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Copy file name to clipboardExpand all lines: CHANGELOG.md
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#### Enhancements
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- Added new off-market publisher for Cboe Futures Exchange (`XCBF_PITCH_XOFF`)
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- Added new `StatType` variants to be used by `XCBF.PITCH` dataset:
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-`UPPER_PRICE_LIMIT`
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-`LOWER_PRICE_LIMIT`
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-`BLOCK_VOLUME`
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-`VENUE_SPECIFIC_VOLUME_1`
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- Upgraded `databento-dbn` to 0.47.0:
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- Changed the `__repr__` implementation of all records in Python to be more Pythonic
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- Added new `StatType` variants to be used by `XCBF.PITCH` dataset:
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-`UPPER_PRICE_LIMIT`
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-`LOWER_PRICE_LIMIT`
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-`BLOCK_VOLUME`
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-`VENUE_SPECIFIC_VOLUME_1`
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## 0.69.0 - 2026-01-13
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#### Enhancements
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- Upgraded `databento-dbn` to 0.46.0
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- Upgraded `databento-dbn` to 0.46.0:
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- Added `DBNRecord` union type to Python which includes all record types
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- Removed `Record` class from Python type stubs to match code: the record classes don't
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share a base class. Use `DBNRecord` instead.
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#### Enhancements
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- Added support for Python 3.14
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- Functions which accept a path as an argument now expand user directories
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- Upgraded `databento-dbn` to 0.45.0
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- Upgraded `databento-dbn` to 0.45.0:
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- Added support for Python 3.14
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## 0.67.0 - 2025-12-02
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- Added a property `Live.session_id` which returns the streaming session ID when the client is connected
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- Streams added with `Live.add_stream()` which do not define an exception handler will now emit a warning if an exception is raised while executing the callback
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- Callback functions added with `Live.add_callback()` which do not define an exception handler will now emit a warning if an exception is raised while executing the callback
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- Upgraded `databento-dbn` to 0.44.0
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- Upgraded `databento-dbn` to 0.44.0:
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- Added logic to set `code` when upgrading version 1 `SystemMsg` to newer versions
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#### Bug fixes
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#### Enhancements
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- Added export of `CBBOMsg` and `BBOMsg` from `databento_dbn` to the root `databento` package
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- Upgraded `databento-dbn` to 0.43.0
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- Upgraded `databento-dbn` to 0.43.0:
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- Added export of `F_PUBLISHER_SPECIFIC` constant to Python
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- Added explicit `Unset` variant for `SystemCode` and `ErrorCode`
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- Changed Python getters for enum fields to return the underlying type when no known variant can be found. As a result, these getters no longer raise an exception
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## 0.64.0 - 2025-09-30
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#### Enhancements
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- Upgraded `databento-dbn` to 0.42.0
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- Upgraded `databento-dbn` to 0.42.0:
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- Added `ts_index` and `pretty_ts_index` properties for records in Python which provides the timestamp that is most appropriate for indexing
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- Fixed type stub for `channel_id` to allow None
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#### Breaking changes
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- Removed `bill_id` from the response of `batch.list_jobs()` and `batch.submit_job()`
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- Upgraded `databento-dbn` to 0.40.0
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- Upgraded `databento-dbn` to 0.40.0:
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- Removed `hd` property from records in Python. Header fields are accessible
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directly from the record
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- Removed ability to directly instantiate most enums from an `int` in Python and coercion
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#### Enhancements
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- Added `parquet_schema` option to `DBNStore.to_parquet()` for overriding the pyarrow schema.
