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VER: Release 0.28.0
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CHANGELOG.md

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# Changelog
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## 0.28.0 - 2025-01-21
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### Breaking changes
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- Updated enumerations for unreleased datasets and publishers.
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### Enhancements
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- Added new dataset `EQUS.MINI` and new publishers `EQUS.MINI.EQUS`, `XNYS.TRADES.EQUS`
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### Bug fixes
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- Changed historical metadata methods with `symbols` parameter to use a `POST` request
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to allow for requesting supported maximum of 2000 symbols
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## 0.27.0 - 2025-01-07
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### Breaking changes

CMakeLists.txt

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@@ -4,7 +4,7 @@ cmake_minimum_required(VERSION 3.14)
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# Project details
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#
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project("databento" VERSION 0.27.0 LANGUAGES CXX)
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project("databento" VERSION 0.28.0 LANGUAGES CXX)
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string(TOUPPER ${PROJECT_NAME} PROJECT_NAME_UPPERCASE)
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#

include/databento/publishers.hpp

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@@ -85,7 +85,7 @@ enum class Venue : std::uint16_t {
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Ifeu = 38,
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// ICE Endex
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Ndex = 39,
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// Databento Equities - Consolidated
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// Databento US Equities - Consolidated
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Dbeq = 40,
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// MIAX Sapphire
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Sphr = 41,
@@ -99,6 +99,8 @@ enum class Venue : std::uint16_t {
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Asmt = 45,
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// IntelligentCross ASPEN Inverted
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Aspi = 46,
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// Databento US Equities - Consolidated
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Equs = 47,
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};
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// A source of data.
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FinyTrades = 18,
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// OPRA Binary
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OpraPillar = 19,
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// Databento Equities Basic
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// Databento US Equities Basic
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DbeqBasic = 20,
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// NYSE Arca Integrated
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ArcxPillar = 21,
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// IEX TOPS
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IexgTops = 22,
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// Databento Equities Plus
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DbeqPlus = 23,
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// Databento US Equities Plus
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EqusPlus = 23,
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// NYSE BBO
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XnysBbo = 24,
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// NYSE Trades
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IfeuImpact = 28,
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// ICE Endex iMpact
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NdexImpact = 29,
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// Databento Equities Max
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DbeqMax = 30,
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// Databento US Equities (All Feeds)
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EqusAll = 30,
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// Nasdaq Basic (NLS and QBBO)
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XnasBasic = 31,
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// Databento Equities Summary
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DbeqSummary = 32,
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// NYSE National BBO and Trades
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XcisBbotrades = 33,
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// NYSE BBO and Trades
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XnysBbotrades = 34,
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// Databento US Equities Summary
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EqusSummary = 32,
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// NYSE National Trades and BBO
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XcisTradesbbo = 33,
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// NYSE Trades and BBO
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XnysTradesbbo = 34,
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// Databento US Equities Mini
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EqusMini = 35,
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};
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// A specific Venue from a specific data source.
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XnasQbboXnas = 46,
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// Nasdaq Trades
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XnasNlsXnas = 47,
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// DBEQ Plus - NYSE Chicago
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DbeqPlusXchi = 48,
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// DBEQ Plus - NYSE National
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DbeqPlusXcis = 49,
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// DBEQ Plus - IEX
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DbeqPlusIexg = 50,
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// DBEQ Plus - MIAX Pearl
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DbeqPlusEprl = 51,
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// DBEQ Plus - Nasdaq
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DbeqPlusXnas = 52,
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// DBEQ Plus - NYSE
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DbeqPlusXnys = 53,
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// DBEQ Plus - FINRA/Nasdaq TRF Carteret
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DbeqPlusFinn = 54,
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// DBEQ Plus - FINRA/NYSE TRF
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DbeqPlusFiny = 55,
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// DBEQ Plus - FINRA/Nasdaq TRF Chicago
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DbeqPlusFinc = 56,
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// Databento US Equities Plus - NYSE Chicago
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EqusPlusXchi = 48,
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// Databento US Equities Plus - NYSE National
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EqusPlusXcis = 49,
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// Databento US Equities Plus - IEX
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EqusPlusIexg = 50,
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// Databento US Equities Plus - MIAX Pearl
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EqusPlusEprl = 51,
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// Databento US Equities Plus - Nasdaq
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EqusPlusXnas = 52,
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// Databento US Equities Plus - NYSE
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EqusPlusXnys = 53,
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// Databento US Equities Plus - FINRA/Nasdaq TRF Carteret
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EqusPlusFinn = 54,
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// Databento US Equities Plus - FINRA/NYSE TRF
