VER: Release 0.75.0

See release notes.

Author: nmacholl

CHANGELOG.md

@@ -1,5 +1,15 @@
 # Changelog
 
+## 0.75.0 - 2026-04-07
+
+#### Enhancements
+- Upgraded `databento-dbn` to 0.53.0:
+  - Made `ts_out` a permanent field on all Python record types, replacing the
+    dynamic `__dict__` attribute. `ts_out` returns an `int` (`UNDEF_TIMESTAMP` when
+    not set)
+  - Removed `__dict__` from all Python record classes, eliminating a separate
+    per-instance allocation
+
 ## 0.74.1 - 2026-03-31
 
 #### Enhancements

README.md

@@ -32,7 +32,7 @@ The library is fully compatible with distributions of Anaconda 2023.x and above.
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
 - python = "^3.10"
 - aiohttp = "^3.8.3"
-- databento-dbn = "~0.52.1"
+- databento-dbn = "~0.53.0"
 - numpy = ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

databento/common/dbnstore.py

@@ -1244,6 +1244,9 @@ def to_ndarray(
             schema_rtype = RType.from_schema(schema)
             schema_filter = filter(lambda r: r.rtype == schema_rtype, self)
 
+            if self._metadata.ts_out:
+                schema_dtype.append(("ts_out", "u8"))
+
             reader = self.reader
             reader.seek(self._metadata_length)
             ndarray_iter = NDArrayBytesIterator(
@@ -1256,9 +1259,6 @@ def to_ndarray(
             schema_struct = self._schema_struct_map[self.schema]
             schema_dtype = schema_struct._dtypes
 
-            if self._metadata.ts_out:
-                schema_dtype.append(("ts_out", "u8"))
-
             if schema is not None and schema != self.schema:
                 # This is to maintain identical behavior with NDArrayBytesIterator
                 ndarray_iter = iter([np.empty([0, 1], dtype=schema_dtype)])

databento/common/publishers.py

@@ -553,7 +553,7 @@ class Dataset(StringyMixin, str, Enum):
     XCIS_TRADES
         NYSE National Trades.
     MEMX_MEMOIR
-        MEMX Memoir Depth.
+        MEMX MEMOIR Depth.
     EPRL_DOM
         MIAX Pearl Depth.
     FINN_NLS
@@ -603,7 +603,7 @@ class Dataset(StringyMixin, str, Enum):
     XEEE_EOBI
         European Energy Exchange EOBI.
     XCBF_PITCH
-        Cboe Futures Exchange PITCH.
+        CFE Depth.
     OCEA_MEMOIR
         Blue Ocean ATS MEMOIR Depth.
 
@@ -862,7 +862,7 @@ def description(self) -> str:
         if self == Dataset.XCIS_TRADES:
             return "NYSE National Trades"
         if self == Dataset.MEMX_MEMOIR:
-            return "MEMX Memoir Depth"
+            return "MEMX MEMOIR Depth"
         if self == Dataset.EPRL_DOM:
             return "MIAX Pearl Depth"
         if self == Dataset.FINN_NLS:
@@ -912,7 +912,7 @@ def description(self) -> str:
         if self == Dataset.XEEE_EOBI:
             return "European Energy Exchange EOBI"
         if self == Dataset.XCBF_PITCH:
-            return "Cboe Futures Exchange PITCH"
+            return "CFE Depth"
         if self == Dataset.OCEA_MEMOIR:
             return "Blue Ocean ATS MEMOIR Depth"
         raise ValueError("Unexpected Dataset value")
@@ -953,7 +953,7 @@ class Publisher(StringyMixin, str, Enum):
     XCIS_TRADES_XCIS
         NYSE National Trades.
     MEMX_MEMOIR_MEMX
-        MEMX Memoir Depth.
+        MEMX MEMOIR Depth.
     EPRL_DOM_EPRL
         MIAX Pearl Depth.
     XNAS_NLS_FINN
@@ -1133,9 +1133,9 @@ class Publisher(StringyMixin, str, Enum):
     XEEE_EOBI_XOFF
         European Energy Exchange EOBI - Off-Market Trades.
     XCBF_PITCH_XCBF
-        Cboe Futures Exchange.
+        Cboe Futures Exchange (CFE).
     XCBF_PITCH_XOFF
-        Cboe Futures Exchange - Off-Market Trades.
+        Cboe Futures Exchange (CFE) - Off-Market Trades.
     OCEA_MEMOIR_OCEA
         Blue Ocean ATS MEMOIR.
 
