VER: Release 0.31.0

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,11 @@
 # Changelog
 
+## 0.31.0 - 2025-03-18
+
+### Enhancements
+- Added new venues, datasets, and publishers for ICE Futures US, ICE Futures Europe
+  (Financial products), Eurex, and European Energy Exchange (EEX)
+
 ## 0.30.0 - 2025-02-11
 
 ### Enhancements

CMakeLists.txt

@@ -4,7 +4,7 @@ cmake_minimum_required(VERSION 3.14)
 # Project details
 #
 
-project("databento" VERSION 0.30.0 LANGUAGES CXX)
+project("databento" VERSION 0.31.0 LANGUAGES CXX)
 string(TOUPPER ${PROJECT_NAME} PROJECT_NAME_UPPERCASE)
 
 #

include/databento/publishers.hpp

@@ -101,6 +101,14 @@ enum class Venue : std::uint16_t {
   Aspi = 46,
   // Databento US Equities - Consolidated
   Equs = 47,
+  // ICE Futures US
+  Ifus = 48,
+  // ICE Futures Europe (Financials)
+  Ifll = 49,
+  // Eurex Exchange
+  Xeur = 50,
+  // European Energy Exchange
+  Xeer = 51,
 };
 
 // A source of data.
@@ -175,6 +183,14 @@ enum class Dataset : std::uint16_t {
   XnysTradesbbo = 34,
   // Databento US Equities Mini
   EqusMini = 35,
+  // ICE Futures US iMpact
+  IfusImpact = 36,
+  // ICE Futures Europe (Financials) iMpact
+  IfllImpact = 37,
+  // Eurex EOBI
+  XeurEobi = 38,
+  // European Energy Exchange EOBI
+  XeerEobi = 39,
 };
 
 // A specific Venue from a specific data source.
@@ -371,6 +387,18 @@ enum class Publisher : std::uint16_t {
   EqusMiniEqus = 95,
   // NYSE Trades - Consolidated
   XnysTradesEqus = 96,
+  // ICE Futures US
+  IfusImpactIfus = 97,
+  // ICE Futures US - Off-Market Trades
+  IfusImpactXoff = 98,
+  // ICE Futures Europe (Financials)
+  IfllImpactIfll = 99,
+  // ICE Futures Europe (Financials) - Off-Market Trades
+  IfllImpactXoff = 100,
+  // Eurex EOBI
+  XeurEobiXeur = 101,
+  // European Energy Exchange EOBI
+  XeerEobiXeer = 102,
 };
 
 // Get a Publisher's Venue.

pkg/PKGBUILD

@@ -1,7 +1,7 @@
 # Maintainer: Databento <[email protected]>
 _pkgname=databento-cpp
 pkgname=databento-cpp-git
-pkgver=0.30.0
+pkgver=0.31.0
 pkgrel=1
 pkgdesc="Official C++ client for Databento"
 arch=('any')

