diff --git a/CHANGELOG.md b/CHANGELOG.md index cef39f0..3b08ee9 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,5 +1,15 @@ # Changelog +## 0.25.0 - TBD + +### Enhancements +- Added new IntelligentCross venues `ASPN`, `ASMT`, and `ASPI` + +### Deprecations +- Deprecated `Packaging` enum and `packaging` field on `BatchJob`. These will be + removed in a future version. All files from a batch job can be downloaded with the + `BatchDownload` method on the historical client + ## 0.24.0 - 2024-10-22 ### Enhancements diff --git a/CMakeLists.txt b/CMakeLists.txt index 3a98ff7..ff306bf 100644 --- a/CMakeLists.txt +++ b/CMakeLists.txt @@ -4,7 +4,7 @@ cmake_minimum_required(VERSION 3.14) # Project details # -project("databento" VERSION 0.24.0 LANGUAGES CXX) +project("databento" VERSION 0.25.0 LANGUAGES CXX) string(TOUPPER ${PROJECT_NAME} PROJECT_NAME_UPPERCASE) # diff --git a/include/databento/batch.hpp b/include/databento/batch.hpp index 345f3f3..ff7ad92 100644 --- a/include/databento/batch.hpp +++ b/include/databento/batch.hpp @@ -31,6 +31,7 @@ struct BatchJob { SplitDuration split_duration; std::uint64_t split_size; bool split_symbols; + // NOTE: deprecated and will be removed in a future version Packaging packaging; Delivery delivery; std::uint64_t record_count; diff --git a/include/databento/enums.hpp b/include/databento/enums.hpp index 433bcb5..a044052 100644 --- a/include/databento/enums.hpp +++ b/include/databento/enums.hpp @@ -86,6 +86,8 @@ enum class SplitDuration : std::uint8_t { }; // Represents how a batch job will be packaged. +// +// NOTE: Deprecated now that all batch jobs can be downloaded as a ZIP file. enum class Packaging : std::uint8_t { None = 0, Zip, diff --git a/include/databento/publishers.hpp b/include/databento/publishers.hpp index 7c9daf0..8bcf0b6 100644 --- a/include/databento/publishers.hpp +++ b/include/databento/publishers.hpp @@ -93,6 +93,12 @@ enum class Venue : std::uint16_t { Ltse = 42, // Off-Exchange Transactions - Listed Instruments Xoff = 43, + // IntelligentCross ASPEN Intelligent Bid/Offer + Aspn = 44, + // IntelligentCross ASPEN Maker/Taker + Asmt = 45, + // IntelligentCross ASPEN Inverted + Aspi = 46, }; // A source of data. diff --git a/pkg/PKGBUILD b/pkg/PKGBUILD index 1dd8ae5..5069f9c 100644 --- a/pkg/PKGBUILD +++ b/pkg/PKGBUILD @@ -1,7 +1,7 @@ # Maintainer: Databento _pkgname=databento-cpp pkgname=databento-cpp-git -pkgver=0.24.0 +pkgver=0.25.0 pkgrel=1 pkgdesc="Official C++ client for Databento" arch=('any') diff --git a/src/publishers.cpp b/src/publishers.cpp index 0a85476..025fe13 100644 --- a/src/publishers.cpp +++ b/src/publishers.cpp @@ -140,6 +140,15 @@ const char* ToString(Venue venue) { case Venue::Xoff: { return "XOFF"; } + case Venue::Aspn: { + return "ASPN"; + } + case Venue::Asmt: { + return "ASMT"; + } + case Venue::Aspi: { + return "ASPI"; + } default: { return "Unknown"; } @@ -282,6 +291,15 @@ Venue FromString(const std::string& str) { if (str == "XOFF") { return Venue::Xoff; } + if (str == "ASPN") { + return Venue::Aspn; + } + if (str == "ASMT") { + return Venue::Asmt; + } + if (str == "ASPI") { + return Venue::Aspi; + } throw InvalidArgumentError{"FromString", "str", "unknown value '" + str + '\''}; }