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VER: Release 0.12.0
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‎CHANGELOG.md‎

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# Changelog
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## 0.12.0 - 2023-08-24
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##### Enhancements
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- Added the `Publisher`, `Venue`, and `Dataset` enums
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- Added `Publisher` getters to `Record` and `RecordHeader` to convert the
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`publisher_id` to its enum
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## 0.11.0 - 2023-08-10
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#### Enhancements

‎CMakeLists.txt‎

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# Project details
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#
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project("databento" VERSION 0.11.0 LANGUAGES CXX)
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project("databento" VERSION 0.12.0 LANGUAGES CXX)
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string(TOUPPER ${PROJECT_NAME} PROJECT_NAME_UPPERCASE)
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#

‎cmake/SourcesAndHeaders.cmake‎

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include/databento/live_threaded.hpp
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include/databento/log.hpp
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include/databento/metadata.hpp
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include/databento/publishers.hpp
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include/databento/record.hpp
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include/databento/symbology.hpp
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include/databento/timeseries.hpp
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src/live_threaded.cpp
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src/log.cpp
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src/metadata.cpp
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src/publishers.cpp
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src/record.cpp
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src/symbology.cpp
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src/detail/file_stream.cpp

‎include/databento/enums.hpp‎

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#include <iosfwd>
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#include <string>
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#include "databento/publishers.hpp" // Dataset, Publisher, Venue, FromString
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namespace databento {
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// Represents a historical data center gateway location.
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enum class HistoricalGateway : std::uint8_t {
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std::ostream& operator<<(std::ostream& out,
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StatUpdateAction stat_update_action);
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template <typename T>
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T FromString(const std::string& str);
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template <>
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Schema FromString(const std::string& str);
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template <>

