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VER: Release 0.37.0
2 parents 84a307e + 8747cad commit 10f05e0

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‎CHANGELOG.md

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# Changelog
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## 0.37.0 - 2025-06-03
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### Breaking changes
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- Changed the type of the `output_dir` parameter in ` HistoricalClient::BatchDownload()`
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to a `std::filesystem::path` and the return type to `std::filesystem::path`
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- Changed the type of the `file_path` parameter in
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`HistoricalClient::TimeseriesGetRangeToFile()` to a `std::filesystem::path`
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- Changed the type of the `file_path` parameter in the `DbnFileStore`, `InFileStream`,
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and `OutFileStream` constructors to a `std::filesystem::path`
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- Made `stype_in` and `schema` optionals in `Metadata` to align with how
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`Metadata` is represented in other languages and removed the boolean
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`has_mixed_stype_in` and `has_mixed_schema` fields
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### Bug fixes
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- Fixed behavior where encoding metadata could lower the `version`
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## 0.36.0 - 2025-05-27
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This version marks the release of DBN version 3 (DBNv3), which is the new default.

‎CMakeLists.txt

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@@ -6,7 +6,7 @@ cmake_minimum_required(VERSION 3.24..4.0)
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project(
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databento
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VERSION 0.36.0
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VERSION 0.37.0
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LANGUAGES CXX
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DESCRIPTION "Official Databento client library"
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)

‎README.md

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@@ -95,16 +95,17 @@ Here is a simple program that fetches 10 seconds of trades for all ES mini futur
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#include <databento/live.hpp>
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#include <databento/symbol_map.hpp>
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#include <iostream>
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#include <string>
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#include <thread>
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using namespace databento;
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int main() {
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PitSymbolMap symbol_mappings;
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auto client =
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LiveBuilder{}.SetKeyFromEnv().SetDataset("GLBX.MDP3").BuildThreaded();
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auto client = LiveBuilder{}
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.SetKeyFromEnv()
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.SetDataset(Dataset::GlbxMdp3)
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.BuildThreaded();
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auto handler = [&symbol_mappings](const Record& rec) {
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symbol_mappings.OnRecord(rec);

‎examples/live/readme.cpp

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#include <databento/live.hpp>
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#include <databento/symbol_map.hpp>
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#include <iostream>
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#include <string>
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#include <thread>
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using namespace databento;
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int main() {
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PitSymbolMap symbol_mappings;
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auto client =
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LiveBuilder{}.SetKeyFromEnv().SetDataset("GLBX.MDP3").BuildThreaded();
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auto client = LiveBuilder{}
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.SetKeyFromEnv()
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.SetDataset(Dataset::GlbxMdp3)
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.BuildThreaded();
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auto handler = [&symbol_mappings](const Record& rec) {
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symbol_mappings.OnRecord(rec);

‎examples/live/simple.cpp

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@@ -23,13 +23,13 @@ int main() {
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.SetLogReceiver(log_receiver.get())
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.SetSendTsOut(true)
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.SetKeyFromEnv()
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.SetDataset(databento::dataset::kGlbxMdp3)
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.SetDataset(databento::Dataset::GlbxMdp3)
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.BuildThreaded();
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// Set up signal handler for Ctrl+C
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std::signal(SIGINT, [](int signal) { gSignal = signal; });
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std::vector<std::string> symbols{"ESZ4", "ESZ4 C4200", "ESZ4 P4100"};
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std::vector<std::string> symbols{"ESZ5", "ESZ5 C6200", "ESZ5 P5500"};
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client.Subscribe(symbols, databento::Schema::Definition,
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databento::SType::RawSymbol);
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client.Subscribe(symbols, databento::Schema::Mbo,

‎include/databento/dbn.hpp

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#include <date/date.h>
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#include <cstdint>
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#include <optional>
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#include <ostream>
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#include <string>
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#include <vector>
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std::uint8_t version;
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// The dataset code.
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std::string dataset;
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// Indicates the DBN stream may contain multiple record types and data
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// schemas. If true, the schema field should be ignored.
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bool has_mixed_schema;
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// The data record schema which affects the type record of present. If
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// has_mixed_schema is true, this field should be ignored.
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Schema schema;
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// The data record schema which affects the type record of present. Will be
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// nullopt for live where there can be a mix of `schema`s across
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// subscriptions.
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std::optional<Schema> schema;
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// The UNIX timestamp of the query start, or the first record if the file was
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// split.
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UnixNanos start;
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UnixNanos end;
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// The maximum number of records for the query.
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std::uint64_t limit;
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// Indicates the DBN stream may been create with a mix of stype_in. This
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// will always be the case for live data where stype_in is specified per
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// subscription.
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bool has_mixed_stype_in;
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// The input symbology type. Should be ignored if has_mixed_schemas is true.
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SType stype_in;
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// The input symbology type. Will be nullopt for live data where there can be
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// a mix of `stype_in`s across subscriptions.
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std::optional<SType> stype_in;
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// The output symbology type.
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SType stype_out;
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// Whether the records contain an appended send timestamp.
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inline bool operator==(const Metadata& lhs, const Metadata& rhs) {
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return lhs.version == rhs.version && lhs.dataset == rhs.dataset &&
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(lhs.has_mixed_schema ? rhs.has_mixed_schema
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: lhs.schema == rhs.schema) &&
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lhs.start == rhs.start && lhs.end == rhs.end &&
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lhs.limit == rhs.limit &&
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(lhs.has_mixed_stype_in ? rhs.has_mixed_stype_in
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: lhs.stype_in == rhs.stype_in) &&
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lhs.stype_out == rhs.stype_out && lhs.ts_out == rhs.ts_out &&
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lhs.schema == rhs.schema && lhs.start == rhs.start &&
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lhs.end == rhs.end && lhs.limit == rhs.limit &&
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lhs.stype_in == rhs.stype_in && lhs.stype_out == rhs.stype_out &&
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lhs.ts_out == rhs.ts_out &&
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lhs.symbol_cstr_len == rhs.symbol_cstr_len &&
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lhs.symbols == rhs.symbols && lhs.partial == rhs.partial &&
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lhs.not_found == rhs.not_found && lhs.mappings == rhs.mappings;

