ADD: Add publishers for Eurex and EEX

Author: threecgreen

CHANGELOG.md

@@ -3,8 +3,8 @@
 ## 0.31.0 - TBD
 
 ### Enhancements
-- Added new venues, datasets, and publishers for ICE Futures US and for ICE Futures
-  Europe (Financial products)
+- Added new venues, datasets, and publishers for ICE Futures US, ICE Futures Europe
+  (Financial products), Eurex, and European Energy Exchange (EEX)
 
 ## 0.30.0 - 2025-02-11
 

include/databento/publishers.hpp

@@ -105,6 +105,10 @@ enum class Venue : std::uint16_t {
   Ifus = 48,
   // ICE Futures Europe (Financials)
   Ifll = 49,
+  // Eurex Exchange
+  Xeur = 50,
+  // European Energy Exchange
+  Xeer = 51,
 };
 
 // A source of data.
@@ -183,6 +187,10 @@ enum class Dataset : std::uint16_t {
   IfusImpact = 36,
   // ICE Futures Europe (Financials) iMpact
   IfllImpact = 37,
+  // Eurex EOBI
+  XeurEobi = 38,
+  // European Energy Exchange EOBI
+  XeerEobi = 39,
 };
 
 // A specific Venue from a specific data source.
@@ -387,6 +395,10 @@ enum class Publisher : std::uint16_t {
   IfllImpactIfll = 99,
   // ICE Futures Europe (Financials) - Off-Market Trades
   IfllImpactXoff = 100,
+  // Eurex EOBI
+  XeurEobiXeur = 101,
+  // European Energy Exchange EOBI
+  XeerEobiXeer = 102,
 };
 
 // Get a Publisher's Venue.

src/publishers.cpp

@@ -158,6 +158,12 @@ const char* ToString(Venue venue) {
     case Venue::Ifll: {
       return "IFLL";
     }
+    case Venue::Xeur: {
+      return "XEUR";
+    }
+    case Venue::Xeer: {
+      return "XEER";
+    }
     default: {
       return "Unknown";
     }
@@ -318,6 +324,12 @@ Venue FromString(const std::string& str) {
   if (str == "IFLL") {
     return Venue::Ifll;
   }
+  if (str == "XEUR") {
+    return Venue::Xeur;
+  }
+  if (str == "XEER") {
+    return Venue::Xeer;
+  }
   throw InvalidArgumentError{"FromString<Venue>", "str",
                              "unknown value '" + str + '\''};
 }
@@ -435,6 +447,12 @@ const char* ToString(Dataset dataset) {
     case Dataset::IfllImpact: {
       return "IFLL.IMPACT";
     }
+    case Dataset::XeurEobi: {
+      return "XEUR.EOBI";
+    }
+    case Dataset::XeerEobi: {
+      return "XEER.EOBI";
+    }
     default: {
       return "Unknown";
     }
@@ -559,6 +577,12 @@ Dataset FromString(const std::string& str) {
   if (str == "IFLL.IMPACT") {
     return Dataset::IfllImpact;
   }
+  if (str == "XEUR.EOBI") {
+    return Dataset::XeurEobi;
+  }
+  if (str == "XEER.EOBI") {
+    return Dataset::XeerEobi;
+  }
   throw InvalidArgumentError{"FromString<Dataset>", "str",
                              "unknown value '" + str + '\''};
 }
@@ -865,6 +889,12 @@ Venue PublisherVenue(Publisher publisher) {
     case Publisher::IfllImpactXoff: {
       return Venue::Xoff;
     }
+    case Publisher::XeurEobiXeur: {
+      return Venue::Xeur;
+    }
+    case Publisher::XeerEobiXeer: {
+      return Venue::Xeer;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherVenue", "publisher",
@@ -1175,6 +1205,12 @@ Dataset PublisherDataset(Publisher publisher) {
     case Publisher::IfllImpactXoff: {
       return Dataset::IfllImpact;
     }
+    case Publisher::XeurEobiXeur: {
+      return Dataset::XeurEobi;
+    }
+    case Publisher::XeerEobiXeer: {
+      return Dataset::XeerEobi;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherDataset", "publisher",
@@ -1486,6 +1522,12 @@ const char* ToString(Publisher publisher) {
     case Publisher::IfllImpactXoff: {
       return "IFLL.IMPACT.XOFF";
     }
+    case Publisher::XeurEobiXeur: {
+      return "XEUR.EOBI.XEUR";
+    }
+    case Publisher::XeerEobiXeer: {
+      return "XEER.EOBI.XEER";
+    }
     default: {
       return "Unknown";
     }
@@ -1799,6 +1841,12 @@ Publisher FromString(const std::string& str) {
   if (str == "IFLL.IMPACT.XOFF") {
     return Publisher::IfllImpactXoff;
   }
+  if (str == "XEUR.EOBI.XEUR") {
+    return Publisher::XeurEobiXeur;
+  }
+  if (str == "XEER.EOBI.XEER") {
+    return Publisher::XeerEobiXeer;
+  }
   throw InvalidArgumentError{"FromString<Publisher>", "str",
                              "unknown value '" + str + '\''};
 }