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Releases: databento/databento-cpp

0.32.0

02 Apr 16:32
5d84bc3

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Release notes

Enhancements

  • Upgraded default date version to 3.0.3
  • Updated vcpkg baseline

Breaking changes

  • Upgraded default cpp-httplib version to 0.20.0 which requires OpenSSL >= 3.0

0.31.0

18 Mar 21:46
86e3e6b

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Release notes

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

11 Feb 23:51
6338f47

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Release notes

Enhancements

  • Added Resubscribe() methods to LiveBlocking and LiveThreaded to make it easier
    to resume a live session after losing the connection to the live gateway
  • Added Subscriptions() getter methods to LiveBlocking and LiveThreaded for
    getting all active subscriptions
  • Added CommoditySpot InstrumentClass variant

0.29.0

04 Feb 18:46
0e000c5

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Release notes

Enhancements

  • Fixed documentation for using external versions of libraries (credit: @ElBellaCiao)

Breaking changes

  • Updated the minimum supported C++ standard to C++17

0.28.0

21 Jan 20:14
6375e7b

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Release notes

Breaking changes

  • Updated enumerations for unreleased datasets and publishers.

Enhancements

  • Added new dataset EQUS.MINI and new publishers EQUS.MINI.EQUS, XNYS.TRADES.EQUS

Bug fixes

  • Changed historical metadata methods with symbols parameter to use a POST request
    to allow for requesting supported maximum of 2000 symbols

0.27.0

07 Jan 22:12
ac4e7ba

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Release notes

Breaking changes

  • Converted the UserDefinedInstrument enum class to an enum to safely allow handling
    invalid data and adding future variants
  • Updated the value of the kMaxRecordLen constant for the changes to
    InstrumentDefMsg in version 3

Enhancements

  • Added v3 namespace in preparation for future DBN version 3 release. DBN version 2
    remains the current and default version
  • Added v3::InstrumentDefMsg record with new fields to support normalizing multi-leg
    strategy definitions
    • Removal of statistics-schema related fields trading_reference_price,
      trading_reference_date, and settl_price_type
    • Removal of the status-schema related field md_security_trading_status

0.26.0

17 Dec 20:08
5ad9b35

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Release notes

Breaking changes

  • Removed deprecated Packaging enum and packaging field that's no longer supported
    by the API
  • Renamed VersionUpgradePolicy::Upgrade to UpgradeToV2 in preparation for a future
    DBN version 3

Enhancements

  • Created separate namespaces for each DBN version to create a consistent way to refer
    to record types from a particular DBN version regardless of whether the record changed
    between versions

0.25.0

12 Nov 21:29
1e60392

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Release notes

Enhancements

  • Added new IntelligentCross venues ASPN, ASMT, and ASPI

Deprecations

  • Deprecated Packaging enum and packaging field on BatchJob. These will be
    removed in a future version. All files from a batch job can be downloaded with the
    BatchDownload method on the historical client

0.24.0

22 Oct 20:50
dc87a09

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Release notes

Enhancements

  • Added new None Action variant that will be gradually rolled out
    to historical and live GLBX.MDP3 data

0.23.0

25 Sep 19:51
454dbf5

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Release notes

Enhancements

  • Added new Cmbp1Msg
  • Added new consolidated publisher values for XNAS.BASIC and DBEQ.MAX

Breaking changes

  • Changed the layout of CbboMsg to better match BboMsg
  • Renamed Schema::Cbbo to Schema::Cmbp1

Deprecations

  • Deprecated Packing::Tar and renamed it to TarDeprecated. This variant will be
    removed in a future version when it is no longer supported by the API