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ADD: Add three IntelligentCross MICs to Venue list
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Jack Culhane committed Nov 11, 2024
1 parent 3b5f748 commit 7d98596
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3 changes: 3 additions & 0 deletions CHANGELOG.md
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## 0.25.0 - TBD

### Enhancements
- Added new IntelligentCross venues `ASPN`, `ASMT`, and `ASPI`

### Deprecations
- Deprecated `Packaging` enum and `packaging` field on `BatchJob`. These will be
removed in a future version. All files from a batch job can be downloaded with the
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6 changes: 6 additions & 0 deletions include/databento/publishers.hpp
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Expand Up @@ -93,6 +93,12 @@ enum class Venue : std::uint16_t {
Ltse = 42,
// Off-Exchange Transactions - Listed Instruments
Xoff = 43,
// IntelligentCross ASPEN Intelligent Bid/Offer
Aspn = 44,
// IntelligentCross ASPEN Maker/Taker
Asmt = 45,
// IntelligentCross ASPEN Inverted
Aspi = 46,
};

// A source of data.
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18 changes: 18 additions & 0 deletions src/publishers.cpp
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Expand Up @@ -140,6 +140,15 @@ const char* ToString(Venue venue) {
case Venue::Xoff: {
return "XOFF";
}
case Venue::Aspn: {
return "ASPN";
}
case Venue::Asmt: {
return "ASMT";
}
case Venue::Aspi: {
return "ASPI";
}
default: {
return "Unknown";
}
Expand Down Expand Up @@ -282,6 +291,15 @@ Venue FromString(const std::string& str) {
if (str == "XOFF") {
return Venue::Xoff;
}
if (str == "ASPN") {
return Venue::Aspn;
}
if (str == "ASMT") {
return Venue::Asmt;
}
if (str == "ASPI") {
return Venue::Aspi;
}
throw InvalidArgumentError{"FromString<Venue>", "str",
"unknown value '" + str + '\''};
}
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