ADD: Add raw_instrument_id to C++

Author: threecgreen

CHANGELOG.md

@@ -2,6 +2,9 @@
 
 ## 0.10.1 - TBD
 
+#### Enhancements
+- Added `raw_instrument_id` to definition schema
+
 #### Bug fixes
 - Fixed installation of `nlohmann_json` when using bundled version
 
@@ -59,7 +62,7 @@
 
 #### Breaking changes
 - Renamed `booklevel` MBP field to `levels` for brevity and consistent naming
-- Removed `open_interest_qty` and `cleared_volume` fields from definitions schema
+- Removed `open_interest_qty` and `cleared_volume` fields from definition schema
   that were always unset
 
 ## 0.7.0 - 2023-04-28

README.md

@@ -44,7 +44,7 @@ cd databento-cpp
 cmake -S . -B build \
   -DCMAKE_BUILD_TYPE=RelWithDebInfo \
   -DCMAKE_INSTALL_PREFIX='/usr'
-cmake --build build --target databento --parallel 8
+cmake --build build --target databento --parallel
 cmake --install build
 ```
 

include/databento/record.hpp

@@ -199,7 +199,7 @@ struct InstrumentDefMsg {
   std::int64_t price_ratio;
   std::int32_t inst_attrib_value;
   std::uint32_t underlying_id;
-  std::array<char, 4> _reserved1;
+  std::uint32_t raw_instrument_id;
   std::int32_t market_depth_implied;
   std::int32_t market_depth;
   std::uint32_t market_segment_id;

src/record.cpp

@@ -121,6 +121,7 @@ bool databento::operator==(const InstrumentDefMsg& lhs,
          lhs.price_ratio == rhs.price_ratio &&
          lhs.inst_attrib_value == rhs.inst_attrib_value &&
          lhs.underlying_id == rhs.underlying_id &&
+         lhs.raw_instrument_id == rhs.raw_instrument_id &&
          lhs.market_depth_implied == rhs.market_depth_implied &&
          lhs.market_depth == rhs.market_depth &&
          lhs.market_segment_id == rhs.market_segment_id &&
@@ -352,6 +353,7 @@ std::ostream& operator<<(std::ostream& stream,
       .AddField("price_ratio", instr_def_msg.price_ratio)
       .AddField("inst_attrib_value", instr_def_msg.inst_attrib_value)
       .AddField("underlying_id", instr_def_msg.underlying_id)
+      .AddField("raw_instrument_id", instr_def_msg.raw_instrument_id)
       .AddField("market_depth_implied", instr_def_msg.market_depth_implied)
       .AddField("market_depth", instr_def_msg.market_depth)
       .AddField("market_segment_id", instr_def_msg.market_segment_id)

test/src/record_tests.cpp

@@ -77,7 +77,7 @@ TEST(RecordTests, TestInstrumentDefMsgToString) {
       11,
       12,
       13,
-      {},
+      14,
       15,
       16,
       17,
@@ -145,6 +145,7 @@ TEST(RecordTests, TestInstrumentDefMsgToString) {
     price_ratio = 11,
     inst_attrib_value = 12,
     underlying_id = 13,
+    raw_instrument_id = 14,
     market_depth_implied = 15,
     market_depth = 16,
     market_segment_id = 17,