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ADD: Add defs for DBEQ.MAX
1 parent 1452ed0 commit 218e718

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+282
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‎include/databento/publishers.hpp‎

Lines changed: 42 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -89,6 +89,8 @@ enum class Venue : std::uint16_t {
8989
Dbeq = 40,
9090
// MIAX Sapphire
9191
Sphr = 41,
92+
// Long-Term Stock Exchange, Inc.
93+
Ltse = 42,
9294
};
9395

9496
// A source of data.
@@ -151,6 +153,8 @@ enum class Dataset : std::uint16_t {
151153
IfeuImpact = 28,
152154
// ICE Endex iMpact
153155
NdexImpact = 29,
156+
// Databento Equities Max
157+
DbeqMax = 30,
154158
};
155159

156160
// A specific Venue from a specific data source.
@@ -277,6 +281,44 @@ enum class Publisher : std::uint16_t {
277281
DbeqPlusDbeq = 60,
278282
// OPRA - MIAX Sapphire
279283
OpraPillarSphr = 61,
284+
// DBEQ Max - NYSE Chicago
285+
DbeqMaxXchi = 62,
286+
// DBEQ Max - NYSE National
287+
DbeqMaxXcis = 63,
288+
// DBEQ Max - IEX
289+
DbeqMaxIexg = 64,
290+
// DBEQ Max - MIAX Pearl
291+
DbeqMaxEprl = 65,
292+
// DBEQ Max - Nasdaq
293+
DbeqMaxXnas = 66,
294+
// DBEQ Max - NYSE
295+
DbeqMaxXnys = 67,
296+
// DBEQ Max - FINRA/NYSE TRF
297+
DbeqMaxFinn = 68,
298+
// DBEQ Max - FINRA/Nasdaq TRF Carteret
299+
DbeqMaxFiny = 69,
300+
// DBEQ Max - FINRA/Nasdaq TRF Chicago
301+
DbeqMaxFinc = 70,
302+
// DBEQ Max - CBOE BZX
303+
DbeqMaxBats = 71,
304+
// DBEQ Max - CBOE BYX
305+
DbeqMaxBaty = 72,
306+
// DBEQ Max - CBOE EDGA
307+
DbeqMaxEdga = 73,
308+
// DBEQ Max - CBOE EDGX
309+
DbeqMaxEdgx = 74,
310+
// DBEQ Max - Nasdaq BX
311+
DbeqMaxXbos = 75,
312+
// DBEQ Max - Nasdaq PSX
313+
DbeqMaxXpsx = 76,
314+
// DBEQ Max - MEMX
315+
DbeqMaxMemx = 77,
316+
// DBEQ Max - NYSE American
317+
DbeqMaxXase = 78,
318+
// DBEQ Max - NYSE Arca
319+
DbeqMaxArcx = 79,
320+
// DBEQ Max - Long-Term Stock Exchange
321+
DbeqMaxLtse = 80,
280322
};
281323

282324
// Get a Publisher's Venue.

