0.13.0

Release notes

Enhancements

• Added pretty_px option for BatchSubmitJob, which formats prices to the correct
  scale using the fixed-precision scalar 1e-9 (available for CSV and JSON text
  encodings)
• Added pretty_ts option for BatchSubmitJob, which formats timestamps as ISO 8601
  strings (available for CSV and JSON text encodings)
• Added map_symbols option to BatchSubmitJob, which appends appends the raw symbol
  to every record (available for CSV and JSON text encodings) reducing the need to look
  at the symbology.json file
• Added split_symbols option for BatchSubmitJob, which will split files by raw symbol
• Added encoding option to BatchSubmitJob to allow requesting non-DBN encoded
  data through the client
• Added map_symbols, pretty_px, and pretty_ts to BatchJob response
• Added ARCX.PILLAR.ARCX publisher
• Added ClosePrice and NetChange StatTypes used in the OPRA.PILLAR dataset

Breaking changes

• Remove default_value parameter from Historical::SymbologyResolve

0.12.0

Release notes

Enhancements

• Added the Publisher, Venue, and Dataset enums
• Added Publisher getters to Record and RecordHeader to convert the
  publisher_id to its enum

0.11.0

Release notes

Enhancements

• Added raw_instrument_id to definition schema
• Added operator== and operator!= implementations for DatasetConditionDetail and
  DatasetRange

Breaking changes

• Changed MetadataListPublishers to return a vector<PublisherDetail>
• MetadataListFields:
  • Changed return type to vector<FieldDetail>
  • Made encoding and schema parameters required
  • Removed dataset parameter
• MetadataListUnitPrices:
  • Changed return type to vector<UnitPricesForMode>
  • Made dataset parameter required
  • Removed mode and schema parameters

Bug fixes

• Fixed installation of nlohmann_json when using bundled version
• Added missing operator!= implementations for Metadata, MappingInterval, and
  SymbolMapping

0.10.0

Release notes

Enhancements

• Added preliminary support for Windows
• Added LiveThreaded::BlockForStop to make it easier to wait for one or more records
  before closing the session
• Changed TimeseriesGetRange to request a Zstd-compressed result for more efficient
  data transfer
• Switched BatchSubmitJob to use form data to avoid query param length limit
• Switched SymbologyResolve to use POST request with form data to avoid query param
  length limit

Breaking changes

• Changed size-related fields and limit parameters to use std::uint64_t for consistency
  across architectures

Bug fixes

• Removed usage of non-portable __PRETTY_FUNCTION__

0.9.1

Release notes

Enhancements

• Added constants for dataset codes for Databento Equity Basic and OPRA Pillar
• Added const char* getters to records for fixed-length char arrays
• Added RType getter to Record

Bug fixes

• Batch live subscriptions to avoid hitting max message length
• Fix bug in Zstd decompression
• Fix Historical::BatchDownload truncating file before writing each chunk

0.9.0

0.9.0

• Added Reconnect methods to LiveBlocking and LiveThreaded
• Added optional exception_callback argument to LiveThreaded::Start to improve
  error handling options
• Added batch download support data files (condition.json and symbology.json)
• Added support for logging warnings from Historical API
• Changed use_ts_out default to false
• Fixed missing definition for operator== for ImbalanceMsg
• Removed 10 minute minimum request time range restriction

0.8.0

v0.8.0

Released version 0.8.0

0.7.0

v0.7.0

Released version 0.7.0

0.6.1

v0.6.1

Released version 0.6.1

0.6.0

v0.6.0

Released version 0.6.0