ADD: Add OPRA participant MIAX Sapphire

Author: Jack Culhane

CHANGELOG.md

@@ -4,6 +4,7 @@
 
 ### Enhancements
 - Added `PitSymbolMap` helper for keeping track of symbology mappings in Live
+- Added new publisher value for OPRA MIAX Sapphire
 
 ### Bug fixes
 - Fixed misaligned read undefined behavior when decoding records

include/databento/publishers.hpp

@@ -87,6 +87,8 @@ enum class Venue : std::uint16_t {
   Ndex = 39,
   // Databento Equities - Consolidated
   Dbeq = 40,
+  // MIAX Sapphire
+  Sphr = 41,
 };
 
 // A source of data.
@@ -273,6 +275,8 @@ enum class Publisher : std::uint16_t {
   DbeqBasicDbeq = 59,
   // DBEQ Plus - Consolidated
   DbeqPlusDbeq = 60,
+  // OPRA - MIAX Sapphire
+  OpraPillarSphr = 61,
 };
 
 // Get a Publisher's Venue.

src/publishers.cpp

@@ -131,6 +131,9 @@ const char* ToString(Venue venue) {
     case Venue::Dbeq: {
       return "DBEQ";
     }
+    case Venue::Sphr: {
+      return "SPHR";
+    }
     default: {
       return "Unknown";
     }
@@ -264,6 +267,9 @@ Venue FromString(const std::string& str) {
   if (str == "DBEQ") {
     return Venue::Dbeq;
   }
+  if (str == "SPHR") {
+    return Venue::Sphr;
+  }
   throw InvalidArgumentError{"FromString<Venue>", "str",
                              "unknown value '" + str + '\''};
 }
@@ -643,6 +649,9 @@ Venue PublisherVenue(Publisher publisher) {
     case Publisher::DbeqPlusDbeq: {
       return Venue::Dbeq;
     }
+    case Publisher::OpraPillarSphr: {
+      return Venue::Sphr;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherVenue", "publisher",
@@ -833,6 +842,9 @@ Dataset PublisherDataset(Publisher publisher) {
     case Publisher::DbeqPlusDbeq: {
       return Dataset::DbeqPlus;
     }
+    case Publisher::OpraPillarSphr: {
+      return Dataset::OpraPillar;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherDataset", "publisher",
@@ -1024,6 +1036,9 @@ const char* ToString(Publisher publisher) {
     case Publisher::DbeqPlusDbeq: {
       return "DBEQ.PLUS.DBEQ";
     }
+    case Publisher::OpraPillarSphr: {
+      return "OPRA.PILLAR.SPHR";
+    }
     default: {
       return "Unknown";
     }
@@ -1217,6 +1232,9 @@ Publisher FromString(const std::string& str) {
   if (str == "DBEQ.PLUS.DBEQ") {
     return Publisher::DbeqPlusDbeq;
   }
+  if (str == "OPRA.PILLAR.SPHR") {
+    return Publisher::OpraPillarSphr;
+  }
   throw InvalidArgumentError{"FromString<Publisher>", "str",
                              "unknown value '" + str + '\''};
 }