‎include/databento/dbn_file_store.hpp

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#pragma once
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#include <string>
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#include <filesystem> // path
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#include "databento/dbn.hpp" // DecodeMetadata
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#include "databento/dbn_decoder.hpp" // DbnDecoder
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// used on a given instance.
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class DbnFileStore {
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public:
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explicit DbnFileStore(const std::string& file_path);
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DbnFileStore(ILogReceiver* log_receiver, const std::string& file_path,
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explicit DbnFileStore(const std::filesystem::path& file_path);
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DbnFileStore(ILogReceiver* log_receiver,
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const std::filesystem::path& file_path,
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VersionUpgradePolicy upgrade_policy);
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// Callback API: calling Replay consumes the input.

‎include/databento/file_stream.hpp

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#pragma once
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#include <cstddef> // byte, size_t
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#include <fstream> // ifstream, ofstream
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#include <string>
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#include <cstddef> // byte, size_t
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#include <filesystem> // path
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#include <fstream> // ifstream, ofstream
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#include "databento/ireadable.hpp"
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#include "databento/iwritable.hpp"
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namespace databento {
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class InFileStream : public IReadable {
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public:
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explicit InFileStream(const std::string& file_path);
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explicit InFileStream(const std::filesystem::path& file_path);
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// Read exactly `length` bytes into `buffer`.
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void ReadExact(std::byte* buffer, std::size_t length) override;
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class OutFileStream : public IWritable {
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public:
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explicit OutFileStream(const std::string& file_path);
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explicit OutFileStream(const std::filesystem::path& file_path);
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void WriteAll(const std::byte* buffer, std::size_t length) override;
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‎include/databento/historical.hpp

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#pragma once
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#include <cstdint>
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#include <filesystem>
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#include <map> // multimap
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#include <string>
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#include <vector>
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// Lists all files associated with a batch job.
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std::vector<BatchFileDesc> BatchListFiles(const std::string& job_id);
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// Returns the paths of the downloaded files.
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std::vector<std::string> BatchDownload(const std::string& output_dir,
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const std::string& job_id);
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std::vector<std::filesystem::path> BatchDownload(
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const std::filesystem::path& output_dir, const std::string& job_id);
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// Returns the path of the downloaded file.
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std::string BatchDownload(const std::string& output_dir,
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const std::string& job_id,
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const std::string& filename_to_download);
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std::filesystem::path BatchDownload(const std::filesystem::path& output_dir,
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const std::string& job_id,
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const std::string& filename_to_download);
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/*
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* Metadata API
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const std::string& dataset,
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const DateTimeRange<UnixNanos>& datetime_range,
208209
const std::vector<std::string>& symbols, Schema schema,
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const std::string& file_path);
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const std::filesystem::path& file_path);
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DbnFileStore TimeseriesGetRangeToFile(
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const std::string& dataset,
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const DateTimeRange<std::string>& datetime_range,
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const std::vector<std::string>& symbols, Schema schema,
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const std::string& file_path);
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const std::filesystem::path& file_path);
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DbnFileStore TimeseriesGetRangeToFile(
216217
const std::string& dataset,
217218
const DateTimeRange<UnixNanos>& datetime_range,
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const std::vector<std::string>& symbols, Schema schema, SType stype_in,
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SType stype_out, std::uint64_t limit, const std::string& file_path);
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SType stype_out, std::uint64_t limit,
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const std::filesystem::path& file_path);
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DbnFileStore TimeseriesGetRangeToFile(
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const std::string& dataset,
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const DateTimeRange<std::string>& datetime_range,
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const std::vector<std::string>& symbols, Schema schema, SType stype_in,
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SType stype_out, std::uint64_t limit, const std::string& file_path);
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SType stype_out, std::uint64_t limit,
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const std::filesystem::path& file_path);
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private:
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using HttplibParams = std::multimap<std::string, std::string>;
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BatchJob BatchSubmitJob(const HttplibParams& params);
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void StreamToFile(const std::string& url_path, const HttplibParams& params,
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const std::string& file_path);
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void DownloadFile(const std::string& url, const std::string& output_path);
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const std::filesystem::path& file_path);
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void DownloadFile(const std::string& url,
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const std::filesystem::path& output_path);
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std::vector<BatchJob> BatchListJobs(const HttplibParams& params);
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std::vector<DatasetConditionDetail> MetadataGetDatasetCondition(
235239
const HttplibParams& params);
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240244
const MetadataCallback& metadata_callback,
241245
const RecordCallback& record_callback);
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DbnFileStore TimeseriesGetRangeToFile(const HttplibParams& params,
243-
const std::string& file_path);
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const std::filesystem::path& file_path);
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ILogReceiver* log_receiver_;
246250
const std::string key_;

‎pkg/PKGBUILD

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# Maintainer: Databento <support@databento.com>
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_pkgname=databento-cpp
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pkgname=databento-cpp-git
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pkgver=0.36.0
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pkgver=0.37.0
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pkgrel=1
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pkgdesc="Official C++ client for Databento"
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arch=('any')

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