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Releases: databento/databento-cpp

0.45.0

10 Dec 15:14
8104d83

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Release notes

Enhancements

  • Added download retry, resumption, and checksum verification to
    Historical::BatchDownload
  • Added new venue, dataset, and publisher for Cboe Futures Exchange (XCBF.PITCH)
  • Upgraded default httplib version to 0.28.0

0.44.0

20 Nov 12:41
3de8e70

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Release notes

Enhancements

  • Added logic to set code when upgrading version 1 SystemMsg to newer versions

Bug fixes

  • Added missing <cstddef> include to constants.hpp (credit: @ognian-)

0.43.0

21 Oct 22:55
b65ed80

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Release notes

Enhancements

  • Made Unset a fully-supported variant of SystemCode and ErrorCode

Breaking changes

  • Removed mode parameter in Historical::MetadataGetCost()

0.42.0

20 Aug 13:52
816cc23

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Release notes

Enhancements

  • Added EndOfInterval variant to SystemCode

Breaking changes

  • Removed bill_id field from BatchJob struct

0.41.0

12 Aug 16:48
7d1b5ef

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Release notes

Enhancements

  • Added static Builder() methods to the clients
  • Improved debug logging in live clients
  • Added PUBLISHER_SPECIFIC flag

Breaking changes

  • Removed unused Received variant from JobState enum

0.40.0

29 Jul 20:42
4e5311a

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Release notes

Enhancements

  • Added OhlcvEod variant to RType
  • Added documentation to more enums and record structs
  • Aligned string representation of RType with Rust

Breaking changes

  • Switched to std::byte for most padding fields in record structs. These fields are
    now initialized by default
  • Hidden padding fields now begin with _

Bug fixes

  • Added missing IndexTs() method to v1::InstrumentDefMsg, v2::InstrumentDefMsg,
    and v1::SymbolMappingMsg
  • Fixed error in templated overload of DbnDecoder::EncodeRecord()
  • Removed unused Disk and S3 variants from Delivery enum

0.39.1

22 Jul 19:02
72f1bb6

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Release notes

Bug fixes

  • Fixed potential corrupted data in DbnFileStore::Replay

0.39.0

15 Jul 15:52
cb63347

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Release notes

Breaking changes

  • Renamed the following Venue, Dataset, and Publishers:
    • XEER to XEEE
    • XEER.EOBI to XEEE.EOBI
    • XEER.EOBI.XEER to XEEE.EOBI.XEEE
    • XEER.EOBI.XOFF to XEEE.EOBI.XOFF

Bug fixes

  • Fixed potential corrupted records when upgrading DBN versions in live clients
  • Removed unused Intraday variant from DatasetCondition enum

0.38.2

01 Jul 22:29
b7061b1

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Release notes

Enhancements

  • Added LogPlatformInfo() function which logs the client version, compiler, and
    operating system info to aid troubleshooting
  • Added compiler and operating system info to the user agent to aid troubleshooting
  • Standardized client info sent by live clients to match historical
  • Added methods to the client builders to extend the user agents with a custom string

Bug fixes

  • Fixed missing implementation for LiveBuilder::SetBufferSize()
  • Fixed checking of warnings from server in Historical API in TimeseriesGetRange() and
    TimeseriesGetRangeToFile()

0.38.1

25 Jun 15:58
356d1ed

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Release notes

Enhancements

  • Added range_by_schema field to DatasetRange struct
  • Changed historical TimeseriesGetRange and TimeseriesGetRangeToFile methods to use
    a POST request to allow for requesting supported maximum of 2000 symbols
  • Added logging around Historical::BatchDownload
  • Changed the following Venue, Publisher, and Dataset descriptions:
    • "ICE Futures Europe (Financials)" renamed to "ICE Europe Financials"
    • "ICE Futures Europe (Commodities)" renamed to "ICE Europe Commodities"

Bug fixes

  • Fixed handling of null last_modified_date in MetadataGetDatasetCondition
    response
  • Fixed default ShouldLog implementation