ADD: Add new enums for DBEQ.PLUS

databento · Oct 9, 2023 · a7411ef · a7411ef
1 parent b9d827a
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -1,5 +1,9 @@
 # Changelog
 
+## 0.13.1 - TBD
+### Enhancements
+- Added new publisher values in preparation for DBEQ.PLUS
+
 ## 0.13.0 - 2023-09-21
 ### Enhancements
 - Added `pretty_px` option for `BatchSubmitJob`, which formats prices to the correct

diff --git a/include/databento/publishers.hpp b/include/databento/publishers.hpp
@@ -129,6 +129,16 @@ enum class Dataset : std::uint16_t {
   ArcxPillar = 21,
   // IEX TOPS
   IexgTops = 22,
+  // Databento Equities Plus
+  DbeqPlus = 23,
+  // NYSE BBO
+  XnysBbo = 24,
+  // NYSE Trades
+  XnysTrades = 25,
+  // Nasdaq QBBO
+  XnasQbbo = 26,
+  // Nasdaq NLS
+  XnasNls = 27,
 };
 
 // A specific Venue from a specific data source.
@@ -219,6 +229,32 @@ enum class Publisher : std::uint16_t {
   DbeqBasicEprl = 42,
   // NYSE Arca Integrated
   ArcxPillarArcx = 43,
+  // NYSE BBO
+  XnysBboXnys = 44,
+  // NYSE Trades
+  XnysTradesXnys = 45,
+  // Nasdaq QBBO
+  XnasQbboXnas = 46,
+  // Nasdaq Trades
+  XnasNlsXnas = 47,
+  // DBEQ Plus - NYSE Chicago
+  DbeqPlusXchi = 48,
+  // DBEQ Plus - NYSE National
+  DbeqPlusXcis = 49,
+  // DBEQ Plus - IEX
+  DbeqPlusIexg = 50,
+  // DBEQ Plus - MIAX Pearl
+  DbeqPlusEprl = 51,
+  // DBEQ Plus - Nasdaq
+  DbeqPlusXnas = 52,
+  // DBEQ Plus - NYSE
+  DbeqPlusXnys = 53,
+  // DBEQ Plus - FINRA/NYSE TRF
+  DbeqPlusFinn = 54,
+  // DBEQ Plus - FINRA/Nasdaq TRF Carteret
+  DbeqPlusFiny = 55,
+  // DBEQ Plus - FINRA/Nasdaq TRF Chicago
+  DbeqPlusFinc = 56,
 };
 
 // Get a Publisher's Venue.

