FIX: Fix TRF publishers to point to source

Author: renan-databento

CHANGELOG.md

@@ -15,6 +15,13 @@
 - Added new enum values for `Schema` and `RType` corresponding to new schemas
 `cbbo`, `cbbo-1s`, `cbbo-1m`, `tcbbo`, `bbo-1s`, `bbo-1m`
 
+### Breaking changes
+- Renamed publishers from deprecated datasets to their respective sources (`XNAS.NLS`
+and `XNYS.TRADES` respectively)
+
+### Deprecations
+- Deprecated dataset values `FINN.NLS` and `FINY.TRADES`
+
 ### Bug fixes
 - Fixed out-of-order initialization in `DbnDecoder` (credit: @Hailios)
 - Renamed `MatchAlgorithm::EurodollarOptions` to `MatchAlgorithm::EurodollarFutures`

include/databento/publishers.hpp

@@ -127,9 +127,9 @@ enum class Dataset : std::uint16_t {
   MemxMemoir = 15,
   // MIAX Pearl Depth
   EprlDom = 16,
-  // FINRA/Nasdaq TRF
+  // FINRA/Nasdaq TRF (DEPRECATED)
   FinnNls = 17,
-  // FINRA/NYSE TRF
+  // FINRA/NYSE TRF (DEPRECATED)
   FinyTrades = 18,
   // OPRA Binary
   OpraPillar = 19,
@@ -192,11 +192,11 @@ enum class Publisher : std::uint16_t {
   // MIAX Pearl Depth
   EprlDomEprl = 16,
   // FINRA/Nasdaq TRF Carteret
-  FinnNlsFinn = 17,
+  XnasNlsFinn = 17,
   // FINRA/Nasdaq TRF Chicago
-  FinnNlsFinc = 18,
+  XnasNlsFinc = 18,
   // FINRA/NYSE TRF
-  FinyTradesFiny = 19,
+  XnysTradesFiny = 19,
   // OPRA - NYSE American
   OpraPillarAmxo = 20,
   // OPRA - Boston Options Exchange

src/publishers.cpp

@@ -529,13 +529,13 @@ Venue PublisherVenue(Publisher publisher) {
     case Publisher::EprlDomEprl: {
       return Venue::Eprl;
     }
-    case Publisher::FinnNlsFinn: {
+    case Publisher::XnasNlsFinn: {
       return Venue::Finn;
     }
-    case Publisher::FinnNlsFinc: {
+    case Publisher::XnasNlsFinc: {
       return Venue::Finc;
     }
-    case Publisher::FinyTradesFiny: {
+    case Publisher::XnysTradesFiny: {
       return Venue::Finy;
     }
     case Publisher::OpraPillarAmxo: {
@@ -779,14 +779,14 @@ Dataset PublisherDataset(Publisher publisher) {
     case Publisher::EprlDomEprl: {
       return Dataset::EprlDom;
     }
-    case Publisher::FinnNlsFinn: {
-      return Dataset::FinnNls;
+    case Publisher::XnasNlsFinn: {
+      return Dataset::XnasNls;
     }
-    case Publisher::FinnNlsFinc: {
-      return Dataset::FinnNls;
+    case Publisher::XnasNlsFinc: {
+      return Dataset::XnasNls;
     }
-    case Publisher::FinyTradesFiny: {
-      return Dataset::FinyTrades;
+    case Publisher::XnysTradesFiny: {
+      return Dataset::XnysTrades;
     }
     case Publisher::OpraPillarAmxo: {
       return Dataset::OpraPillar;
@@ -1030,14 +1030,14 @@ const char* ToString(Publisher publisher) {
     case Publisher::EprlDomEprl: {
       return "EPRL.DOM.EPRL";
     }
-    case Publisher::FinnNlsFinn: {
-      return "FINN.NLS.FINN";
+    case Publisher::XnasNlsFinn: {
+      return "XNAS.NLS.FINN";
     }
-    case Publisher::FinnNlsFinc: {
-      return "FINN.NLS.FINC";
+    case Publisher::XnasNlsFinc: {
+      return "XNAS.NLS.FINC";
     }
-    case Publisher::FinyTradesFiny: {
-      return "FINY.TRADES.FINY";
+    case Publisher::XnysTradesFiny: {
+      return "XNYS.TRADES.FINY";
     }
     case Publisher::OpraPillarAmxo: {
       return "OPRA.PILLAR.AMXO";
@@ -1283,14 +1283,14 @@ Publisher FromString(const std::string& str) {
   if (str == "EPRL.DOM.EPRL") {
     return Publisher::EprlDomEprl;
   }
-  if (str == "FINN.NLS.FINN") {
-    return Publisher::FinnNlsFinn;
+  if (str == "XNAS.NLS.FINN") {
+    return Publisher::XnasNlsFinn;
   }
-  if (str == "FINN.NLS.FINC") {
-    return Publisher::FinnNlsFinc;
+  if (str == "XNAS.NLS.FINC") {
+    return Publisher::XnasNlsFinc;
   }
-  if (str == "FINY.TRADES.FINY") {
-    return Publisher::FinyTradesFiny;
+  if (str == "XNYS.TRADES.FINY") {
+    return Publisher::XnysTradesFiny;
   }
   if (str == "OPRA.PILLAR.AMXO") {
     return Publisher::OpraPillarAmxo;