‎src/publishers.cpp‎

Lines changed: 240 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -134,6 +134,9 @@ const char* ToString(Venue venue) {
134134
case Venue::Sphr: {
135135
return "SPHR";
136136
}
137+
case Venue::Ltse: {
138+
return "LTSE";
139+
}
137140
default: {
138141
return "Unknown";
139142
}
@@ -270,6 +273,9 @@ Venue FromString(const std::string& str) {
270273
if (str == "SPHR") {
271274
return Venue::Sphr;
272275
}
276+
if (str == "LTSE") {
277+
return Venue::Ltse;
278+
}
273279
throw InvalidArgumentError{"FromString<Venue>", "str",
274280
"unknown value '" + str + '\''};
275281
}
@@ -363,6 +369,9 @@ const char* ToString(Dataset dataset) {
363369
case Dataset::NdexImpact: {
364370
return "NDEX.IMPACT";
365371
}
372+
case Dataset::DbeqMax: {
373+
return "DBEQ.MAX";
374+
}
366375
default: {
367376
return "Unknown";
368377
}
@@ -463,6 +472,9 @@ Dataset FromString(const std::string& str) {
463472
if (str == "NDEX.IMPACT") {
464473
return Dataset::NdexImpact;
465474
}
475+
if (str == "DBEQ.MAX") {
476+
return Dataset::DbeqMax;
477+
}
466478
throw InvalidArgumentError{"FromString<Dataset>", "str",
467479
"unknown value '" + str + '\''};
468480
}
@@ -652,6 +664,63 @@ Venue PublisherVenue(Publisher publisher) {
652664
case Publisher::OpraPillarSphr: {
653665
return Venue::Sphr;
654666
}
667+
case Publisher::DbeqMaxXchi: {
668+
return Venue::Xchi;
669+
}
670+
case Publisher::DbeqMaxXcis: {
671+
return Venue::Xcis;
672+
}
673+
case Publisher::DbeqMaxIexg: {
674+
return Venue::Iexg;
675+
}
676+
case Publisher::DbeqMaxEprl: {
677+
return Venue::Eprl;
678+
}
679+
case Publisher::DbeqMaxXnas: {
680+
return Venue::Xnas;
681+
}
682+
case Publisher::DbeqMaxXnys: {
683+
return Venue::Xnys;
684+
}
685+
case Publisher::DbeqMaxFinn: {
686+
return Venue::Finn;
687+
}
688+
case Publisher::DbeqMaxFiny: {
689+
return Venue::Finy;
690+
}
691+
case Publisher::DbeqMaxFinc: {
692+
return Venue::Finc;
693+
}
694+
case Publisher::DbeqMaxBats: {
695+
return Venue::Bats;
696+
}
697+
case Publisher::DbeqMaxBaty: {
698+
return Venue::Baty;
699+
}
700+
case Publisher::DbeqMaxEdga: {
701+
return Venue::Edga;
702+
}
703+
case Publisher::DbeqMaxEdgx: {
704+
return Venue::Edgx;
705+
}
706+
case Publisher::DbeqMaxXbos: {
707+
return Venue::Xbos;
708+
}
709+
case Publisher::DbeqMaxXpsx: {
710+
return Venue::Xpsx;
711+
}
712+
case Publisher::DbeqMaxMemx: {
713+
return Venue::Memx;
714+
}
715+
case Publisher::DbeqMaxXase: {
716+
return Venue::Xase;
717+
}
718+
case Publisher::DbeqMaxArcx: {
719+
return Venue::Arcx;
720+
}
721+
case Publisher::DbeqMaxLtse: {
722+
return Venue::Ltse;
723+
}
655724
default: {
656725
throw InvalidArgumentError{
657726
"PublisherVenue", "publisher",
@@ -845,6 +914,63 @@ Dataset PublisherDataset(Publisher publisher) {
845914
case Publisher::OpraPillarSphr: {
846915
return Dataset::OpraPillar;
847916
}
917+
case Publisher::DbeqMaxXchi: {
918+
return Dataset::DbeqMax;
919+
}
920+
case Publisher::DbeqMaxXcis: {
921+
return Dataset::DbeqMax;
922+
}
923+
case Publisher::DbeqMaxIexg: {
924+
return Dataset::DbeqMax;
925+
}
926+
case Publisher::DbeqMaxEprl: {
927+
return Dataset::DbeqMax;
928+
}
929+
case Publisher::DbeqMaxXnas: {
930+
return Dataset::DbeqMax;
931+
}
932+
case Publisher::DbeqMaxXnys: {
933+
return Dataset::DbeqMax;
934+
}
935+
case Publisher::DbeqMaxFinn: {
936+
return Dataset::DbeqMax;
937+
}
938+
case Publisher::DbeqMaxFiny: {
939+
return Dataset::DbeqMax;
940+
}
941+
case Publisher::DbeqMaxFinc: {
942+
return Dataset::DbeqMax;
943+
}
944+
case Publisher::DbeqMaxBats: {
945+
return Dataset::DbeqMax;
946+
}
947+
case Publisher::DbeqMaxBaty: {
948+
return Dataset::DbeqMax;
949+
}
950+
case Publisher::DbeqMaxEdga: {
951+
return Dataset::DbeqMax;
952+
}
953+
case Publisher::DbeqMaxEdgx: {
954+
return Dataset::DbeqMax;
955+
}
956+
case Publisher::DbeqMaxXbos: {
957+
return Dataset::DbeqMax;
958+
}
959+
case Publisher::DbeqMaxXpsx: {
960+