‎include/databento/publishers.hpp‎

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#pragma once
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#include <cstdint>
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#include <iosfwd>
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#include <string>
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namespace databento {
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// A trading execution venue.
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enum class Venue : std::uint16_t {
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// CME GLOBEX
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Glbx = 1,
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// NASDAQ
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Xnas = 2,
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// NASDAQ OMX BX
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Xbos = 3,
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// NASDAQ OMX PSX
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Xpsx = 4,
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// CBOE BZX U.S. EQUITIES EXCHANGE
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Bats = 5,
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// CBOE BYX U.S. EQUITIES EXCHANGE
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Baty = 6,
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// CBOE EDGA U.S. EQUITIES EXCHANGE
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Edga = 7,
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// CBOE EDGX U.S. EQUITIES EXCHANGE
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Edgx = 8,
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// New York Stock Exchange
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Xnys = 9,
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// NYSE NATIONAL, INC.
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Xcis = 10,
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// NYSE AMERICAN
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Xase = 11,
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// NYSE ARCA
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Arcx = 12,
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// NYSE CHICAGO, INC.
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Xchi = 13,
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// INVESTORS EXCHANGE
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Iexg = 14,
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// FINRA/NASDAQ TRF CARTERET
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Finn = 15,
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// FINRA/NASDAQ TRF CHICAGO
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Finc = 16,
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// FINRA/NYSE TRF
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Finy = 17,
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// MEMX LLC EQUITIES
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Memx = 18,
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// MIAX PEARL EQUITIES
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Eprl = 19,
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// NYSE AMERICAN OPTIONS
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Amxo = 20,
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// BOX OPTIONS EXCHANGE
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Xbox = 21,
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// CBOE OPTIONS EXCHANGE
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Xcbo = 22,
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// MIAX EMERALD
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Emld = 23,
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// Cboe EDGX Options Exchange
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Edgo = 24,
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// NASDAQ GEMX
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Gmni = 25,
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// NASDAQ ISE
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Xisx = 26,
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// NASDAQ MRX
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Mcry = 27,
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// MIAX INTERNATIONAL SECURITIES
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Xmio = 28,
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// NYSE ARCA OPTIONS
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Arco = 29,
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// OPRA
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Opra = 30,
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// MIAX PEARL
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Mprl = 31,
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// NASDAQ OPTIONS MARKET
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Xndq = 32,
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// NASDAQ BX OPTIONS
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Xbxo = 33,
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// CBOE C2 OPTIONS EXCHANGE
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C2Ox = 34,
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// NASDAQ PHLX
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Xphl = 35,
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// CBOE BZX Options Exchange
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Bato = 36,
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// MEMX Options Exchange
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Mxop = 37,
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};
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// A source of data.
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enum class Dataset : std::uint16_t {
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// CME MDP 3.0 Market Data
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GlbxMdp3 = 1,
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// Nasdaq XNAS TotalView-ITCH
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XnasItch = 2,
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// Nasdaq XBOS TotalView-ITCH
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XbosItch = 3,
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// Nasdaq XPSX TotalView-ITCH
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XpsxItch = 4,
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// CBOE BZX
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BatsPitch = 5,
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// CBOE BYX
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BatyPitch = 6,
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// CBOE EDGA
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EdgaPitch = 7,
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// CBOE EDGX
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EdgxPitch = 8,
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// NYSE
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XnysPillar = 9,
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// NYSE National
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XcisPillar = 10,
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// NYSE American
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XasePillar = 11,
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// NYSE Chicago
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XchiPillar = 12,
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// NYSE National BBO
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XcisBbo = 13,
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// NYSE National TRADES
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XcisTrades = 14,
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// MEMX Memoir Depth
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MemxMemoir = 15,
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// MIAX Pearl Depth
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EprlDom = 16,
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// Finra/Nasdaq TRF
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FinnNls = 17,
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// Finra/NYSE TRF
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FinyTrades = 18,
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// OPRA Binary Recipient
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OpraPillar = 19,
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// Databento Equities Basic
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DbeqBasic = 20,
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// NYSE Arca
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ArcxPillar = 21,
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// Investors Exchange TOPS
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IexgTops = 22,
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};
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// A specific Venue from a specific data source.
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enum class Publisher : std::uint16_t {
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// CME Globex MDP 3.0
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GlbxMdp3Glbx = 1,
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// Nasdaq TotalView ITCH
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XnasItchXnas = 2,
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// Nasdaq XBOS TotalView ITCH
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XbosItchXbos = 3,
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// Nasdaq XPSX TotalView ITCH
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XpsxItchXpsx = 4,
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// CBOE BZX
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BatsPitchBats = 5,
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// CBOE BYX
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BatyPitchBats = 6,
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// CBOE EDGA
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EdgaPitchEdga = 7,
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// CBOE EDGX
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EdgxPitchEdgx = 8,
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// NYSE
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XnysPillarXnys = 9,
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// NYSE National
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XcisPillarXcis = 10,
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// NYSE American
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XasePillarXase = 11,
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// NYSE Chicago
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XchiPillarXchi = 12,
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// NYSE National BBO
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XcisBboXcis = 13,
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// NYSE National Trades
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XcisTradesXcis = 14,
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// MEMX Memoir Depth
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MemxMemoirMemx = 15,
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// MIAX Pearl Depth
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EprlDomEprl = 16,
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// FINRA/NASDAQ TRF CARTERET
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FinnNlsFinn = 17,
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// FINRA/NASDAQ TRF CHICAGO
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FinnNlsFinc = 18,
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// FINRA/NYSE TRF
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FinyTradesFiny = 19,
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// OPRA - NYSE AMERICAN OPTIONS
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OpraPillarAmxo = 20,
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// OPRA - BOX OPTIONS EXCHANGE
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OpraPillarXbox = 21,
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// OPRA - CBOE OPTIONS EXCHANGE
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OpraPillarXcbo = 22,
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// OPRA - MIAX EMERALD
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OpraPillarEmld = 23,
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// OPRA - Cboe EDGX Options Exchange
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OpraPillarEdgo = 24,
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// OPRA - NASDAQ GEMX
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OpraPillarGmni = 25,
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// OPRA - NASDAQ ISE
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OpraPillarXisx = 26,
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// OPRA - NASDAQ MRX
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OpraPillarMcry = 27,
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// OPRA - MIAX INTERNATIONAL SECURITIES
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OpraPillarXmio = 28,
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// OPRA - NYSE ARCA OPTIONS
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OpraPillarArco = 29,
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// OPRA - OPRA
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OpraPillarOpra = 30,
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// OPRA - MIAX PEARL
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OpraPillarMprl = 31,
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// OPRA - NASDAQ OPTIONS MARKET
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OpraPillarXndq = 32,
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// OPRA - NASDAQ BX OPTIONS
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OpraPillarXbxo = 33,
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// OPRA - CBOE C2 OPTIONS EXCHANGE
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OpraPillarC2Ox = 34,
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// OPRA - NASDAQ PHLX
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OpraPillarXphl = 35,
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// OPRA - CBOE BZX Options Exchange
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OpraPillarBato = 36,
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// OPRA - MEMX OPTIONS EXCHANGE
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OpraPillarMxop = 37,
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// Investors Exchange TOPS
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IexgTopsIexg = 38,
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// DBEQ Basic - Nyse Chicago
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DbeqBasicXchi = 39,
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// DBEQ Basic - Nyse National
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DbeqBasicXcis = 40,
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// DBEQ Basic - Investors Exchange
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DbeqBasicIexg = 41,
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// DBEQ Basic - MIAX Pearl
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DbeqBasicEprl = 42,
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};
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// Get a Publisher's Venue.
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Venue PublisherVenue(Publisher publisher);
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// Get a Publisher's Dataset.
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Dataset PublisherDataset(Publisher publisher);
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template <typename T>
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T FromString(const std::string& str);
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const char* ToString(Venue venue);
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std::ostream& operator<<(std::ostream& out, Venue venue);
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template <>
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Venue FromString(const std::string& str);
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const char* ToString(Dataset dataset);
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std::ostream& operator<<(std::ostream& out, Dataset dataset);
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template <>
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Dataset FromString(const std::string& str);
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const char* ToString(Publisher publisher);
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std::ostream& operator<<(std::ostream& out, Publisher publisher);
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template <>
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Publisher FromString(const std::string& str);
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} // namespace databento

