VER: Release 0.50.0

.github/workflows/test.yml

@@ -30,13 +30,13 @@ jobs:
         shell: bash
 
       - name: Test (release)
-        timeout-minutes: 2
+        timeout-minutes: 3
         if: ${{ github.ref == 'refs/heads/main' }}
         run: scripts/test.sh --release
         shell: bash
 
       - name: Test
-        timeout-minutes: 2
+        timeout-minutes: 3
         if: ${{ github.ref != 'refs/heads/main' }}
         run: scripts/test.sh
         shell: bash

CHANGELOG.md

@@ -1,5 +1,31 @@
 # Changelog
 
+## 0.50.0 - 2025-03-18
+
+#### Enhancements
+- Added new venues, datasets, and publishers for ICE Futures US, ICE Futures Europe (Financial products), Eurex, and European Energy Exchange (EEX)
+- Added export of the following enums from `databento_dbn` to the root `databento` package:
+  - `Action`
+  - `InstrumentClass`
+  - `MatchAlgorithm`
+  - `RType`
+  - `SecurityUpdateAction`
+  - `Side`
+  - `StatUpdateAction`
+  - `TriState`
+  - `UserDefinedInstrument`
+  - `VersionUpgradePolicy`
+- Added export of the following constants from `databento_dbn` to the root `databento` package:
+  - `DBN_VERSION`
+  - `FIXED_PRICE_SCALE`
+  - `UNDEF_ORDER_SIZE`
+  - `UNDEF_PRICE`
+  - `UNDEF_STAT_QUANTITY`
+  - `UNDEF_TIMESTAMP`
+- Added export of `BidAskPair` and `ConsolidatedBidAskPair` from `databento_dbn` to the root `databento` package
+- Upgraded `databento-dbn` to 0.29.0
+  - Added `COMMODITY_SPOT` `InstrumentClass` variant
+
 ## 0.49.0 - 2025-03-04
 
 #### Enhancements

README.md

@@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.9 and
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
 - python = "^3.9"
 - aiohttp = "^3.8.3"
-- databento-dbn = "0.27.0"
+- databento-dbn = "0.29.0"
 - numpy= ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

databento/__init__.py

@@ -1,20 +1,35 @@
 import logging
 import warnings
 
+from databento_dbn import DBN_VERSION
+from databento_dbn import FIXED_PRICE_SCALE
+from databento_dbn import UNDEF_ORDER_SIZE
+from databento_dbn import UNDEF_PRICE
+from databento_dbn import UNDEF_STAT_QUANTITY
+from databento_dbn import UNDEF_TIMESTAMP
+from databento_dbn import Action
+from databento_dbn import BidAskPair
 from databento_dbn import CMBP1Msg
 from databento_dbn import Compression
+from databento_dbn import ConsolidatedBidAskPair
 from databento_dbn import Encoding
 from databento_dbn import ErrorMsg
 from databento_dbn import ImbalanceMsg
+from databento_dbn import InstrumentClass
 from databento_dbn import InstrumentDefMsg
+from databento_dbn import MatchAlgorithm
 from databento_dbn import MBOMsg
 from databento_dbn import MBP1Msg
 from databento_dbn import MBP10Msg
 from databento_dbn import Metadata
 from databento_dbn import OHLCVMsg
+from databento_dbn import RType
 from databento_dbn import Schema
+from databento_dbn import SecurityUpdateAction
+from databento_dbn import Side
 from databento_dbn import StatMsg
 from databento_dbn import StatType
+from databento_dbn import StatUpdateAction
 from databento_dbn import StatusAction
 from databento_dbn import StatusMsg
 from databento_dbn import StatusReason
@@ -23,6 +38,9 @@
 from databento_dbn import SystemMsg
 from databento_dbn import TradeMsg
 from databento_dbn import TradingEvent
+from databento_dbn import TriState
+from databento_dbn import UserDefinedInstrument
+from databento_dbn import VersionUpgradePolicy
 from databento_dbn.v2 import BBO1MMsg
 from databento_dbn.v2 import BBO1SMsg
 from databento_dbn.v2 import CBBO1MMsg
@@ -60,16 +78,25 @@
 