return Dataset::DbeqMax;
961+
}
962+
case Publisher::DbeqMaxMemx: {
963+
return Dataset::DbeqMax;
964+
}
965+
case Publisher::DbeqMaxXase: {
966+
return Dataset::DbeqMax;
967+
}
968+
case Publisher::DbeqMaxArcx: {
969+
return Dataset::DbeqMax;
970+
}
971+
case Publisher::DbeqMaxLtse: {
972+
return Dataset::DbeqMax;
973+
}
848974
default: {
849975
throw InvalidArgumentError{
850976
"PublisherDataset", "publisher",
@@ -1039,6 +1165,63 @@ const char* ToString(Publisher publisher) {
10391165
case Publisher::OpraPillarSphr: {
10401166
return "OPRA.PILLAR.SPHR";
10411167
}
1168+
case Publisher::DbeqMaxXchi: {
1169+
return "DBEQ.MAX.XCHI";
1170+
}
1171+
case Publisher::DbeqMaxXcis: {
1172+
return "DBEQ.MAX.XCIS";
1173+
}
1174+
case Publisher::DbeqMaxIexg: {
1175+
return "DBEQ.MAX.IEXG";
1176+
}
1177+
case Publisher::DbeqMaxEprl: {
1178+
return "DBEQ.MAX.EPRL";
1179+
}
1180+
case Publisher::DbeqMaxXnas: {
1181+
return "DBEQ.MAX.XNAS";
1182+
}
1183+
case Publisher::DbeqMaxXnys: {
1184+
return "DBEQ.MAX.XNYS";
1185+
}
1186+
case Publisher::DbeqMaxFinn: {
1187+
return "DBEQ.MAX.FINN";
1188+
}
1189+
case Publisher::DbeqMaxFiny: {
1190+
return "DBEQ.MAX.FINY";
1191+
}
1192+
case Publisher::DbeqMaxFinc: {
1193+
return "DBEQ.MAX.FINC";
1194+
}
1195+
case Publisher::DbeqMaxBats: {
1196+
return "DBEQ.MAX.BATS";
1197+
}
1198+
case Publisher::DbeqMaxBaty: {
1199+
return "DBEQ.MAX.BATY";
1200+
}
1201+
case Publisher::DbeqMaxEdga: {
1202+
return "DBEQ.MAX.EDGA";
1203+
}
1204+
case Publisher::DbeqMaxEdgx: {
1205+
return "DBEQ.MAX.EDGX";
1206+
}
1207+
case Publisher::DbeqMaxXbos: {
1208+
return "DBEQ.MAX.XBOS";
1209+
}
1210+
case Publisher::DbeqMaxXpsx: {
1211+
return "DBEQ.MAX.XPSX";
1212+
}
1213+
case Publisher::DbeqMaxMemx: {
1214+
return "DBEQ.MAX.MEMX";
1215+
}
1216+
case Publisher::DbeqMaxXase: {
1217+
return "DBEQ.MAX.XASE";
1218+
}
1219+
case Publisher::DbeqMaxArcx: {
1220+
return "DBEQ.MAX.ARCX";
1221+
}
1222+
case Publisher::DbeqMaxLtse: {
1223+
return "DBEQ.MAX.LTSE";
1224+
}
10421225
default: {
10431226
return "Unknown";
10441227
}
@@ -1235,6 +1418,63 @@ Publisher FromString(const std::string& str) {
12351418
if (str == "OPRA.PILLAR.SPHR") {
12361419
return Publisher::OpraPillarSphr;
12371420
}
1421+
if (str == "DBEQ.MAX.XCHI") {
1422+
return Publisher::DbeqMaxXchi;
1423+
}
1424+
if (str == "DBEQ.MAX.XCIS") {
1425+
return Publisher::DbeqMaxXcis;
1426+
}
1427+
if (str == "DBEQ.MAX.IEXG") {
1428+
return Publisher::DbeqMaxIexg;
1429+
}
1430+
if (str == "DBEQ.MAX.EPRL") {
1431+
return Publisher::DbeqMaxEprl;
1432+
}
1433+
if (str == "DBEQ.MAX.XNAS") {
1434+
return Publisher::DbeqMaxXnas;
1435+
}
1436+
if (str == "DBEQ.MAX.XNYS") {
1437+
return Publisher::DbeqMaxXnys;
1438+
}
1439+
if (str == "DBEQ.MAX.FINN") {
1440+
return Publisher::DbeqMaxFinn;
1441+
}
1442+
if (str == "DBEQ.MAX.FINY") {
1443+
return Publisher::DbeqMaxFiny;
1444+
}
1445+
if (str == "DBEQ.MAX.FINC") {
1446+
return Publisher::DbeqMaxFinc;
1447+
}
1448+
if (str == "DBEQ.MAX.BATS") {
1449+
return Publisher::DbeqMaxBats;
1450+
}
1451+
if (str == "DBEQ.MAX.BATY") {
1452+
return Publisher::DbeqMaxBaty;
1453+
}
1454+
if (str == "DBEQ.MAX.EDGA") {
1455+
return Publisher::DbeqMaxEdga;
1456+
}
1457+
if (str == "DBEQ.MAX.EDGX") {
1458+
return Publisher::DbeqMaxEdgx;
1459+
}
1460+
if (str == "DBEQ.MAX.XBOS") {
1461+
return Publisher::DbeqMaxXbos;
1462+
}
1463+
if (str == "DBEQ.MAX.XPSX") {
1464+
return Publisher::DbeqMaxXpsx;
1465+
}
1466+
if (str == "DBEQ.MAX.MEMX") {
1467+
return Publisher::DbeqMaxMemx;
1468+
}
1469+
if (str == "DBEQ.MAX.XASE") {
1470+
return Publisher::DbeqMaxXase;
1471+
}
1472+
if (str == "DBEQ.MAX.ARCX") {
1473+
return Publisher::DbeqMaxArcx;
1474+
}
1475+
if (str == "DBEQ.MAX.LTSE") {
1476+
return Publisher::DbeqMaxLtse;
1477+
}
12381478
throw InvalidArgumentError{"FromString<Publisher>", "str",
12391479
"unknown value '" + str + '\''};
12401480
}

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