Skip to content

Commit 2cf4b2f

Browse files
author
Zach Banks
committed
ADD: Add XCIS.BBOTRADES and XNYS.BBOTRADES enums
1 parent 7739174 commit 2cf4b2f

File tree

3 files changed

+46
-1
lines changed

3 files changed

+46
-1
lines changed

CHANGELOG.md

Lines changed: 1 addition & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -7,6 +7,7 @@
77
available from the historical API
88
- Renamed `example` directory to `examples`
99
- Renamed `test` directory to `tests`
10+
- Added new publisher values for `XCIS.BBOTRADES` and `XNYS.BBOTRADES`
1011

1112
### Breaking changes
1213
- Removed previously deprecated `DatasetCondition::Bad` variant

include/databento/publishers.hpp

Lines changed: 9 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -157,10 +157,14 @@ enum class Dataset : std::uint16_t {
157157
NdexImpact = 29,
158158
// Databento Equities Max
159159
DbeqMax = 30,
160-
// Nasdaq Basic (NLS+QBBO)
160+
// Nasdaq Basic (NLS and QBBO)
161161
XnasBasic = 31,
162162
// Databento Equities Summary
163163
DbeqSummary = 32,
164+
// NYSE National BBO and Trades
165+
XcisBbotrades = 33,
166+
// NYSE BBO and Trades
167+
XnysBbotrades = 34,
164168
};
165169

166170
// A specific Venue from a specific data source.
@@ -345,6 +349,10 @@ enum class Publisher : std::uint16_t {
345349
XnasBasicXpsx = 89,
346350
// Databento Equities Summary
347351
DbeqSummaryDbeq = 90,
352+
// NYSE National BBO and Trades
353+
XcisBbotradesXcis = 91,
354+
// NYSE BBO and Trades
355+
XnysBbotradesXnys = 92,
348356
};
349357

350358
// Get a Publisher's Venue.

src/publishers.cpp

Lines changed: 36 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -384,6 +384,12 @@ const char* ToString(Dataset dataset) {
384384
case Dataset::DbeqSummary: {
385385
return "DBEQ.SUMMARY";
386386
}
387+
case Dataset::XcisBbotrades: {
388+
return "XCIS.BBOTRADES";
389+
}
390+
case Dataset::XnysBbotrades: {
391+
return "XNYS.BBOTRADES";
392+
}
387393
default: {
388394
return "Unknown";
389395
}
@@ -493,6 +499,12 @@ Dataset FromString(const std::string& str) {
493499
if (str == "DBEQ.SUMMARY") {
494500
return Dataset::DbeqSummary;
495501
}
502+
if (str == "XCIS.BBOTRADES") {
503+
return Dataset::XcisBbotrades;
504+
}
505+
if (str == "XNYS.BBOTRADES") {
506+
return Dataset::XnysBbotrades;
507+
}
496508
throw InvalidArgumentError{"FromString<Dataset>", "str",
497509
"unknown value '" + str + '\''};
498510
}
@@ -769,6 +781,12 @@ Venue PublisherVenue(Publisher publisher) {
769781
case Publisher::DbeqSummaryDbeq: {
770782
return Venue::Dbeq;
771783
}
784+
case Publisher::XcisBbotradesXcis: {
785+
return Venue::Xcis;
786+
}
787+
case Publisher::XnysBbotradesXnys: {
788+
return Venue::Xnys;
789+
}
772790
default: {
773791
throw InvalidArgumentError{
774792
"PublisherVenue", "publisher",
@@ -1049,6 +1067,12 @@ Dataset PublisherDataset(Publisher publisher) {
10491067
case Publisher::DbeqSummaryDbeq: {
10501068
return Dataset::DbeqSummary;
10511069
}
1070+
case Publisher::XcisBbotradesXcis: {
1071+
return Dataset::XcisBbotrades;
1072+
}
1073+
case Publisher::XnysBbotradesXnys: {
1074+
return Dataset::XnysBbotrades;
1075+
}
10521076
default: {
10531077
throw InvalidArgumentError{
10541078
"PublisherDataset", "publisher",
@@ -1330,6 +1354,12 @@ const char* ToString(Publisher publisher) {
13301354
case Publisher::DbeqSummaryDbeq: {
13311355
return "DBEQ.SUMMARY.DBEQ";
13321356
}
1357+
case Publisher::XcisBbotradesXcis: {
1358+
return "XCIS.BBOTRADES.XCIS";
1359+
}
1360+
case Publisher::XnysBbotradesXnys: {
1361+
return "XNYS.BBOTRADES.XNYS";
1362+
}
13331363
default: {
13341364
return "Unknown";
13351365
}
@@ -1613,6 +1643,12 @@ Publisher FromString(const std::string& str) {
16131643
if (str == "DBEQ.SUMMARY.DBEQ") {
16141644
return Publisher::DbeqSummaryDbeq;
16151645
}
1646+
if (str == "XCIS.BBOTRADES.XCIS") {
1647+
return Publisher::XcisBbotradesXcis;
1648+
}
1649+
if (str == "XNYS.BBOTRADES.XNYS") {
1650+
return Publisher::XnysBbotradesXnys;
1651+
}
16161652
throw InvalidArgumentError{"FromString<Publisher>", "str",
16171653
"unknown value '" + str + '\''};
16181654
}

0 commit comments

Comments
 (0)