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EqusPlusFiny = 55,
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// Databento US Equities Plus - FINRA/Nasdaq TRF Chicago
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EqusPlusFinc = 56,
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// ICE Futures Europe (Commodities)
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IfeuImpactIfeu = 57,
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// ICE Endex
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NdexImpactNdex = 58,
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// DBEQ Basic - Consolidated
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// Databento US Equities Basic - Consolidated
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DbeqBasicDbeq = 59,
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// DBEQ Plus - Consolidated
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DbeqPlusDbeq = 60,
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// EQUS Plus - Consolidated
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EqusPlusEqus = 60,
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// OPRA - MIAX Sapphire
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OpraPillarSphr = 61,
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// DBEQ Max - NYSE Chicago
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DbeqMaxXchi = 62,
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// DBEQ Max - NYSE National
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DbeqMaxXcis = 63,
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// DBEQ Max - IEX
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DbeqMaxIexg = 64,
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// DBEQ Max - MIAX Pearl
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DbeqMaxEprl = 65,
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// DBEQ Max - Nasdaq
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DbeqMaxXnas = 66,
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// DBEQ Max - NYSE
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DbeqMaxXnys = 67,
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// DBEQ Max - FINRA/Nasdaq TRF Carteret
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DbeqMaxFinn = 68,
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// DBEQ Max - FINRA/NYSE TRF
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DbeqMaxFiny = 69,
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// DBEQ Max - FINRA/Nasdaq TRF Chicago
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DbeqMaxFinc = 70,
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// DBEQ Max - CBOE BZX
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DbeqMaxBats = 71,
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// DBEQ Max - CBOE BYX
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DbeqMaxBaty = 72,
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// DBEQ Max - CBOE EDGA
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DbeqMaxEdga = 73,
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// DBEQ Max - CBOE EDGX
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DbeqMaxEdgx = 74,
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// DBEQ Max - Nasdaq BX
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DbeqMaxXbos = 75,
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// DBEQ Max - Nasdaq PSX
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DbeqMaxXpsx = 76,
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// DBEQ Max - MEMX
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DbeqMaxMemx = 77,
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// DBEQ Max - NYSE American
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DbeqMaxXase = 78,
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// DBEQ Max - NYSE Arca
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DbeqMaxArcx = 79,
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// DBEQ Max - Long-Term Stock Exchange
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DbeqMaxLtse = 80,
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// Databento US Equities (All Feeds) - NYSE Chicago
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EqusAllXchi = 62,
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// Databento US Equities (All Feeds) - NYSE National
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EqusAllXcis = 63,
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// Databento US Equities (All Feeds) - IEX
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EqusAllIexg = 64,
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// Databento US Equities (All Feeds) - MIAX Pearl
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EqusAllEprl = 65,
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// Databento US Equities (All Feeds) - Nasdaq
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EqusAllXnas = 66,
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// Databento US Equities (All Feeds) - NYSE
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EqusAllXnys = 67,
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// Databento US Equities (All Feeds) - FINRA/Nasdaq TRF Carteret
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EqusAllFinn = 68,
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// Databento US Equities (All Feeds) - FINRA/NYSE TRF
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EqusAllFiny = 69,
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// Databento US Equities (All Feeds) - FINRA/Nasdaq TRF Chicago
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EqusAllFinc = 70,
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// Databento US Equities (All Feeds) - CBOE BZX
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EqusAllBats = 71,
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// Databento US Equities (All Feeds) - CBOE BYX
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EqusAllBaty = 72,
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// Databento US Equities (All Feeds) - CBOE EDGA
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EqusAllEdga = 73,
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// Databento US Equities (All Feeds) - CBOE EDGX
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EqusAllEdgx = 74,
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// Databento US Equities (All Feeds) - Nasdaq BX
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EqusAllXbos = 75,
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// Databento US Equities (All Feeds) - Nasdaq PSX
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EqusAllXpsx = 76,
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// Databento US Equities (All Feeds) - MEMX
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EqusAllMemx = 77,
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// Databento US Equities (All Feeds) - NYSE American
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EqusAllXase = 78,
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// Databento US Equities (All Feeds) - NYSE Arca
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EqusAllArcx = 79,
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// Databento US Equities (All Feeds) - Long-Term Stock Exchange
341+
EqusAllLtse = 80,
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// Nasdaq Basic - Nasdaq
339343
XnasBasicXnas = 81,
340344
// Nasdaq Basic - FINRA/Nasdaq TRF Carteret
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// Nasdaq Basic - Nasdaq PSX
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XnasBasicXpsx = 89,
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// Databento Equities Summary
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DbeqSummaryDbeq = 90,
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// NYSE National BBO and Trades
359-
XcisBbotradesXcis = 91,
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// NYSE BBO and Trades
361-
XnysBbotradesXnys = 92,
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EqusSummaryEqus = 90,
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// NYSE National Trades and BBO
363+
XcisTradesbboXcis = 91,
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// NYSE Trades and BBO
365+
XnysTradesbboXnys = 92,
362366
// Nasdaq Basic - Consolidated
363-
XnasBasicDbeq = 93,
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// DBEQ Max - Consolidated
365-
DbeqMaxDbeq = 94,
367+
XnasBasicEqus = 93,
368+
// Databento US Equities (All Feeds) - Consolidated
369+
EqusAllEqus = 94,
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// Databento US Equities Mini
371+
EqusMiniEqus = 95,
372+
// NYSE Trades - Consolidated
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XnysTradesEqus = 96,
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};
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// Get a Publisher's Venue.

