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ADD: Dataset for DBEQ summary
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CHANGELOG.md

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@@ -2,6 +2,9 @@
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## 0.21.0 - TBD
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### Enhancements
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- Added new publisher value for `DBEQ.SUMMARY`
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### Breaking changes
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- Renamed `SType::Nasdaq` variant to `SType::NasdaqSymbol`
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- Renamed `SType::Cms` variant to `SType::CmsSymbol`

include/databento/publishers.hpp

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@@ -159,6 +159,8 @@ enum class Dataset : std::uint16_t {
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DbeqMax = 30,
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// Nasdaq Basic (NLS+QBBO)
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XnasBasic = 31,
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// Databento Equities Summary
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DbeqSummary = 32,
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};
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// A specific Venue from a specific data source.
@@ -341,6 +343,8 @@ enum class Publisher : std::uint16_t {
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XnasBasicXbos = 88,
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// Nasdaq Basic - Nasdaq PSX
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XnasBasicXpsx = 89,
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// Databento Equities Summary
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DbeqSummaryDbeq = 90,
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};
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// Get a Publisher's Venue.

src/publishers.cpp

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@@ -381,6 +381,9 @@ const char* ToString(Dataset dataset) {
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case Dataset::XnasBasic: {
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return "XNAS.BASIC";
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}
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case Dataset::DbeqSummary: {
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return "DBEQ.SUMMARY";
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}
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default: {
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return "Unknown";
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}
@@ -487,6 +490,9 @@ Dataset FromString(const std::string& str) {
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if (str == "XNAS.BASIC") {
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return Dataset::XnasBasic;
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}
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if (str == "DBEQ.SUMMARY") {
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return Dataset::DbeqSummary;
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}
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throw InvalidArgumentError{"FromString<Dataset>", "str",
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"unknown value '" + str + '\''};
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}
@@ -760,6 +766,9 @@ Venue PublisherVenue(Publisher publisher) {
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case Publisher::XnasBasicXpsx: {
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return Venue::Xpsx;
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}
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case Publisher::DbeqSummaryDbeq: {
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return Venue::Dbeq;
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}
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default: {
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throw InvalidArgumentError{
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"PublisherVenue", "publisher",
@@ -1037,6 +1046,9 @@ Dataset PublisherDataset(Publisher publisher) {
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case Publisher::XnasBasicXpsx: {
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return Dataset::XnasBasic;
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}
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case Publisher::DbeqSummaryDbeq: {
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return Dataset::DbeqSummary;
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}
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default: {
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throw InvalidArgumentError{
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"PublisherDataset", "publisher",
@@ -1315,6 +1327,9 @@ const char* ToString(Publisher publisher) {
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case Publisher::XnasBasicXpsx: {
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return "XNAS.BASIC.XPSX";
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}
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case Publisher::DbeqSummaryDbeq: {
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return "DBEQ.SUMMARY.DBEQ";
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}
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default: {
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return "Unknown";
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}
@@ -1595,6 +1610,9 @@ Publisher FromString(const std::string& str) {
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if (str == "XNAS.BASIC.XPSX") {
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return Publisher::XnasBasicXpsx;
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}
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if (str == "DBEQ.SUMMARY.DBEQ") {
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return Publisher::DbeqSummaryDbeq;
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}
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throw InvalidArgumentError{"FromString<Publisher>", "str",
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"unknown value '" + str + '\''};
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}

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