diff --git a/src/publishers.cpp b/src/publishers.cpp
@@ -318,6 +318,21 @@ const char* ToString(Dataset dataset) {
     case Dataset::IexgTops: {
       return "IEXG.TOPS";
     }
+    case Dataset::DbeqPlus: {
+      return "DBEQ.PLUS";
+    }
+    case Dataset::XnysBbo: {
+      return "XNYS.BBO";
+    }
+    case Dataset::XnysTrades: {
+      return "XNYS.TRADES";
+    }
+    case Dataset::XnasQbbo: {
+      return "XNAS.QBBO";
+    }
+    case Dataset::XnasNls: {
+      return "XNAS.NLS";
+    }
     default: {
       return "Unknown";
     }
@@ -397,6 +412,21 @@ Dataset FromString(const std::string& str) {
   if (str == "IEXG.TOPS") {
     return Dataset::IexgTops;
   }
+  if (str == "DBEQ.PLUS") {
+    return Dataset::DbeqPlus;
+  }
+  if (str == "XNYS.BBO") {
+    return Dataset::XnysBbo;
+  }
+  if (str == "XNYS.TRADES") {
+    return Dataset::XnysTrades;
+  }
+  if (str == "XNAS.QBBO") {
+    return Dataset::XnasQbbo;
+  }
+  if (str == "XNAS.NLS") {
+    return Dataset::XnasNls;
+  }
   throw InvalidArgumentError{"FromString<Dataset>", "str",
                              "unknown value '" + str + '\''};
 }
@@ -532,6 +562,45 @@ Venue PublisherVenue(Publisher publisher) {
     case Publisher::ArcxPillarArcx: {
       return Venue::Arcx;
     }
+    case Publisher::XnysBboXnys: {
+      return Venue::Xnys;
+    }
+    case Publisher::XnysTradesXnys: {
+      return Venue::Xnys;
+    }
+    case Publisher::XnasQbboXnas: {
+      return Venue::Xnas;
+    }
+    case Publisher::XnasNlsXnas: {
+      return Venue::Xnas;
+    }
+    case Publisher::DbeqPlusXchi: {
+      return Venue::Xchi;
+    }
+    case Publisher::DbeqPlusXcis: {
+      return Venue::Xcis;
+    }
+    case Publisher::DbeqPlusIexg: {
+      return Venue::Iexg;
+    }
+    case Publisher::DbeqPlusEprl: {
+      return Venue::Eprl;
+    }
+    case Publisher::DbeqPlusXnas: {
+      return Venue::Xnas;
+    }
+    case Publisher::DbeqPlusXnys: {
+      return Venue::Xnys;
+    }
+    case Publisher::DbeqPlusFinn: {
+      return Venue::Finn;
+    }
+    case Publisher::DbeqPlusFiny: {
+      return Venue::Finy;
+    }
+    case Publisher::DbeqPlusFinc: {
+      return Venue::Finc;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherVenue", "publisher",
@@ -671,6 +740,45 @@ Dataset PublisherDataset(Publisher publisher) {
     case Publisher::ArcxPillarArcx: {
       return Dataset::ArcxPillar;
     }
+    case Publisher::XnysBboXnys: {
+      return Dataset::XnysBbo;
+    }
+    case Publisher::XnysTradesXnys: {
+      return Dataset::XnysTrades;
+    }
+    case Publisher::XnasQbboXnas: {
+      return Dataset::XnasQbbo;
+    }
+    case Publisher::XnasNlsXnas: {
+      return Dataset::XnasNls;
+    }
+    case Publisher::DbeqPlusXchi: {
+      return Dataset::DbeqPlus;
+    }
+    case Publisher::DbeqPlusXcis: {
+      return Dataset::DbeqPlus;
+    }
+    case Publisher::DbeqPlusIexg: {
+      return Dataset::DbeqPlus;
+    }
+    case Publisher::DbeqPlusEprl: {
+      return Dataset::DbeqPlus;
+    }
+    case Publisher::DbeqPlusXnas: {
+      return Dataset::DbeqPlus;
+    }
+    case Publisher::DbeqPlusXnys: {
+      return Dataset::DbeqPlus;
+    }
+    case Publisher::DbeqPlusFinn: {
+      return Dataset::DbeqPlus;
+    }
+    case Publisher::DbeqPlusFiny: {
+      return Dataset::DbeqPlus;
+    }
+    case Publisher::DbeqPlusFinc: {
+      return Dataset::DbeqPlus;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherDataset", "publisher",
@@ -811,6 +919,45 @@ const char* ToString(Publisher publisher) {
     case Publisher::ArcxPillarArcx: {
       return "ARCX.PILLAR.ARCX";
     }
+    case Publisher::XnysBboXnys: {
+      return "XNYS.BBO.XNYS";
+    }
+    case Publisher::XnysTradesXnys: {
+      return "XNYS.TRADES.XNYS";
+    }
+    case Publisher::XnasQbboXnas: {
+      return "XNAS.QBBO.XNAS";
+    }
+    case Publisher::XnasNlsXnas: {
+      return "XNAS.NLS.XNAS";
+    }
+    case Publisher::DbeqPlusXchi: {
+      return "DBEQ.PLUS.XCHI";
+    }
+    case Publisher::DbeqPlusXcis: {
+      return "DBEQ.PLUS.XCIS";
+    }
+    case Publisher::DbeqPlusIexg: {
+      return "DBEQ.PLUS.IEXG";
+    }
+    case Publisher::DbeqPlusEprl: {
+      return "DBEQ.PLUS.EPRL";
+    }
+    case Publisher::DbeqPlusXnas: {
+      return "DBEQ.PLUS.XNAS";
+    }
+    case Publisher::DbeqPlusXnys: {
+      return "DBEQ.PLUS.XNYS";
+    }
+    case Publisher::DbeqPlusFinn: {
+      return "DBEQ.PLUS.FINN";
+    }
+    case Publisher::DbeqPlusFiny: {
+      return "DBEQ.PLUS.FINY";
+    }
+    case Publisher::DbeqPlusFinc: {
+      return "DBEQ.PLUS.FINC";
+    }
     default: {
       return "Unknown";
     }
@@ -953,6 +1100,45 @@ Publisher FromString(const std::string& str) {
   if (str == "ARCX.PILLAR.ARCX") {
     return Publisher::ArcxPillarArcx;
   }
+  if (str == "XNYS.BBO.XNYS") {
+    return Publisher::XnysBboXnys;
+  }
+  if (str == "XNYS.TRADES.XNYS") {
+    return Publisher::XnysTradesXnys;
+  }
+  if (str == "XNAS.QBBO.XNAS") {
+    return Publisher::XnasQbboXnas;
+  }
+  if (str == "XNAS.NLS.XNAS") {
+    return Publisher::XnasNlsXnas;
+  }
+  if (str == "DBEQ.PLUS.XCHI") {
+    return Publisher::DbeqPlusXchi;
+  }
+  if (str == "DBEQ.PLUS.XCIS") {
+    return Publisher::DbeqPlusXcis;
+  }
+  if (str == "DBEQ.PLUS.IEXG") {
+    return Publisher::DbeqPlusIexg;
+  }
+  if (str == "DBEQ.PLUS.EPRL") {
+    return Publisher::DbeqPlusEprl;
+  }
+  if (str == "DBEQ.PLUS.XNAS") {
+    return Publisher::DbeqPlusXnas;
+  }
+  if (str == "DBEQ.PLUS.XNYS") {
+    return Publisher::DbeqPlusXnys;
+  }
+  if (str == "DBEQ.PLUS.FINN") {
+    return Publisher::DbeqPlusFinn;
+  }
+  if (str == "DBEQ.PLUS.FINY") {
+    return Publisher::DbeqPlusFiny;
+  }
+  if (str == "DBEQ.PLUS.FINC") {
+    return Publisher::DbeqPlusFinc;
+  }
   throw InvalidArgumentError{"FromString<Publisher>", "str",
                              "unknown value '" + str + '\''};
 }