databento 0.15.0

Release notes

Enhancements

• Added symbology_map property to Live client
• Added optional_symbols_list_to_list parsing function
• Changed Live.add_callback and Live.add_stream to accept an exception callback
• Changed Live.__iter__() and Live.__aiter__() to send the session start message if the session is connected but not started
• Upgraded databento-dbn to 0.7.1
• Removed exception chaining from exceptions emitted by the library

Bug fixes

• Fixed issue where a large unreadable symbol subscription message could be sent

Breaking changes

• Removed Encoding, Compression, Schema, and SType enums as they are now exposed by databento-dbn
• Renamed func parameter to record_callback for Live.add_callback and Live.add_stream
• Removed optional_symbols_list_to_string parsing function

databento 0.14.1

Release notes

• Fixed issue where DBNStore.to_df() would raise an exception if no records were present
• Fixed exception message when creating a DBNStore from an empty data source

databento 0.14.0

Release notes

• Added support for reusing a Live client to reconnect
• Added metadata property to Live
• Added DatatbentoLiveProtocol class
• Added support for emitting warnings in API response headers
• Changed iteration of Live to no longer yield DBN metadata
• Changed Live callbacks to no longer yield DBN metadata
• Fixed issue where Historical.timeseries.get_range would write empty files on error
• Fixed issue with numpy types not being handled in symbols field
• Upgraded aiohttp to 3.8.3
• Upgraded numpy to 1.23.5
• Upgraded pandas to 1.5.3
• Upgraded requests to 2.28.1
• Upgraded zstandard to 0.21.0
• Removed 10 minute minimum request time range restriction
• Removed support for Python 3.7

0.13.0

VER: Release 0.13.0

See release notes.

0.12.0

VER: Release 0.12.0

See release notes.

0.11.0

VER: Release 0.11.0

See release notes.

0.10.0

VER: Release 0.10.0

See release notes.

0.9.0

VER: Release 0.8.2

See release notes.

0.8.1

VER: Release 0.8.1

## 0.8.1 - 2023-03-05

- Fixed bug in `Bento` iteration where multiple readers were created
- Added `from_dbn` convenience alias for loading DBN files

0.8.0

VER: Release 0.8.0

See release notes.