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databento 0.67.0

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@github-actions github-actions released this 03 Dec 18:04
a773d3c

Release notes

Enhancements

  • Added a property Live.subscription_requests which returns a list of tuples containing every SubscriptionRequest for the live session
  • Changed the return value of Live.subscribe() to int, the value of the subscription ID, which can be used to index into the Live.subscription_requests property
  • Added feature to automatically monitor for hung connections in the Live client
    • Hung connections will be disconnected client side with a BentoError
  • Added new venue, dataset, and publisher for Cboe Futures Exchange (XCBF.PITCH)

Breaking changes

  • Several log messages have been reformatted to improve clarity and reduce redundancy, especially at debug levels
  • The map_symbols parameter for Historical.batch.submit_job() now defaults to True for JSON and CSV encodings