0.17.0

Release notes

Enhancements

• Upgraded DBN version to 0.25.0:
  • Added v1 and v2 namespaces in DBN to allow unambiguously referring to the record
    types for a given DBN version regardless of whether the record type has changed
  • Changed dataset() method on MetadataBuilder to accept an impl ToString so now
    Dataset and &str can be passed directly
  • Changed async DBN decoding to return Ok(None) when an incomplete record remains in
    the stream. This matches the existing behavior of sync DBN decoding
• Upgraded thiserror version to 2.0

Breaking changes

• Removed deprecated Packaging enum and packaging field that's no longer supported
  by the API
• As part of the DBN version upgrade:
  • VersionUpgradePolicy::Upgrade was renamed to UpgradeToV2
  • Changed async DBN decoding to return Ok(None) when an incomplete record remains in
    the stream

0.16.0

Release notes

Enhancements

• Upgraded DBN version to 0.23.1:
  • Added floating-point getters for price fields
  • Added new IntelligentCross venues ASPN, ASMT, and ASPI
  • Upgraded thiserror version to 2.0

Deprecations

• Deprecated Packaging enum and packaging field on SubmitJobParams and BatchJob.
  These will be removed in a future version. All files from a batch job can be downloaded
  with the batch().download() method on the historical client

Release notes

Enhancements

• Upgraded DBN version to 0.25.0:
  • Added v1 and v2 namespaces in DBN to allow unambiguously referring to the record
    types for a given DBN version regardless of whether the record type has changed
  • Changed dataset() method on MetadataBuilder to accept an impl ToString so now
    Dataset and &str can be passed directly
  • Changed async DBN decoding to return Ok(None) when an incomplete record remains in
    the stream. This matches the existing behavior of sync DBN decoding
• Upgraded thiserror version to 2.0

Breaking changes

• Removed deprecated Packaging enum and packaging field that's no longer supported
  by the API
• As part of the DBN version upgrade:
  • VersionUpgradePolicy::Upgrade was renamed to UpgradeToV2
  • Changed async DBN decoding to return Ok(None) when an incomplete record remains in
    the stream

0.15.0

Release notes

Enhancements

• Upgraded DBN version to 0.23.0:
  • Added new None Action variant that will be gradually rolled out
    to historical and live GLBX.MDP3 data
  • Added consistent escaping of non-printable and non-ASCII values when text encoding
    c_char fields
  • Implemented Default for Action and Side
  • Implemented missing Serialize for (with serde feature enabled) for Venue,
    Dataset, Publisher, Compression, SType, Schema, and Encoding

0.14.1

Release notes

Enhancements

• Upgraded DBN version to 0.22.1:
  • Fixed buffer overrun
  • Combined _reserved3 and reserved4 fields in CbboMsg

0.14.0

Release notes

Enhancements

• Made several previously internal functions public to allow advanced users more
  customization and piecemeal usage of the live API:
  • ApiKey
  • Symbols::to_chunked_api_string()
  • live::protocol module containing implementations of the raw API messages
• Changed from log crate to tracing for better diagnostics
• Upgraded DBN version to 0.22.0 for combined _reserved3 and
  _reserved4 fields in CbboMsg

0.13.0

Release notes

Enhancements

• Upgraded DBN version to 0.21.0 for:
  • Changed the layout of CbboMsg to better match BboMsg
  • Renamed Schema::Cbbo to Schema::Cmbp1
• Upgraded typed-builder version to 0.20

Deprecations

• Deprecated Packaging::Tar. Users should switch to Packaging::Zip. This variant
  will be removed in a future version when it is no longer supported by the API

0.12.1

Release notes

Enhancements

• Added Intraday variant to DatasetCondition in preparation for intraday data being
  available from the historical API
• Upgraded DBN version to 0.20.1 for new publisher values for XCIS.BBOTRADES and
  XNYS.BBOTRADES

0.12.0

Release notes

Breaking changes

• Upgraded DBN version to 0.20.0:
  • Renamed SType::Nasdaq variant to SType::NasdaqSymbol
  • Renamed SType::Cms variant to SType::CmsSymbol

0.11.4

Release notes

Enhancements

• Upgraded DBN version to 0.19.1 with fixes for BBOMsg record struct

0.11.3

Release notes

Enhancements

• Upgraded DBN version to 0.19.0 with new BBOMsg record struct