Skip to content

Commit d45547a

Browse files
author
Jack Culhane
committed
ADD: Add new publisher for Cboe Futures off market
1 parent c9f8c96 commit d45547a

File tree

3 files changed

+19
-0
lines changed

3 files changed

+19
-0
lines changed

CHANGELOG.md

Lines changed: 5 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -1,5 +1,10 @@
11
# Changelog
22

3+
## 0.46.0 - TBD
4+
5+
### Enhancements
6+
- Added new off-market publisher for Cboe Futures Exchange (`XCBF_PITCH_XOFF`)
7+
38
## 0.45.0 - 2025-12-10
49

510
### Enhancements

include/databento/publishers.hpp

Lines changed: 2 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -409,6 +409,8 @@ enum class Publisher : std::uint16_t {
409409
XeeeEobiXoff = 104,
410410
// Cboe Futures Exchange
411411
XcbfPitchXcbf = 105,
412+
// Cboe Futures Exchange - Off-Market Trades
413+
XcbfPitchXoff = 106,
412414
};
413415

414416
// Get a Publisher's Venue.

src/publishers.cpp

Lines changed: 12 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -916,6 +916,9 @@ Venue PublisherVenue(Publisher publisher) {
916916
case Publisher::XcbfPitchXcbf: {
917917
return Venue::Xcbf;
918918
}
919+
case Publisher::XcbfPitchXoff: {
920+
return Venue::Xoff;
921+
}
919922
default: {
920923
throw InvalidArgumentError{
921924
"PublisherVenue", "publisher",
@@ -1241,6 +1244,9 @@ Dataset PublisherDataset(Publisher publisher) {
12411244
case Publisher::XcbfPitchXcbf: {
12421245
return Dataset::XcbfPitch;
12431246
}
1247+
case Publisher::XcbfPitchXoff: {
1248+
return Dataset::XcbfPitch;
1249+
}
12441250
default: {
12451251
throw InvalidArgumentError{
12461252
"PublisherDataset", "publisher",
@@ -1567,6 +1573,9 @@ const char* ToString(Publisher publisher) {
15671573
case Publisher::XcbfPitchXcbf: {
15681574
return "XCBF.PITCH.XCBF";
15691575
}
1576+
case Publisher::XcbfPitchXoff: {
1577+
return "XCBF.PITCH.XOFF";
1578+
}
15701579
default: {
15711580
return "Unknown";
15721581
}
@@ -1895,6 +1904,9 @@ Publisher FromString(const std::string& str) {
18951904
if (str == "XCBF.PITCH.XCBF") {
18961905
return Publisher::XcbfPitchXcbf;
18971906
}
1907+
if (str == "XCBF.PITCH.XOFF") {
1908+
return Publisher::XcbfPitchXoff;
1909+
}
18981910
throw InvalidArgumentError{"FromString<Publisher>", "str",
18991911
"unknown value '" + str + '\''};
19001912
}

0 commit comments

Comments
 (0)