src/publishers.cpp

@@ -152,6 +152,18 @@ const char* ToString(Venue venue) {
     case Venue::Equs: {
       return "EQUS";
     }
+    case Venue::Ifus: {
+      return "IFUS";
+    }
+    case Venue::Ifll: {
+      return "IFLL";
+    }
+    case Venue::Xeur: {
+      return "XEUR";
+    }
+    case Venue::Xeer: {
+      return "XEER";
+    }
     default: {
       return "Unknown";
     }
@@ -306,6 +318,18 @@ Venue FromString(const std::string& str) {
   if (str == "EQUS") {
     return Venue::Equs;
   }
+  if (str == "IFUS") {
+    return Venue::Ifus;
+  }
+  if (str == "IFLL") {
+    return Venue::Ifll;
+  }
+  if (str == "XEUR") {
+    return Venue::Xeur;
+  }
+  if (str == "XEER") {
+    return Venue::Xeer;
+  }
   throw InvalidArgumentError{"FromString<Venue>", "str",
                              "unknown value '" + str + '\''};
 }
@@ -417,6 +441,18 @@ const char* ToString(Dataset dataset) {
     case Dataset::EqusMini: {
       return "EQUS.MINI";
     }
+    case Dataset::IfusImpact: {
+      return "IFUS.IMPACT";
+    }
+    case Dataset::IfllImpact: {
+      return "IFLL.IMPACT";
+    }
+    case Dataset::XeurEobi: {
+      return "XEUR.EOBI";
+    }
+    case Dataset::XeerEobi: {
+      return "XEER.EOBI";
+    }
     default: {
       return "Unknown";
     }
@@ -535,6 +571,18 @@ Dataset FromString(const std::string& str) {
   if (str == "EQUS.MINI") {
     return Dataset::EqusMini;
   }
+  if (str == "IFUS.IMPACT") {
+    return Dataset::IfusImpact;
+  }
+  if (str == "IFLL.IMPACT") {
+    return Dataset::IfllImpact;
+  }
+  if (str == "XEUR.EOBI") {
+    return Dataset::XeurEobi;
+  }
+  if (str == "XEER.EOBI") {
+    return Dataset::XeerEobi;
+  }
   throw InvalidArgumentError{"FromString<Dataset>", "str",
                              "unknown value '" + str + '\''};
 }
@@ -829,6 +877,24 @@ Venue PublisherVenue(Publisher publisher) {
     case Publisher::XnysTradesEqus: {
       return Venue::Equs;
     }
+    case Publisher::IfusImpactIfus: {
+      return Venue::Ifus;
+    }
+    case Publisher::IfusImpactXoff: {
+      return Venue::Xoff;
+    }
+    case Publisher::IfllImpactIfll: {
+      return Venue::Ifll;
+    }
+    case Publisher::IfllImpactXoff: {
+      return Venue::Xoff;
+    }
+    case Publisher::XeurEobiXeur: {
+      return Venue::Xeur;
+    }
+    case Publisher::XeerEobiXeer: {
+      return Venue::Xeer;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherVenue", "publisher",
@@ -1127,6 +1193,24 @@ Dataset PublisherDataset(Publisher publisher) {
     case Publisher::XnysTradesEqus: {
       return Dataset::XnysTrades;
     }
+    case Publisher::IfusImpactIfus: {
+      return Dataset::IfusImpact;
+    }
+    case Publisher::IfusImpactXoff: {
+      return Dataset::IfusImpact;
+    }
+    case Publisher::IfllImpactIfll: {
+      return Dataset::IfllImpact;
+    }
+    case Publisher::IfllImpactXoff: {
+      return Dataset::IfllImpact;
+    }
+    case Publisher::XeurEobiXeur: {
+      return Dataset::XeurEobi;
+    }
+    case Publisher::XeerEobiXeer: {
+      return Dataset::XeerEobi;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherDataset", "publisher",
@@ -1426,6 +1510,24 @@ const char* ToString(Publisher publisher) {
     case Publisher::XnysTradesEqus: {
       return "XNYS.TRADES.EQUS";
     }
+    case Publisher::IfusImpactIfus: {
+      return "IFUS.IMPACT.IFUS";
+    }
+    case Publisher::IfusImpactXoff: {
+      return "IFUS.IMPACT.XOFF";
+    }
+    case Publisher::IfllImpactIfll: {
+      return "IFLL.IMPACT.IFLL";
+    }
+    case Publisher::IfllImpactXoff: {
+      return "IFLL.IMPACT.XOFF";
+    }
+    case Publisher::XeurEobiXeur: {
+      return "XEUR.EOBI.XEUR";
+    }
+    case Publisher::XeerEobiXeer: {
+      return "XEER.EOBI.XEER";
+    }
     default: {
       return "Unknown";
     }
@@ -1727,6 +1829,24 @@ Publisher FromString(const std::string& str) {
   if (str == "XNYS.TRADES.EQUS") {
     return Publisher::XnysTradesEqus;
   }
+  if (str == "IFUS.IMPACT.IFUS") {
+    return Publisher::IfusImpactIfus;
+  }
+  if (str == "IFUS.IMPACT.XOFF") {
+    return Publisher::IfusImpactXoff;
+  }
+  if (str == "IFLL.IMPACT.IFLL") {
+    return Publisher::IfllImpactIfll;
+  }
+  if (str == "IFLL.IMPACT.XOFF") {
+    return Publisher::IfllImpactXoff;
+  }
+  if (str == "XEUR.EOBI.XEUR") {
+    return Publisher::XeurEobiXeur;
+  }
+  if (str == "XEER.EOBI.XEER") {
+    return Publisher::XeerEobiXeer;
+  }
   throw InvalidArgumentError{"FromString<Publisher>", "str",
                              "unknown value '" + str + '\''};
 }

tests/src/historical_tests.cpp

@@ -803,6 +803,8 @@ TEST(HistoricalBuilderTests, TestSetKeyFromEnv) {
 }
 
 TEST(HistoricalBuilderTests, TestSetKeyFromEnvMissing) {
+  ASSERT_EQ(::unsetenv("DATABENTO_API_KEY"), 0)
+      << "Failed to set environment variable";
   ASSERT_THROW(databento::HistoricalBuilder().SetKeyFromEnv().Build(),
                Exception);
 }