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Releases: databento/databento-rs

0.38.0

17 Dec 14:03
ed39f56

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Release notes

Breaking changes

  • Changed Error::BadArgument::param_name from a String to a &'static str

Bug fixes

  • Fixed panic on failed write during authentication

0.37.0

09 Dec 23:06
330078c

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Release notes

Enhancements

  • Added optional chrono feature for converting chrono date and datetime types to
    DateRange, DateTimeRange, and Subscription::start (credit: @wtn)
  • Upgraded DBN version to 0.45.0:
    • Added new venue, dataset, and publisher for Cboe Futures Exchange (XCBF.PITCH)

Breaking changes

  • Changed the default to true for the map_symbols parameter in
    SubmitJobParams::builder() for JSON and CSV encodings
  • Moved DateTimeLike trait to top level

Bug fixes

  • Fixed checksum verification for resumed downloads in batch().download(). Previously,
    it would erroneously fail

0.36.0

19 Nov 17:40
44a0ffe

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Release notes

Enhancements

  • Added support for using built-in range syntax for specifying date and datetime ranges
    in the historical API, e.g. date!(2020-01-01)..=date!(2020-12-31)
  • Changed metadata().get_dataset_range(), metadata().list_schemas(), and
    metadata().list_unit_prices() to accept any impl AsRef<str> as the dataset
    parameter
  • Upgraded DBN version to 0.44.0:
    • Added logic to set code when upgrading version 1 SystemMsg to newer versions
    • Added Dataset::publishers() method to retrieve all Publisher values for a
      dataset

Breaking changes

  • Updated the minimum supported tokio version to 1.41, which was released one year ago
  • Made reference enums Country, Currency, and EventSubType non-exhaustive
  • Removed variants from Country and Currency that were not present in any data
  • Added more variants to EventSubType

0.35.0

22 Oct 02:27
d680daf

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Release notes

Enhancements

  • Initial release with Reference API support
  • Upgraded DBN version to 0.43.0:
    • Added explicit Unset variant for SystemCode and ErrorCode
    • Added Default implementation for SystemCode and ErrorCode

0.34.1

30 Sep 14:12
6b3bcf9

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Release notes

Enhancements

  • Upgraded DBN version to 0.42.0

Bug fixes

  • Fixed visibility of fields in DateRange and DateTimeRange

Release notes

Enhancements

  • Initial release with Reference API support

0.34.0

23 Sep 15:40
47e2638

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Release notes

Enhancements

  • Added batch download retry, resumption, and checksum verification
  • Changed setter for batch::DownloadParams to accept any impl ToString for
    filename_to_download

Breaking changes

  • Changed sha2 and hex to required dependencies

0.33.1

26 Aug 23:10
3d2f268

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Release notes

Enhancements

  • Upgraded DBN version to 0.41.0:
    • Added interval method to RType and Schema to get the duration for subsampled
      schemas like Ohlcv1H and Cbbo1S
    • Changed the default value for channel_id to be u8::MAX in MboMsg and u16::MAX
      elsewhere since 0 is a valid channel ID

0.33.0

19 Aug 20:58
1e58a46

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Release notes

Enhancements

  • Upgraded DBN version to 0.40.0:
    • Added DbnVersion new type

Breaking changes

  • Removed bill_id field from BatchJob struct
  • Breaking changes from DBN:
    • Marked ErrorCode and SystemCode non-exhaustive to allow adding future variants
      without a breaking change
    • Added EndOfInterval variant to SystemCode to notify when all OHLCV bars and
      subsampled BBO records have been published for a time interval

0.32.0

12 Aug 20:10
70492d6

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Release notes

Enhancements

  • Upgraded DBN version to 0.39.1:
    • Added PUBLISHER_SPECIFIC flag
    • Improved JSON encoding performance
    • Added a Default implementation for SecurityUpdateAction

Breaking changes

  • Removed unused Received variant from JobState enum

0.31.0

30 Jul 15:03
189e4d8

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Release notes

Enhancements

  • Changed timeseries.get_range_to_file() to return a concrete type instead of an impl
    trait type
  • Upgraded DBN version to 0.39.0:
    • Added side() and unpaired_side() methods to ImbalanceMsg that convert the fields
      of the same name to the Side enum
    • Added pretty_auction_time property in Python for ImbalanceMsg
    • Added Default implementation for StatUpdateAction
    • Added warnings to the floating-point getter methods' docstrings
    • Added action and ts_in_delta getters to BboMsg
    • Added ts_recv getter to StatusMsg
    • Added missing floating-point price getters to InstrumentDefMsg record types from all
      DBN versions
    • Added more floating-point price getters to ImbalanceMsg
    • Added floating-point price getter to StatMsg and v1::StatMsg

Breaking changes

  • Breaking changes from DBN:
    • Changed SystemMsg::code() and ErrorMsg::code() methods to return a Result
      instead of an Option to be consistent with other enum conversion methods
    • Changed auction_time field in ImbalanceMsg to be formatted as a timestamp

Bug fixes

  • Removed unused S3 and Disk variants from Delivery enum