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renan-databentorenan-databento
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ADD: Add new enums for DBEQ.PLUS
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‎CHANGELOG.md‎

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@@ -1,5 +1,9 @@
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# Changelog
22

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## 0.13.1 - TBD
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### Enhancements
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- Added new publisher values in preparation for DBEQ.PLUS
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## 0.13.0 - 2023-09-21
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### Enhancements
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- Added `pretty_px` option for `BatchSubmitJob`, which formats prices to the correct

‎include/databento/publishers.hpp‎

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@@ -129,6 +129,16 @@ enum class Dataset : std::uint16_t {
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ArcxPillar = 21,
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// IEX TOPS
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IexgTops = 22,
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// Databento Equities Plus
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DbeqPlus = 23,
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// NYSE BBO
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XnysBbo = 24,
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// NYSE Trades
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XnysTrades = 25,
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// Nasdaq QBBO
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XnasQbbo = 26,
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// Nasdaq NLS
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XnasNls = 27,
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};
133143

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// A specific Venue from a specific data source.
@@ -219,6 +229,32 @@ enum class Publisher : std::uint16_t {
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DbeqBasicEprl = 42,
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// NYSE Arca Integrated
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ArcxPillarArcx = 43,
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// NYSE BBO
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XnysBboXnys = 44,
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// NYSE Trades
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XnysTradesXnys = 45,
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// Nasdaq QBBO
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XnasQbboXnas = 46,
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// Nasdaq Trades
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XnasNlsXnas = 47,
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// DBEQ Plus - NYSE Chicago
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DbeqPlusXchi = 48,
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// DBEQ Plus - NYSE National
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DbeqPlusXcis = 49,
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// DBEQ Plus - IEX
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DbeqPlusIexg = 50,
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// DBEQ Plus - MIAX Pearl
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DbeqPlusEprl = 51,
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// DBEQ Plus - Nasdaq
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DbeqPlusXnas = 52,
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// DBEQ Plus - NYSE
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DbeqPlusXnys = 53,
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// DBEQ Plus - FINRA/NYSE TRF
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DbeqPlusFinn = 54,
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// DBEQ Plus - FINRA/Nasdaq TRF Carteret
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DbeqPlusFiny = 55,
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// DBEQ Plus - FINRA/Nasdaq TRF Chicago
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DbeqPlusFinc = 56,
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};
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// Get a Publisher's Venue.