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- Upgraded `databento-dbn` to 0.39.0
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- Upgraded `databento-dbn` to 0.39.0:
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- Added `side()` and `unpaired_side()` methods to `ImbalanceMsg` that convert the fields
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of the same name to the `Side` enum
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- Added `pretty_auction_time` property in Python for `ImbalanceMsg`
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## 0.59.0 - 2025-07-15
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#### Enhancements
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- Upgraded `databento-dbn` to 0.37.1
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- Upgraded `databento-dbn` to 0.37.1:
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- Fix buffer growth in `DbnFsm::write_all()`, which is used by `DBNDecoder.write()`
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#### Breaking changes
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#### Enhancements
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- Changed the `tz` parameter in `DBNStore.to_df()` to accept `datetime.tzinfo` instead of `pytz.BaseTzInfo` explicitly
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- Modified the dependency specification for `databento_dbn` to allow for compatible patch versions
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- Upgraded `databento-dbn` to 0.36.2
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- Upgraded `databento-dbn` to 0.36.2:
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- Fixed change in behavior where Python `DBNDecoder.decode()` wouldn't always decode all available data on the first call
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## 0.57.1 - 2025-06-17
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- Changed the following Venue, Publisher, and Dataset descriptions:
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- "ICE Futures Europe (Financials)" renamed to "ICE Europe Financials"
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- "ICE Futures Europe (Commodities)" renamed to "ICE Europe Commodities"
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- Upgraded `databento-dbn` to 0.36.1
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- Upgraded `databento-dbn` to 0.36.1:
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- Fixed setting of `ts_out` property of DbnFsm based on decoded metadata. This
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was preventing `ts_out` from being correctly decoded in the Python DBNDecoder
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- Fixed decoding of `ts_out` with first records in DBNDecoder
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## 0.57.0 - 2025-06-10
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#### Enhancements
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- Upgraded `databento-dbn` to 0.36.0
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- Upgraded `databento-dbn` to 0.36.0:
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- Added missing Python type stubs for several leg properties of `InstrumentDefMsg`
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#### Bug fixes
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- Added `exchanges` parameter to `Reference.corporate_actions.get_range(...)`
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- Added `is_last` field to live subscription requests which will be used to improve
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the handling of split subscription requests
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- Upgraded `databento-dbn` to 0.35.0
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- Upgraded `databento-dbn` to 0.35.0:
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- This version delivers DBN version 3 (DBNv3), which is the new default
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- Improved the performance of the Python `DBNDecoder`
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## 0.53.0 - 2025-04-29
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#### Enhancements
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- Upgraded `databento-dbn` to 0.33.1
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- Upgraded `databento-dbn` to 0.33.1:
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- Added `SystemCode` and `ErrorCode` enums to indicate types of system and error messages
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- Added `code()` methods to SystemMsg and ErrorMsg to retrieve the enum value if one exists and equivalent properties in Python
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#### Enhancements
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- Added new optional `id` field to `SubscriptionRequest` class which will be used for improved error messages
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- Upgraded `databento-dbn` to 0.32.0
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- Upgraded `databento-dbn` to 0.32.0:
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- Fixed `RType` variant names in Python to match `Schema`
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- Added missing Python type declarations for `RType` variants
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- Fixed issue with Python `_hidden_fields` definition that caused `KeyError: _reserved1_00`
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## 0.51.0 - 2025-04-08
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#### Enhancements
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- Upgraded `databento-dbn` to 0.31.0
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- Upgraded `databento-dbn` to 0.31.0:
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- Fixed Python type annotation for `SystemMsg.is_heartbeat()` method that was previously annotated as a property
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## 0.50.0 - 2025-03-18
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-`UNDEF_STAT_QUANTITY`
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-`UNDEF_TIMESTAMP`
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- Added export of `BidAskPair` and `ConsolidatedBidAskPair` from `databento_dbn` to the root `databento` package
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- Upgraded `databento-dbn` to 0.29.0
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- Upgraded `databento-dbn` to 0.29.0:
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- Added `COMMODITY_SPOT``InstrumentClass` variant
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- Improved handling of `datetime` and `date` objects in `start` and `end` parameters
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- Added export of `TradingEvent` enum from `databento_dbn` to the root `databento` package
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- Added new dataset `EQUS.MINI` and new publishers `EQUS.MINI.EQUS`, `XNYS.TRADES.EQUS`
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- Removed upper bound for supported `python` versions; the constraint is now `^3.9`
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- Upgraded `databento-dbn` to 0.27.0
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- Upgraded `databento-dbn` to 0.27.0:
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- Fixed export of `InstrumentDefMsgV3` to Python
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#### Bug fixes
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## 0.47.0 - 2024-12-17
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#### Enhancements
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- Upgraded `databento-dbn` to 0.25.0
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- Upgraded `databento-dbn` to 0.25.0:
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- Added type aliases for `TBBOMsg`, `BBO1SMsg`, `BBO1MMsg`, `TCBBOMsg`, `CBBO1SMsg`,
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`CBBO1MMsg` in Python
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- Removed exports for `CBBOMsg` and `BBOMsg` in the root `databento` package in favor of aliased versions from `databento-dbn`
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#### Enhancements
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- Removed deprecated `packaging` parameter from `Historical.batch.submit_job`. Job files can be downloaded individually or as zip files after the job completes
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- Upgraded `databento-dbn` to 0.24.0
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- Upgraded `databento-dbn` to 0.24.0:
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- Added handling for `UNDEF_TIMESTAMP` in `pretty_` timestamp getters for Python. They now return `None` in the case of `UNDEF_TIMESTAMP`
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## 0.45.0 - 2024-11-12
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#### Enhancements
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- Added support for Python 3.13
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- Added new IntelligentCross venues `ASPN`, `ASMT`, and `ASPI`
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- Upgraded `databento-dbn` to 0.23.1
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- Upgraded `databento-dbn` to 0.23.1:
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- Fixed `pretty_activation` getter in `databento_dbn` returning `expiration` instead
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- Fixed some `pretty_` getters in `databento_dbn` didn't correctly handle `UNDEF_PRICE`
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