@@ -2166,7 +2166,7 @@ def description(self) -> str:
         if self == Publisher.XCIS_TRADES_XCIS:
             return "NYSE National Trades"
         if self == Publisher.MEMX_MEMOIR_MEMX:
-            return "MEMX Memoir Depth"
+            return "MEMX MEMOIR Depth"
         if self == Publisher.EPRL_DOM_EPRL:
             return "MIAX Pearl Depth"
         if self == Publisher.XNAS_NLS_FINN:
@@ -2346,9 +2346,9 @@ def description(self) -> str:
         if self == Publisher.XEEE_EOBI_XOFF:
             return "European Energy Exchange EOBI - Off-Market Trades"
         if self == Publisher.XCBF_PITCH_XCBF:
-            return "Cboe Futures Exchange"
+            return "Cboe Futures Exchange (CFE)"
         if self == Publisher.XCBF_PITCH_XOFF:
-            return "Cboe Futures Exchange - Off-Market Trades"
+            return "Cboe Futures Exchange (CFE) - Off-Market Trades"
         if self == Publisher.OCEA_MEMOIR_OCEA:
             return "Blue Ocean ATS MEMOIR"
         raise ValueError("Unexpected Publisher value")

databento/live/session.py

@@ -6,7 +6,6 @@
 import logging
 import math
 import queue
-import struct
 import threading
 from collections.abc import Iterable
 from functools import partial
@@ -267,16 +266,14 @@ def _dispatch_callbacks(self, record: DBNRecord) -> None:
 
     def _dispatch_writes(self, record: DBNRecord) -> None:
         record_bytes = bytes(record)
-        ts_out_bytes = struct.pack("Q", record.ts_out) if self._metadata.has_ts_out else b""
         for stream in self._user_streams:
             try:
                 stream.write(record_bytes)
-                stream.write(ts_out_bytes)
             except Exception as exc:
                 logger.error(
                     "error writing %s record (%d bytes) to `%s` stream",
                     type(record).__name__,
-                    len(record_bytes) + len(ts_out_bytes),
+                    len(record_bytes),
                     stream.stream_name,
                     exc_info=exc,
                 )

databento/version.py

@@ -1 +1 @@
-__version__ = "0.74.1"
+__version__ = "0.75.0"

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "databento"
-version = "0.74.1"
+version = "0.75.0"
 description = "Official Python client library for Databento"
 readme = "README.md"
 requires-python = ">=3.10"
@@ -10,7 +10,7 @@ dynamic = [ "classifiers" ]
 dependencies = [
     "aiohttp>=3.8.3,<4.0.0; python_version < '3.12'",
     "aiohttp>=3.9.0,<4.0.0; python_version >= '3.12'",
-    "databento-dbn~=0.52.1",
+    "databento-dbn~=0.53.0",
     "numpy>=1.23.5; python_version < '3.12'",
     "numpy>=1.26.0; python_version >= '3.12'",
     "pandas>=1.5.3,<4.0.0",

tests/test_historical_data.py

@@ -15,6 +15,7 @@ def test_mbo_fields() -> None:
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -45,6 +46,7 @@ def test_mbp_fields(
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -78,6 +80,7 @@ def test_ohlcv_fields(
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -97,6 +100,7 @@ def test_trades_struct() -> None:
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -116,6 +120,7 @@ def test_definition_struct() -> None:
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -135,6 +140,7 @@ def test_imbalance_struct() -> None:
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -154,6 +160,7 @@ def test_statistics_struct() -> None:
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)