‎src/publishers.cpp‎

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Original file line numberDiff line numberDiff line change
@@ -318,6 +318,21 @@ const char* ToString(Dataset dataset) {
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case Dataset::IexgTops: {
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return "IEXG.TOPS";
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}
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case Dataset::DbeqPlus: {
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return "DBEQ.PLUS";
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}
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case Dataset::XnysBbo: {
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return "XNYS.BBO";
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}
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case Dataset::XnysTrades: {
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return "XNYS.TRADES";
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}
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case Dataset::XnasQbbo: {
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return "XNAS.QBBO";
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}
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case Dataset::XnasNls: {
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return "XNAS.NLS";
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}
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default: {
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return "Unknown";
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}
@@ -397,6 +412,21 @@ Dataset FromString(const std::string& str) {
397412
if (str == "IEXG.TOPS") {
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return Dataset::IexgTops;
399414
}
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if (str == "DBEQ.PLUS") {
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return Dataset::DbeqPlus;
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}
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if (str == "XNYS.BBO") {
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return Dataset::XnysBbo;
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}
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if (str == "XNYS.TRADES") {
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return Dataset::XnysTrades;
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}
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if (str == "XNAS.QBBO") {
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return Dataset::XnasQbbo;
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}
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if (str == "XNAS.NLS") {
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return Dataset::XnasNls;
429+
}
400430
throw InvalidArgumentError{"FromString<Dataset>", "str",
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"unknown value '" + str + '\''};
402432
}
@@ -532,6 +562,45 @@ Venue PublisherVenue(Publisher publisher) {
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case Publisher::ArcxPillarArcx: {
533563
return Venue::Arcx;
534564
}
565+
case Publisher::XnysBboXnys: {
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return Venue::Xnys;
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}
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case Publisher::XnysTradesXnys: {
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return Venue::Xnys;
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}
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case Publisher::XnasQbboXnas: {
572+
return Venue::Xnas;
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}
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case Publisher::XnasNlsXnas: {
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return Venue::Xnas;
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}
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case Publisher::DbeqPlusXchi: {
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return Venue::Xchi;
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}
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case Publisher::DbeqPlusXcis: {
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return Venue::Xcis;
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}
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case Publisher::DbeqPlusIexg: {
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return Venue::Iexg;
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}
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case Publisher::DbeqPlusEprl: {
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return Venue::Eprl;
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}
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case Publisher::DbeqPlusXnas: {
590+
return Venue::Xnas;
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}
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case Publisher::DbeqPlusXnys: {
593+
return Venue::Xnys;
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}
595+
case Publisher::DbeqPlusFinn: {
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return Venue::Finn;
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}
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case Publisher::DbeqPlusFiny: {
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return Venue::Finy;
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}
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case Publisher::DbeqPlusFinc: {
602+
return Venue::Finc;
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}
535604
default: {
536605
throw InvalidArgumentError{
537606
"PublisherVenue", "publisher",
@@ -671,6 +740,45 @@ Dataset PublisherDataset(Publisher publisher) {
671740
case Publisher::ArcxPillarArcx: {
672741
return Dataset::ArcxPillar;
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}
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case Publisher::XnysBboXnys: {
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return Dataset::XnysBbo;
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}
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case Publisher::XnysTradesXnys: {
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return Dataset::XnysTrades;
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}
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case Publisher::XnasQbboXnas: {
750+
return Dataset::XnasQbbo;
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}
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case Publisher::XnasNlsXnas: {
753+
return Dataset::XnasNls;
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}
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case Publisher::DbeqPlusXchi: {
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return Dataset::DbeqPlus;
757+
}
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case Publisher::DbeqPlusXcis: {
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return Dataset::DbeqPlus;
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}
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case Publisher::DbeqPlusIexg: {
762+
return Dataset::DbeqPlus;
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}
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case Publisher::DbeqPlusEprl: {
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return Dataset::DbeqPlus;
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}
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case Publisher::DbeqPlusXnas: {
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return Dataset::DbeqPlus;
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}
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case Publisher::DbeqPlusXnys: {
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return Dataset::DbeqPlus;
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}
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case Publisher::DbeqPlusFinn: {
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return Dataset::DbeqPlus;
775+
}
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case Publisher::DbeqPlusFiny: {
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return Dataset::DbeqPlus;
778+
}
779+
case Publisher::DbeqPlusFinc: {
780+
return Dataset::DbeqPlus;
781+
}
674782
default: {
675783
throw InvalidArgumentError{
676784
"PublisherDataset", "publisher",
@@ -811,6 +919,45 @@ const char* ToString(Publisher publisher) {
811919
case Publisher::ArcxPillarArcx: {
812920
return "ARCX.PILLAR.ARCX";
813921
}
922+
case Publisher::XnysBboXnys: {
923+
return "XNYS.BBO.XNYS";
924+
}
925+
case Publisher::XnysTradesXnys: {
926+
return "XNYS.TRADES.XNYS";
927+
}
928+
case Publisher::XnasQbboXnas: {
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return "XNAS.QBBO.XNAS";
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}
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case Publisher::XnasNlsXnas: {
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return "XNAS.NLS.XNAS";
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}
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case Publisher::DbeqPlusXchi: {
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return "DBEQ.PLUS.XCHI";
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}
937+
case Publisher::DbeqPlusXcis: {
938+
return "DBEQ.PLUS.XCIS";
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}
940+
case Publisher::DbeqPlusIexg: {
941+
return "DBEQ.PLUS.IEXG";
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}
943+
case Publisher::DbeqPlusEprl: {
944+
return "DBEQ.PLUS.EPRL";
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}
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case Publisher::DbeqPlusXnas: {
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return "DBEQ.PLUS.XNAS";
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}
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case Publisher::DbeqPlusXnys: {
950+
return "DBEQ.PLUS.XNYS";
951+
}
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case Publisher::DbeqPlusFinn: {
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return "DBEQ.PLUS.FINN";
954+
}
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case Publisher::DbeqPlusFiny: {
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return "DBEQ.PLUS.FINY";
957+
}
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case Publisher::DbeqPlusFinc: {
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return "DBEQ.PLUS.FINC";
960+
}
814961
default: {
815962
return "Unknown";
816963
}
@@ -953,6 +1100,45 @@ Publisher FromString(const std::string& str) {
9531100
if (str == "ARCX.PILLAR.ARCX") {
9541101
return Publisher::ArcxPillarArcx;
9551102
}
1103+
if (str == "XNYS.BBO.XNYS") {
1104+
return Publisher::XnysBboXnys;
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}
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if (str == "XNYS.TRADES.XNYS") {
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return Publisher::XnysTradesXnys;
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}
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if (str == "XNAS.QBBO.XNAS") {
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return Publisher::XnasQbboXnas;
1111+
}
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if (str == "XNAS.NLS.XNAS") {
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return Publisher::XnasNlsXnas;
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}
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if (str == "DBEQ.PLUS.XCHI") {
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return Publisher::DbeqPlusXchi;
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}
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if (str == "DBEQ.PLUS.XCIS") {
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return Publisher::DbeqPlusXcis;
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}
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if (str == "DBEQ.PLUS.IEXG") {
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return Publisher::DbeqPlusIexg;
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}
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if (str == "DBEQ.PLUS.EPRL") {
1125+
return Publisher::DbeqPlusEprl;
1126+
}
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if (str == "DBEQ.PLUS.XNAS") {
1128+
return Publisher::DbeqPlusXnas;
1129+
}
1130+
if (str == "DBEQ.PLUS.XNYS") {
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return Publisher::DbeqPlusXnys;
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}
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if (str == "DBEQ.PLUS.FINN") {
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return Publisher::DbeqPlusFinn;
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}
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if (str == "DBEQ.PLUS.FINY") {
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return Publisher::DbeqPlusFiny;
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}
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if (str == "DBEQ.PLUS.FINC") {
1140+
return Publisher::DbeqPlusFinc;
1141+
}
9561142
throw InvalidArgumentError{"FromString<Publisher>", "str",
9571143
"unknown value '" + str + '\''};
9581144
}

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