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## 0.15.0 - 2024-01-16
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### Breaking changes
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- Increased size of ` SystemMsg ` and ` ErrorMsg ` to provide better messages from Live
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gateway
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- Increased length of ` err ` and ` msg ` fields for more detailed messages
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## 0.14.1 - 2023-12-18
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### Enhancements
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- Added ` PitSymbolMap ` helper for keeping track of symbology mappings in Live
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- Added new publisher value for OPRA MIAX Sapphire
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### Bug fixes
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- Fixed misaligned read undefined behavior when decoding records
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## 0.14.0 - 2023-11-23
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This release is fully compatible with both DBN v1 and v2, and so should be seamless for most users.
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### Enhancements
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- Added support for DBN encoding version 2 (DBNv2), affecting ` SymbolMappingMsg ` ,
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` InstrumentDefMsg ` , and ` Metadata `
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- Version 1 structs can be converted to version 2 structs with the ` ToV2() ` method
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length of fixed-length symbol strings in different DBN versions
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- Added new publisher values in preparation for IFEU.IMPACT and NDEX.IMPACT datasets
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- Added new publisher values for consolidated DBEQ.BASIC and DBEQ.PLUS
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- - Added ` kMaxRecordLen ` constant for the the length of the largest record type
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+ - Added ` kMaxRecordLen ` constant for the length of the largest record type
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- Added ability to convert ` FlagSet ` to underlying representation
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### Breaking changes
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- The old ` InstrumentDefMsg ` is now ` InstrumentDefMsgV1 ` in ` compat.hpp `
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- The old ` SymbolMappingMsg ` is now ` SymbolMappingMsgV1 ` in ` compat.hpp `
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- Converted the following enums to enum classes to allow safely adding new variants:
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- Removed deprecated ` SecurityUpdateAction::Invalid ` variant
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## 0.13.1 - 2023-10-23
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### Enhancements
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- Added new publisher values in preparation for DBEQ.PLUS
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- Added ` ToIso8601 ` for ` UnixNanos ` for converting to human-readable ISO8601 datetime
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string
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- Added ` kUndefTimestamp ` and ` kUndefStatQuantity ` constants
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- Added flag ` kTob ` for top-of-book messages
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## 0.13.0 - 2023-09-21
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### Enhancements
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- Added ` pretty_px ` option for ` BatchSubmitJob ` , which formats prices to the correct
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scale using the fixed-precision scalar 1e-9 (available for CSV and JSON text
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encodings)
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- Added ` pretty_ts ` option for ` BatchSubmitJob ` , which formats timestamps as ISO 8601
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strings (available for CSV and JSON text encodings)
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- - Added ` map_symbols ` option to ` BatchSubmitJob ` , which appends appends the raw symbol
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+ - Added ` map_symbols ` option to ` BatchSubmitJob ` , which appends the raw symbol
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to every record (available for CSV and JSON text encodings) reducing the need to look
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at the ` symbology.json ` file
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- Added ` split_symbols ` option for ` BatchSubmitJob ` , which will split files by raw symbol
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- Added ` ClosePrice ` and ` NetChange ` ` StatType ` s used in the ` OPRA.PILLAR ` dataset
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### Breaking changes
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- Remove ` default_value ` parameter from ` Historical::SymbologyResolve `
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## 0.12.1 - 2023-08-25
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### Bug fixes
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- Fixed typo in ` BATY.PITCH.BATY ` publisher
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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
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- Added ` raw_instrument_id ` to definition schema
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- Added ` operator== ` and ` operator!= ` implementations for ` DatasetConditionDetail ` and
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` DatasetRange `
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#### Breaking changes
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- Changed ` MetadataListPublishers ` to return a ` vector<PublisherDetail> `
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- ` MetadataListFields ` :
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- Changed return type to ` vector<FieldDetail> `
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- Removed ` mode ` and ` schema ` parameters
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#### Bug fixes
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- Fixed installation of ` nlohmann_json ` when using bundled version
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- Added missing ` operator!= ` implementations for ` Metadata ` , ` MappingInterval ` , and
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` SymbolMapping `
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## 0.10.0 - 2023-07-20
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#### Enhancements
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- Added preliminary support for Windows
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- Added ` LiveThreaded::BlockForStop ` to make it easier to wait for one or more records
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before closing the session
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length limit
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#### Breaking changes
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- Changed size-related fields and ` limit ` parameters to use ` std::uint64_t ` for consistency
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across architectures
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#### Bug fixes
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- Removed usage of non-portable ` __PRETTY_FUNCTION__ `
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## 0.9.1 - 2023-07-11
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#### Enhancements
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- Added constants for dataset codes for Databento Equity Basic and OPRA Pillar
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- Added ` const char* ` getters to records for fixed-length ` char ` arrays
