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10 changes: 10 additions & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
@@ -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
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2 changes: 1 addition & 1 deletion CMakeLists.txt
Original file line number Diff line number Diff line change
Expand Up @@ -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)

#
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1 change: 1 addition & 0 deletions include/databento/batch.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -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;
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2 changes: 2 additions & 0 deletions include/databento/enums.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -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,
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6 changes: 6 additions & 0 deletions include/databento/publishers.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -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.
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2 changes: 1 addition & 1 deletion pkg/PKGBUILD
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
# Maintainer: Databento <support@databento.com>
_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')
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18 changes: 18 additions & 0 deletions src/publishers.cpp
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Expand Up @@ -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";
}
Expand Down Expand Up @@ -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<Venue>", "str",
"unknown value '" + str + '\''};
}
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