pkg/PKGBUILD

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# Maintainer: Databento <[email protected]>
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_pkgname=databento-cpp
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pkgname=databento-cpp-git
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pkgver=0.27.0
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pkgver=0.28.0
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pkgrel=1
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pkgdesc="Official C++ client for Databento"
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arch=('any')

src/historical.cpp

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#include <cstddef> // size_t
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#include <cstdlib> // get_env
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#include <exception> // exception, exception_ptr
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#include <fstream> // ofstream
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#include <ios> // ios::binary
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#include <iterator> // back_inserter
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#include <memory> // unique_ptr
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#include <string>
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std::uint64_t Historical::MetadataGetRecordCount(
605603
const httplib::Params& params) {
606604
static const std::string kPath = ::BuildMetadataPath(".get_record_count");
607-
const nlohmann::json json = client_.GetJson(kPath, params);
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const nlohmann::json json = client_.PostJson(kPath, params);
608606
if (!json.is_number_unsigned()) {
609607
throw JsonResponseError::TypeMismatch("Historical::MetadataGetRecordCount",
610608
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661659
std::uint64_t Historical::MetadataGetBillableSize(
662660
const httplib::Params& params) {
663661
static const std::string kPath = ::BuildMetadataPath(".get_billable_size");
664-
const nlohmann::json json = client_.GetJson(kPath, params);
662+
const nlohmann::json json = client_.PostJson(kPath, params);
665663
if (!json.is_number_unsigned()) {
666664
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667665
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722720
}
723721
double Historical::MetadataGetCost(const HttplibParams& params) {
724722
static const std::string kPath = ::BuildMetadataPath(".get_cost");
725-
const nlohmann::json json = client_.GetJson(kPath, params);
723+
const nlohmann::json json = client_.PostJson(kPath, params);
726724
if (!json.is_number()) {
727725
throw JsonResponseError::TypeMismatch("Historical::MetadataGetCost",
728726
"number", json);

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