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- Added ` RType ` getter to ` Record `
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#### Bug fixes
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- Added batching for live subscriptions to avoid hitting max message length
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- Fixed bug in Zstd decompression
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- Fixed ` Historical::BatchDownload ` truncating file before writing each chunk
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## 0.9.0 - 2023-06-13
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#### Enhancements
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- Added ` Reconnect ` methods to ` LiveBlocking ` and ` LiveThreaded `
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- Added optional ` exception_callback ` argument to ` LiveThreaded::Start ` to improve
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error handling options
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- Relaxed 10 minute minimum request time range restriction
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#### Breaking changes
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- Changed ` use_ts_out ` default to ` false `
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#### Bug fixes
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- Fixed missing definition for ` operator== ` for ` ImbalanceMsg `
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## 0.8.0 - 2023-05-16
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#### Enhancements
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- Changed ` end ` and ` end_date ` to optional to support new forward-fill behaviour
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#### Breaking changes
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- Renamed ` booklevel ` MBP field to ` levels ` for brevity and consistent naming
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- Removed ` open_interest_qty ` and ` cleared_volume ` fields from definition schema
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that were always unset
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## 0.7.0 - 2023-04-28
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#### Enhancements
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- Added initial support for live data with ` LiveBlocking ` and ` LiveThreaded ` clients
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- Added support for statistics schema
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- Added ` SystemMsg ` and ` ErrorMsg ` records for use in live data
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- Added optional ` compression ` parameter to ` BatchSubmitJob `
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#### Breaking changes
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- Removed ` related ` and ` related_security_id ` from ` InstrumentDefMsg `
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- Renamed ` BatchJob.cost ` to ` cost_usd ` and value now expressed as US dollars
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- Renamed ` SType::ProductId ` to ` SType::InstrumentId ` and ` SType::Native ` to
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- Changed some fields to enums in ` InstrumentDefMsg `
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#### Deprecations
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- Deprecated ` SType::Smart ` to split into ` SType::Parent ` and ` SType::Continuous `
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#### Bug fixes
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- Fixed parsing of ` BatchSubmitJob ` response
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- Fixed invalid read in ` DbnDecoder `
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- Fixed memory leak in ` TryCreateDir `
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## 0.6.1 - 2023-03-28
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#### Breaking changes
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- Removed usage of unreliable ` std::ifstream::readsome `
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#### Bug fixes
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- Fixed Zstd decoding of files with multiple frames
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## 0.6.0 - 2023-03-24
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#### Enhancements
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- Added support for imbalance schema
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- Added support for decoding ` ts_out ` field
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- Added flags ` kSnapshot ` and ` kMaybeBadBook `
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#### Breaking changes
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- Removed ` record_count ` from ` Metadata `
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- Changed ` Historical::BatchDownload ` to return the paths of the downloaded files
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## 0.5.0 - 2023-03-13
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#### Enhancements
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- Added ` Historical::MetadataGetDatasetRange `
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#### Breaking changes
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- Changed ` MetadataGetDatasetCondition ` to return ` vector<DatasetConditionDetail> `
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- Removed ` MetadataListCompressions ` (redundant with docs)
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- Removed ` MetadataListEncodings ` (redundant with docs)
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- Disabled unit testing by default
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#### Breaking changes
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- Removed ` is_full_universe ` and ` is_example ` fields from ` BatchJob `
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- Refactored rtypes
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- Introduced separate rtypes for each OHLCV schema
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- Changed ` kAllSymbols ` representation
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#### Bug fixes
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- Fixed usage of as a system library
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## 0.3.0 - 2023-01-06
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#### Enhancements
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- Added support for definition schema
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- Added option for CMake to download gtest
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- Updated ` Flag ` enum
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#### Breaking changes
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- Standardized getter method names to pascal case
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- Renamed ` is_full_book ` to ` is_full_universe `
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- Renamed ` TickMsg ` to ` MboMsg `
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- Changed ` flags ` fields to unsigned
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#### Bug fixes
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- Fixed cancellation in ` Historical::TimeseriesStream `
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- Fixed race condition in ` Historical::TimeseriesStream ` exception handling
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- Fixed gtest linker error on macOS
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## 0.2.0 - 2022-12-01
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#### Enhancements
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- Added ` Historical::MetadataGetDatasetCondition `
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- Improved Zstd CMake integration
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#### Bug fixes
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- Fixed requesting all symbols for a dataset
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## 0.1.0 - 2022-11-07
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- Initial release with support for historical data
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