‎include/databento/record.hpp‎

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#include "databento/datetime.hpp" // UnixNanos
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#include "databento/enums.hpp"
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#include "databento/flag_set.hpp" // FlagSet
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#include "databento/flag_set.hpp" // FlagSet
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#include "databento/publishers.hpp" // Publisher
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namespace databento {
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// Common data for all Databento Records.
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std::uint8_t length;
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RType rtype;
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// The publisher ID assigned by Databento.
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// The publisher ID assigned by Databento, which denotes the dataset and
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// venue.
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std::uint16_t publisher_id;
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// The numeric ID assigned to the instrument.
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std::uint32_t instrument_id;
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UnixNanos ts_event;
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std::size_t Size() const;
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// Retrieve the publisher based on the publisher ID.
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enum Publisher Publisher() const {
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return static_cast<enum Publisher>(publisher_id);
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}
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};
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class Record {
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const RecordHeader& Header() const { return *record_; }
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::databento::RType RType() const { return record_->rtype; }
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enum Publisher Publisher() const { return Header().Publisher(); }
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template <typename T>
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bool Holds() const {

‎pkg/PKGBUILD‎

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# Maintainer: Databento <[email protected]>
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_pkgname=databento-cpp
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pkgname=databento-cpp-git
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pkgver=0.11.0
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pkgver=0.12.0
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pkgrel=1
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pkgdesc="Official C++ client for Databento"
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arch=('any')

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