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Jack Culhane
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ADD: Add three IntelligentCross MICs to Venue list
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CHANGELOG.md

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@@ -2,6 +2,9 @@
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## 0.25.0 - TBD
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### Enhancements
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- Added new IntelligentCross venues `ASPN`, `ASMT`, and `ASPI`
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### Deprecations
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- Deprecated `Packaging` enum and `packaging` field on `BatchJob`. These will be
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removed in a future version. All files from a batch job can be downloaded with the

include/databento/publishers.hpp

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@@ -93,6 +93,12 @@ enum class Venue : std::uint16_t {
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Ltse = 42,
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// Off-Exchange Transactions - Listed Instruments
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Xoff = 43,
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// IntelligentCross ASPEN Intelligent Bid/Offer
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Aspn = 44,
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// IntelligentCross ASPEN Maker/Taker
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Asmt = 45,
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// IntelligentCross ASPEN Inverted
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Aspi = 46,
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};
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// A source of data.

src/publishers.cpp

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@@ -140,6 +140,15 @@ const char* ToString(Venue venue) {
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case Venue::Xoff: {
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return "XOFF";
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}
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case Venue::Aspn: {
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return "ASPN";
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}
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case Venue::Asmt: {
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return "ASMT";
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}
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case Venue::Aspi: {
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return "ASPI";
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}
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default: {
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return "Unknown";
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}
@@ -282,6 +291,15 @@ Venue FromString(const std::string& str) {
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if (str == "XOFF") {
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return Venue::Xoff;
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}
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if (str == "ASPN") {
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return Venue::Aspn;
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}
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if (str == "ASMT") {
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return Venue::Asmt;
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}
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if (str == "ASPI") {
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return Venue::Aspi;
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}
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throw InvalidArgumentError{"FromString<Venue>", "str",
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"unknown value '" + str + '\''};
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}

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