ADD: Add XNAS.BASIC publishers

Author: renan-databento

CHANGELOG.md

@@ -4,6 +4,10 @@
 
 ### Enhancements
 - Added new `UncrossingPrice` `StatType` variant
+- Added new publisher values for `XNAS.BASIC`
+
+### Bug fixes
+- Fix descriptions for `FINN` and `FINY` publishers.
 
 ## 0.18.1 - 2024-05-22
 

include/databento/publishers.hpp

@@ -155,6 +155,8 @@ enum class Dataset : std::uint16_t {
   NdexImpact = 29,
   // Databento Equities Max
   DbeqMax = 30,
+  // Nasdaq Basic (NLS+QBBO)
+  XnasBasic = 31,
 };
 
 // A specific Venue from a specific data source.
@@ -265,9 +267,9 @@ enum class Publisher : std::uint16_t {
   DbeqPlusXnas = 52,
   // DBEQ Plus - NYSE
   DbeqPlusXnys = 53,
-  // DBEQ Plus - FINRA/NYSE TRF
-  DbeqPlusFinn = 54,
   // DBEQ Plus - FINRA/Nasdaq TRF Carteret
+  DbeqPlusFinn = 54,
+  // DBEQ Plus - FINRA/NYSE TRF
   DbeqPlusFiny = 55,
   // DBEQ Plus - FINRA/Nasdaq TRF Chicago
   DbeqPlusFinc = 56,
@@ -293,9 +295,9 @@ enum class Publisher : std::uint16_t {
   DbeqMaxXnas = 66,
   // DBEQ Max - NYSE
   DbeqMaxXnys = 67,
-  // DBEQ Max - FINRA/NYSE TRF
-  DbeqMaxFinn = 68,
   // DBEQ Max - FINRA/Nasdaq TRF Carteret
+  DbeqMaxFinn = 68,
+  // DBEQ Max - FINRA/NYSE TRF
   DbeqMaxFiny = 69,
   // DBEQ Max - FINRA/Nasdaq TRF Chicago
   DbeqMaxFinc = 70,
@@ -319,6 +321,12 @@ enum class Publisher : std::uint16_t {
   DbeqMaxArcx = 79,
   // DBEQ Max - Long-Term Stock Exchange
   DbeqMaxLtse = 80,
+  // Nasdaq Basic - Nasdaq
+  XnasBasicXnas = 81,
+  // Nasdaq Basic - FINRA/Nasdaq TRF Carteret
+  XnasBasicFinn = 82,
+  // Nasdaq Basic - FINRA/Nasdaq TRF Chicago
+  XnasBasicFinc = 83,
 };
 
 // Get a Publisher's Venue.

src/publishers.cpp

@@ -372,6 +372,9 @@ const char* ToString(Dataset dataset) {
     case Dataset::DbeqMax: {
       return "DBEQ.MAX";
     }
+    case Dataset::XnasBasic: {
+      return "XNAS.BASIC";
+    }
     default: {
       return "Unknown";
     }
@@ -475,6 +478,9 @@ Dataset FromString(const std::string& str) {
   if (str == "DBEQ.MAX") {
     return Dataset::DbeqMax;
   }
+  if (str == "XNAS.BASIC") {
+    return Dataset::XnasBasic;
+  }
   throw InvalidArgumentError{"FromString<Dataset>", "str",
                              "unknown value '" + str + '\''};
 }
@@ -721,6 +727,15 @@ Venue PublisherVenue(Publisher publisher) {
     case Publisher::DbeqMaxLtse: {
       return Venue::Ltse;
     }
+    case Publisher::XnasBasicXnas: {
+      return Venue::Xnas;
+    }
+    case Publisher::XnasBasicFinn: {
+      return Venue::Finn;
+    }
+    case Publisher::XnasBasicFinc: {
+      return Venue::Finc;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherVenue", "publisher",
@@ -971,6 +986,15 @@ Dataset PublisherDataset(Publisher publisher) {
     case Publisher::DbeqMaxLtse: {
       return Dataset::DbeqMax;
     }
+    case Publisher::XnasBasicXnas: {
+      return Dataset::XnasBasic;
+    }
+    case Publisher::XnasBasicFinn: {
+      return Dataset::XnasBasic;
+    }
+    case Publisher::XnasBasicFinc: {
+      return Dataset::XnasBasic;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherDataset", "publisher",
@@ -1222,6 +1246,15 @@ const char* ToString(Publisher publisher) {
     case Publisher::DbeqMaxLtse: {
       return "DBEQ.MAX.LTSE";
     }
+    case Publisher::XnasBasicXnas: {
+      return "XNAS.BASIC.XNAS";
+    }
+    case Publisher::XnasBasicFinn: {
+      return "XNAS.BASIC.FINN";
+    }
+    case Publisher::XnasBasicFinc: {
+      return "XNAS.BASIC.FINC";
+    }
     default: {
       return "Unknown";
     }
@@ -1475,6 +1508,15 @@ Publisher FromString(const std::string& str) {
   if (str == "DBEQ.MAX.LTSE") {
     return Publisher::DbeqMaxLtse;
   }
+  if (str == "XNAS.BASIC.XNAS") {
+    return Publisher::XnasBasicXnas;
+  }
+  if (str == "XNAS.BASIC.FINN") {
+    return Publisher::XnasBasicFinn;
+  }
+  if (str == "XNAS.BASIC.FINC") {
+    return Publisher::XnasBasicFinc;
+  }
   throw InvalidArgumentError{"FromString<Publisher>", "str",
                              "unknown value '" + str + '\''};
 }