Releases: databento/databento-cpp
Releases · databento/databento-cpp
0.32.0
Release notes
Enhancements
- Upgraded default date version to 3.0.3
- Updated
vcpkgbaseline
Breaking changes
- Upgraded default cpp-httplib version to 0.20.0 which requires OpenSSL >= 3.0
0.31.0
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
Release notes
Enhancements
- Added
Resubscribe()methods toLiveBlockingandLiveThreadedto make it easier
to resume a live session after losing the connection to the live gateway - Added
Subscriptions()getter methods toLiveBlockingandLiveThreadedfor
getting all active subscriptions - Added
CommoditySpotInstrumentClassvariant
0.29.0
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
Release notes
Breaking changes
- Updated enumerations for unreleased datasets and publishers.
Enhancements
- Added new dataset
EQUS.MINIand new publishersEQUS.MINI.EQUS,XNYS.TRADES.EQUS
Bug fixes
- Changed historical metadata methods with
symbolsparameter to use aPOSTrequest
to allow for requesting supported maximum of 2000 symbols
0.27.0
Release notes
Breaking changes
- Converted the
UserDefinedInstrumentenum class to an enum to safely allow handling
invalid data and adding future variants - Updated the value of the
kMaxRecordLenconstant for the changes to
InstrumentDefMsgin version 3
Enhancements
- Added
v3namespace in preparation for future DBN version 3 release. DBN version 2
remains the current and default version - Added
v3::InstrumentDefMsgrecord with new fields to support normalizing multi-leg
strategy definitions- Removal of statistics-schema related fields
trading_reference_price,
trading_reference_date, andsettl_price_type - Removal of the status-schema related field
md_security_trading_status
- Removal of statistics-schema related fields
0.26.0
Release notes
Breaking changes
- Removed deprecated
Packagingenum andpackagingfield that's no longer supported
by the API - Renamed
VersionUpgradePolicy::UpgradetoUpgradeToV2in 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
Release notes
Enhancements
- Added new IntelligentCross venues
ASPN,ASMT, andASPI
Deprecations
- Deprecated
Packagingenum andpackagingfield onBatchJob. These will be
removed in a future version. All files from a batch job can be downloaded with the
BatchDownloadmethod on the historical client
0.24.0
Release notes
Enhancements
- Added new
NoneActionvariant that will be gradually rolled out
to historical and liveGLBX.MDP3data
0.23.0
Release notes
Enhancements
- Added new
Cmbp1Msg - Added new consolidated publisher values for
XNAS.BASICandDBEQ.MAX
Breaking changes
- Changed the layout of
CbboMsgto better matchBboMsg - Renamed
Schema::CbbotoSchema::Cmbp1
Deprecations
- Deprecated
Packing::Tarand renamed it toTarDeprecated. This variant will be
removed in a future version when it is no longer supported by the API