diff --git a/CHANGELOG.md b/CHANGELOG.md index f9d5539..6f845e8 100644 --- 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 index d14a287..4ffdff4 100644 --- a/python/python/databento_dbn/_lib.pyi +++ b/python/python/databento_dbn/_lib.pyi @@ -221,10 +221,22 @@ 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. """ @@ -232,8 +244,14 @@ class SType(Enum): 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 index 1153e04..4636e38 100644 --- 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::(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", } } }