 __all__ = [
     "API_VERSION",
+    "DBN_VERSION",
+    "FIXED_PRICE_SCALE",
+    "UNDEF_ORDER_SIZE",
+    "UNDEF_PRICE",
+    "UNDEF_STAT_QUANTITY",
+    "UNDEF_TIMESTAMP",
+    "Action",
     "BBO1MMsg",
     "BBO1SMsg",
     "BentoClientError",
     "BentoError",
     "BentoHttpError",
     "BentoServerError",
+    "BidAskPair",
     "CBBO1MMsg",
     "CBBO1SMsg",
     "CMBP1Msg",
     "Compression",
+    "ConsolidatedBidAskPair",
     "DBNRecord",
     "DBNStore",
     "Dataset",
@@ -80,25 +107,31 @@
     "Historical",
     "HistoricalGateway",
     "ImbalanceMsg",
+    "InstrumentClass",
     "InstrumentDefMsg",
     "InstrumentMap",
     "Live",
     "MBOMsg",
     "MBP1Msg",
     "MBP10Msg",
+    "MatchAlgorithm",
     "Metadata",
     "OHLCVMsg",
     "Packaging",
     "Publisher",
+    "RType",
     "ReconnectPolicy",
     "RecordFlags",
     "Reference",
     "RollRule",
     "SType",
     "Schema",
+    "SecurityUpdateAction",
+    "Side",
     "SplitDuration",
     "StatMsg",
     "StatType",
+    "StatUpdateAction",
     "StatusAction",
     "StatusMsg",
     "StatusReason",
@@ -110,7 +143,10 @@
     "TCBBOMsg",
     "TradeMsg",
     "TradingEvent",
+    "TriState",
+    "UserDefinedInstrument",
     "Venue",
+    "VersionUpgradePolicy",
 ]
 
 # Setup logging

databento/common/publishers.py

@@ -114,6 +114,10 @@ class Venue(StringyMixin, str, Enum):
         ICE Futures US.
     IFLL
         ICE Futures Europe (Financials).
+    XEUR
+        Eurex Exchange.
+    XEER
+        European Energy Exchange.
 
     """
 
@@ -166,6 +170,8 @@ class Venue(StringyMixin, str, Enum):
     EQUS = "EQUS"
     IFUS = "IFUS"
     IFLL = "IFLL"
+    XEUR = "XEUR"
+    XEER = "XEER"
 
     @classmethod
     def from_int(cls, value: int) -> Venue:
@@ -270,6 +276,10 @@ def from_int(cls, value: int) -> Venue:
             return Venue.IFUS
         if value == 49:
             return Venue.IFLL
+        if value == 50:
+            return Venue.XEUR
+        if value == 51:
+            return Venue.XEER
         raise ValueError(f"Integer value {value} does not correspond with any Venue variant")
 
     def to_int(self) -> int:
@@ -374,6 +384,10 @@ def to_int(self) -> int:
             return 48
         if self == Venue.IFLL:
             return 49
+        if self == Venue.XEUR:
+            return 50
+        if self == Venue.XEER:
+            return 51
         raise ValueError("Invalid Venue")
 
     @property
@@ -479,6 +493,10 @@ def description(self) -> str:
             return "ICE Futures US"
         if self == Venue.IFLL:
             return "ICE Futures Europe (Financials)"
+        if self == Venue.XEUR:
+            return "Eurex Exchange"
+        if self == Venue.XEER:
+            return "European Energy Exchange"
         raise ValueError("Unexpected Venue value")
 
 
@@ -562,6 +580,10 @@ class Dataset(StringyMixin, str, Enum):
         ICE Futures US iMpact.
     IFLL_IMPACT
         ICE Futures Europe (Financials) iMpact.
+    XEUR_EOBI
+        Eurex EOBI.
+    XEER_EOBI
+        European Energy Exchange EOBI.
 
     """
 
@@ -602,6 +624,8 @@ class Dataset(StringyMixin, str, Enum):
     EQUS_MINI = "EQUS.MINI"
     IFUS_IMPACT = "IFUS.IMPACT"
     IFLL_IMPACT = "IFLL.IMPACT"
+    XEUR_EOBI = "XEUR.EOBI"
+    XEER_EOBI = "XEER.EOBI"
 
     @classmethod
     def from_int(cls, value: int) -> Dataset:
@@ -682,6 +706,10 @@ def from_int(cls, value: int) -> Dataset:
             return Dataset.IFUS_IMPACT
         if value == 37:
             return Dataset.IFLL_IMPACT
+        if value == 38:
+            return Dataset.XEUR_EOBI
+        if value == 39:
+            return Dataset.XEER_EOBI
         raise ValueError(f"Integer value {value} does not correspond with any Dataset variant")
 
     def to_int(self) -> int:
@@ -762,6 +790,10 @@ def to_int(self) -> int:
             return 36
         if self == Dataset.IFLL_IMPACT:
             return 37
+        if self == Dataset.XEUR_EOBI:
+            return 38
+        if self == Dataset.XEER_EOBI:
+            return 39
         raise ValueError("Invalid Dataset")
 
