes

Enhancements

• Improved the performance of DBNStore.to_df() symbol mapping

databento 0.68.0

Release notes

This release adds support for Python 3.14.

Enhancements

• Added support for Python 3.14
• Functions which accept a path as an argument now expand user directories
• Upgraded databento-dbn to 0.45.0
  • Added support for Python 3.14