ADD: Add and rename symbology types

databento · Jul 25, 2024 · 672d969 · 672d969
1 parent f62a74f
commit 672d969
Show file tree

Hide file tree

Showing 3 changed files with 62 additions and 11 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -1,6 +1,15 @@
 # Changelog
 
-## 0.19.2 - TBD
+## 0.20.0 - TBD
+
+### Enhancements
+- Added new `SType` variants for reference data: `Isin`, `UsCode`, `BbgCompId`, `BbgCompTicker`, `Figi`, `FigiTicker`
+
+### Breaking changes
+- Renamed `SType::Nasdaq` variant to `SType::NasdaqSymbol`
+- Renamed `SType::Cms` variant to `SType::CmsSymbol`
+
+## 0.19.2 - 2024-07-23
 
 ### Bug fixes
 - Fixed issue where `AsyncDynReader` would only decode the first frame of multi-frame

diff --git a/python/python/databento_dbn/_lib.pyi b/python/python/databento_dbn/_lib.pyi
@@ -221,19 +221,37 @@ class SType(Enum):
     PARENT
         A Databento-specific symbology for referring to a group of symbols by one
         "parent" symbol, e.g. ES.FUT to refer to all ES futures.
-    NASDAQ
+    NASDAQ_SYMBOL
         Symbology for US equities using NASDAQ Integrated suffix conventions.
-    CMS
+    CMS_SYMBOL
         Symbology for US equities using CMS suffix conventions.
+    ISIN
+        Symbology using International Security Identification Numbers (ISIN) - ISO 6166.
+    US_CODE
+        Symbology using US domestic Committee on Uniform Securities Identification Procedure (CUSIP) codes.
+    BBG_COMP_ID
+        Symbology using Bloomberg composite global IDs.
+    BBG_COMP_TICKER
+        Symbology using Bloomberg composite tickers.
+    FIGI
+        Symbology using Bloomberg FIGI exchange level IDs.
+    FIGI_TICKER
+        Symbology using Bloomberg exchange level tickers.
 
     """
 
     INSTRUMENT_ID: str
     RAW_SYMBOL: str
     CONTINUOUS: str
     PARENT: str
-    NASDAQ: str
-    CMS: str
+    NASDAQ_SYMBOL: str
+    CMS_SYMBOL: str
+    ISIN: str
+    US_CODE: str
+    BBG_COMP_ID: str
+    BBG_COMP_TICKER: str
+    FIGI: str
+    FIGI_TICKER: str
 
     @classmethod
     def from_str(cls, value: str) -> SType: ...

diff --git a/rust/dbn/src/enums.rs b/rust/dbn/src/enums.rs
@@ -232,9 +232,21 @@ pub enum SType {
     /// "parent" symbol, e.g. ES.FUT to refer to all ES futures.
     Parent = 4,
     /// Symbology for US equities using NASDAQ Integrated suffix conventions.
-    Nasdaq = 5,
+    NasdaqSymbol = 5,
     /// Symbology for US equities using CMS suffix conventions.
-    Cms = 6,
+    CmsSymbol = 6,
+    /// Symbology using International Security Identification Numbers (ISIN) - ISO 6166.
+    Isin = 7,
+    /// Symbology using US domestic Committee on Uniform Securities Identification Procedure (CUSIP) codes.
+    UsCode = 8,
+    /// Symbology using Bloomberg composite global IDs.
+    BbgCompId = 9,
+    /// Symbology using Bloomberg composite tickers.
+    BbgCompTicker = 10,
+    /// Symbology using Bloomberg FIGI exchange level IDs.
+    Figi = 11,
+    /// Symbology using Bloomberg exchange level tickers.
+    FigiTicker = 12,
 }
 
 impl std::str::FromStr for SType {
@@ -247,8 +259,14 @@ impl std::str::FromStr for SType {
             "smart" => Ok(SType::Smart),
             "continuous" => Ok(SType::Continuous),
             "parent" => Ok(SType::Parent),
-            "nasdaq" => Ok(SType::Nasdaq),
-            "cms" => Ok(SType::Cms),
+            "nasdaq_symbol" | "nasdaq" => Ok(SType::NasdaqSymbol),
+            "cms_symbol" | "cms" => Ok(SType::CmsSymbol),
+            "isin" => Ok(SType::Isin),
+            "us_code" => Ok(SType::UsCode),
+            "bbg_comp_id" => Ok(SType::BbgCompId),
+            "bbg_comp_ticker" => Ok(SType::BbgCompTicker),
+            "figi" => Ok(SType::Figi),
+            "figi_ticker" => Ok(SType::FigiTicker),
             _ => Err(crate::Error::conversion::<Self>(s.to_owned())),
         }
     }
@@ -270,8 +288,14 @@ impl SType {
             SType::Smart => "smart",
             SType::Continuous => "continuous",
             SType::Parent => "parent",
-            SType::Nasdaq => "nasdaq",
-            SType::Cms => "cms",
+            SType::NasdaqSymbol => "nasdaq_symbol",
+            SType::CmsSymbol => "cms_symbol",
+            SType::Isin => "isin",
+            SType::UsCode => "us_code",
+            SType::BbgCompId => "bbg_comp_id",
+            SType::BbgCompTicker => "bbg_comp_ticker",
+            SType::Figi => "figi",
+            SType::FigiTicker => "figi_ticker",
         }
     }
 }