     @property
@@ -843,6 +875,10 @@ def description(self) -> str:
             return "ICE Futures US iMpact"
         if self == Dataset.IFLL_IMPACT:
             return "ICE Futures Europe (Financials) iMpact"
+        if self == Dataset.XEUR_EOBI:
+            return "Eurex EOBI"
+        if self == Dataset.XEER_EOBI:
+            return "European Energy Exchange EOBI"
         raise ValueError("Unexpected Dataset value")
 
 
@@ -1052,6 +1088,10 @@ class Publisher(StringyMixin, str, Enum):
         ICE Futures Europe (Financials).
     IFLL_IMPACT_XOFF
         ICE Futures Europe (Financials) - Off-Market Trades.
+    XEUR_EOBI_XEUR
+        Eurex EOBI.
+    XEER_EOBI_XEER
+        European Energy Exchange EOBI.
 
     """
 
@@ -1155,6 +1195,8 @@ class Publisher(StringyMixin, str, Enum):
     IFUS_IMPACT_XOFF = "IFUS.IMPACT.XOFF"
     IFLL_IMPACT_IFLL = "IFLL.IMPACT.IFLL"
     IFLL_IMPACT_XOFF = "IFLL.IMPACT.XOFF"
+    XEUR_EOBI_XEUR = "XEUR.EOBI.XEUR"
+    XEER_EOBI_XEER = "XEER.EOBI.XEER"
 
     @classmethod
     def from_int(cls, value: int) -> Publisher:
@@ -1361,6 +1403,10 @@ def from_int(cls, value: int) -> Publisher:
             return Publisher.IFLL_IMPACT_IFLL
         if value == 100:
             return Publisher.IFLL_IMPACT_XOFF
+        if value == 101:
+            return Publisher.XEUR_EOBI_XEUR
+        if value == 102:
+            return Publisher.XEER_EOBI_XEER
         raise ValueError(f"Integer value {value} does not correspond with any Publisher variant")
 
     def to_int(self) -> int:
@@ -1567,6 +1613,10 @@ def to_int(self) -> int:
             return 99
         if self == Publisher.IFLL_IMPACT_XOFF:
             return 100
+        if self == Publisher.XEUR_EOBI_XEUR:
+            return 101
+        if self == Publisher.XEER_EOBI_XEER:
+            return 102
         raise ValueError("Invalid Publisher")
 
     @property
@@ -1774,6 +1824,10 @@ def venue(self) -> Venue:
             return Venue.IFLL
         if self == Publisher.IFLL_IMPACT_XOFF:
             return Venue.XOFF
+        if self == Publisher.XEUR_EOBI_XEUR:
+            return Venue.XEUR
+        if self == Publisher.XEER_EOBI_XEER:
+            return Venue.XEER
         raise ValueError("Unexpected Publisher value")
 
     @property
@@ -1981,6 +2035,10 @@ def dataset(self) -> Dataset:
             return Dataset.IFLL_IMPACT
         if self == Publisher.IFLL_IMPACT_XOFF:
             return Dataset.IFLL_IMPACT
+        if self == Publisher.XEUR_EOBI_XEUR:
+            return Dataset.XEUR_EOBI
+        if self == Publisher.XEER_EOBI_XEER:
+            return Dataset.XEER_EOBI
         raise ValueError("Unexpected Publisher value")
 
     @property
@@ -2188,4 +2246,8 @@ def description(self) -> str:
             return "ICE Futures Europe (Financials)"
         if self == Publisher.IFLL_IMPACT_XOFF:
             return "ICE Futures Europe (Financials) - Off-Market Trades"
+        if self == Publisher.XEUR_EOBI_XEUR:
+            return "Eurex EOBI"
+        if self == Publisher.XEER_EOBI_XEER:
+            return "European Energy Exchange EOBI"
         raise ValueError("Unexpected Publisher value")

databento/historical/api/metadata.py

@@ -230,7 +230,8 @@ def get_dataset_range(
         dataset: Dataset | str,
     ) -> dict[str, str]:
         """
-        Request the available range for the dataset from Databento.
+        Request the available range for the dataset given the user's
+        entitlements.
 
         Makes a GET `/metadata.get_dataset_range` HTTP request.
 

databento/version.py

@@ -1 +1 @@
-__version__ = "0.49.0"
+__version__ = "0.50.0"

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento"
-version = "0.49.0"
+version = "0.50.0"
 description = "Official Python client library for Databento"
 authors = [
     "Databento <support@databento.com>",
@@ -32,7 +32,7 @@ aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "0.27.0"
+databento-dbn = "0.29.0"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = ">=1.26.0", python = "^3.12"}