0.6.0

Release notes

Enhancements

• Relaxed version requirements for tokio, tokio-util, and thiserror

Breaking changes

• Updated DBN version to 0.15.0
  • Added support for larger SystemMsg and ErrorMsg records
  • Improved Debug implementations for records and RecordRef
  • Improved panic messages for RecordRef::get
• Upgraded typed-builder to 0.18

Bug fixes

• Fixed documentation for end in DateRange::Closed and DateTimeRange::Closed

0.5.0

Release notes

This release adds support for DBN v2.

DBN v2 delivers improvements to the Metadata header symbology, new stype_in and stype_out
fields for SymbolMappingMsg, and extends the symbol field length for SymbolMappingMsg and
InstrumentDefMsg. The entire change notes are available here.
Users who wish to convert DBN v1 files to v2 can use the dbn-cli tool available in the databento-dbn crate.
On a future date, the Databento live and historical APIs will stop serving DBN v1.

This release is fully compatible with both DBN v1 and v2, and so should be seamless for most users.

Enhancements

• Made LiveClient::next_record, dbn::decode::AsyncDbnDecoder::decode_record and
  decode_record_ref, and dbn::decode::AsyncRecordDecoder::decode and decode_ref
  cancel safe. This makes them safe to use within a
  tokio::select! statement
• Improved error reporting for HistoricalClient when receiving an error from
  Databento's API
• Improved error messages around API keys
• Improved performance of CSV and JSON encoding
• Added support for emitting warnings from historical API response headers, such as for
  future deprecations
• Added symbol_map method to the Resolution struct returned by symbology::resolve
  that returns a TsSymbolMap
• Added PartialEq and Eq implementations for parameter builder classes
• Added upgrade_policy setter to the LiveClient builder and a getter to the
  LiveClient
• Added upgrade_policy optional setter to the timeseries::GetRangeParams builder

Breaking changes

• Upgraded dbn to 0.14.2. There are several breaking changes in this release as we
  begin migrating to DBN encoding version 2 (DBNv2) in order to support the ICE
  exchange:
  • Renamed dbn::InstrumentDefMsg to dbn::compat::InstrumentDefMsgV1 and added a
    new dbn::InstrumentDefMsg with a longer raw_symbol field
  • Renamed dbn::SymbolMappingMsg to dbn::compat::SymbolMappingMsgV1 and added a
    new dbn::SymbolMappingMsg with longer symbol fields and new stype_in and
    stype_out fields
  • Added symbol_cstr_len field to dbn::Metadata
• Made Error non-exhaustive, meaning it no longer be exhaustively matched against, and
  new variants can be added in the future without a breaking change
• Added an upgrade_policy parameter to LiveClient::connect and connect_with_addr.
  The builder provides a more stable API since new parameters are usually introduced as
  optional

Deprecations

• Deprecated live::SymbolMap in favor of databento::dbn::PitSymbolMap

0.4.2

Release notes

Enhancemets

• Upgraded dbn to 0.13.0 for improvements to symbology helpers
• Upgraded tokio to 1.33
• Upgraded typed-builder to 0.17

Deprecations

• Deprecated live::SymbolMap in favor of databento::dbn::PitSymbolMap

Bug fixes

• Fixed panic in LiveClient when gateway returned an auth response without the
  success key

Release notes

This release adds support for DBN v2.

DBN v2 delivers improvements to the Metadata header symbology, new stype_in and stype_out
fields for SymbolMappingMsg, and extends the symbol field length for SymbolMappingMsg and
InstrumentDefMsg. The entire change notes are available here.
Users who wish to convert DBN v1 files to v2 can use the dbn-cli tool available in the databento-dbn crate.
On a future date, the Databento live and historical APIs will stop serving DBN v1.

This release is fully compatible with both DBN v1 and v2, and so should be seamless for most users.

Enhancements

• Made LiveClient::next_record, dbn::decode::AsyncDbnDecoder::decode_record and
  decode_record_ref, and dbn::decode::AsyncRecordDecoder::decode and decode_ref
  cancel safe. This makes them safe to use within a
  tokio::select! statement
• Improved error reporting for HistoricalClient when receiving an error from
  Databento's API
• Improved error messages around API keys
• Improved performance of CSV and JSON encoding
• Added support for emitting warnings from historical API response headers, such as for
  future deprecations
• Added symbol_map method to the Resolution struct returned by symbology::resolve
  that returns a TsSymbolMap
• Added PartialEq and Eq implementations for parameter builder classes
• Added upgrade_policy setter to the LiveClient builder and a getter to the
  LiveClient
• Added upgrade_policy optional setter to the timeseries::GetRangeParams builder

Breaking changes

• Upgraded dbn to 0.14.2. There are several breaking changes in this release as we
  begin migrating to DBN encoding version 2 (DBNv2) in order to support the ICE
  exchange:
  • Renamed dbn::InstrumentDefMsg to dbn::compat::InstrumentDefMsgV1 and added a
    new dbn::InstrumentDefMsg with a longer raw_symbol field
  • Renamed dbn::SymbolMappingMsg to dbn::compat::SymbolMappingMsgV1 and added a
    new dbn::SymbolMappingMsg with longer symbol fields and new stype_in and
    stype_out fields
  • Added symbol_cstr_len field to dbn::Metadata
• Made Error non-exhaustive, meaning it no longer be exhaustively matched against, and
  new variants can be added in the future without a breaking change
• Added an upgrade_policy parameter to LiveClient::connect and connect_with_addr.
  The builder provides a more stable API since new parameters are usually introduced as
  optional

Deprecations

• Deprecated live::SymbolMap in favor of databento::dbn::PitSymbolMap

0.4.1

Release notes

Enhancements

• Added support for changing datetime format used in batch job responses
• Upgraded dbn to 0.11.1

0.4.0

Release notes

Enhancements

• Added pretty_px option for batch::submit_job, which formats prices to the correct
  scale using the fixed-precision scalar 1e-9 (available for CSV and JSON text
  encodings)
• Added pretty_ts option for batch::submit_job, which formats timestamps as ISO 8601
  strings (available for CSV and JSON text encodings)
• Added map_symbols option to batch::submit_job, which appends the raw symbol to
  every record (available for CSV and JSON text encodings) reducing the need to look at
  the symbology.json file
• Added split_symbols option for batch::submit_job, which will split files by raw
  symbol
• Added encoding option to batch::submit_job to allow requesting non-DBN encoded
  data through the client
• Added map_symbols, pretty_px, and pretty_ts to BatchJob response
• Added default stype_in of RawSymbol for live subscriptions to match behavior of
  the historical client and the Python client

0.3.0

Release notes

Enhancements

• Added SymbolMap type to help maintain up-to-date symbol mappings with live data
• Added chunking to handle subscribing to many symbols for the Live client
• Updated DBN version to 0.10.2 for easier historical symbology

0.2.1

Release notes

Enhancements

• Updated DBN version to 0.9.0 for publisher improvements to support OPRA

0.2.0

Release notes

• Initial release with support for historial and live data

0.1.0

Release notes

• Initial release with support for historial and live data