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VER: Release 0.38.1
2 parents 44748d7 + 93e53b7 commit 356d1ed

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‎CHANGELOG.md

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# Changelog
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## 0.38.1 - 2025-06-25
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### Enhancements
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- Added `range_by_schema` field to `DatasetRange` struct
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- Changed historical `TimeseriesGetRange` and `TimeseriesGetRangeToFile` methods to use
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a `POST` request to allow for requesting supported maximum of 2000 symbols
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- Added logging around `Historical::BatchDownload`
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- Changed the following Venue, Publisher, and Dataset descriptions:
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- "ICE Futures Europe (Financials)" renamed to "ICE Europe Financials"
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- "ICE Futures Europe (Commodities)" renamed to "ICE Europe Commodities"
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### Bug fixes
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- Fixed handling of `null` `last_modified_date` in `MetadataGetDatasetCondition`
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response
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- Fixed default `ShouldLog` implementation
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## 0.38.0 - 2025-06-10
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### Enhancements
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## 0.31.0 - 2025-03-18
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### Enhancements
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- Added new venues, datasets, and publishers for ICE Futures US, ICE Futures Europe
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(Financial products), Eurex, and European Energy Exchange (EEX)
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- Added new venues, datasets, and publishers for ICE Futures US, ICE Europe Financials
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products, Eurex, and European Energy Exchange (EEX)
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## 0.30.0 - 2025-02-11
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‎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 0.38.0
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VERSION 0.38.1
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LANGUAGES CXX
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DESCRIPTION "Official Databento client library"
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)

‎include/databento/datetime.hpp

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@@ -32,4 +32,22 @@ struct DateTimeRange {
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T end;
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};
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using DateRange = DateTimeRange<std::string>;
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template <typename T>
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inline bool operator==(const DateTimeRange<T>& lhs,
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const DateTimeRange<T>& rhs) {
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return lhs.start == rhs.start && lhs.end == rhs.end;
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}
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template <typename T>
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inline bool operator!=(const DateTimeRange<T>& lhs,
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const DateTimeRange<T>& rhs) {
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return !(lhs == rhs);
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}
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std::string ToString(const DateTimeRange<std::string>& dt_range);
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std::ostream& operator<<(std::ostream& stream,
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const DateTimeRange<std::string>& dt_range);
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std::string ToString(const DateTimeRange<UnixNanos>& dt_range);
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std::ostream& operator<<(std::ostream& stream,
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const DateTimeRange<UnixNanos>& dt_range);
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} // namespace databento

‎include/databento/detail/http_client.hpp

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@@ -24,15 +24,23 @@ class HttpClient {
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nlohmann::json GetJson(const std::string& path,
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const httplib::Params& params);
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nlohmann::json PostJson(const std::string& path,
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const httplib::Params& params);
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const httplib::Params& form_params);
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void GetRawStream(const std::string& path, const httplib::Params& params,
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const httplib::ContentReceiver& callback);
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void PostRawStream(const std::string& path,
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const httplib::Params& form_params,
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const httplib::ContentReceiver& callback);
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private:
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static bool IsErrorStatus(int status_code);
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static httplib::ResponseHandler MakeStreamResponseHandler(int& out_status);
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static void CheckStatusAndStreamRes(const std::string& path, int status_code,
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std::string&& err_body,
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const httplib::Result& res);
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nlohmann::json CheckAndParseResponse(const std::string& path,
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httplib::Result&& res) const;
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void CheckWarnings(const httplib::Response& response) const;
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static bool IsErrorStatus(int status_code);
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static const httplib::Headers kHeaders;
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‎include/databento/detail/json_helpers.hpp

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#include <nlohmann/json.hpp>
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#include <map> // multimap
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#include <optional>
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#include <string>
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#include <string_view>
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#include <vector>
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std::string ParseAt(std::string_view endpoint, const nlohmann::json& json,
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std::string_view key);
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template <>
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std::optional<std::string> ParseAt(std::string_view endpoint,
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const nlohmann::json& json,
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std::string_view key);
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template <>
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std::uint64_t ParseAt(std::string_view endpoint, const nlohmann::json& json,
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std::string_view key);
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template <>

‎include/databento/historical.hpp

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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::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);

‎include/databento/log.hpp

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void Receive(LogLevel level, const std::string& msg) override;
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bool ShouldLog(databento::LogLevel level) const override {
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return level > min_level_;
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return level >= min_level_;
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}
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private:

‎include/databento/metadata.hpp

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#include <cstdint>
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#include <map>
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#include <optional>
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#include <ostream>
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#include <string>
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#include <unordered_map>
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#include "databento/datetime.hpp"
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#include "databento/enums.hpp" // FeedMode, DatasetCondition, Schema
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namespace databento {
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struct DatasetConditionDetail {
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std::string date;
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DatasetCondition condition;
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std::string last_modified_date;
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std::optional<std::string> last_modified_date;
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};
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struct DatasetRange {
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std::string start;
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std::string end;
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std::map<Schema, DateTimeRange<std::string>> range_by_schema;
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};
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inline bool operator==(const PublisherDetail& lhs, const PublisherDetail& rhs) {
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}
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inline bool operator==(const DatasetRange& lhs, const DatasetRange& rhs) {
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return lhs.start == rhs.start && lhs.end == rhs.end;
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return lhs.start == rhs.start && lhs.end == rhs.end &&
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lhs.range_by_schema == rhs.range_by_schema;
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}
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inline bool operator!=(const DatasetRange& lhs, const DatasetRange& rhs) {
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return !(lhs == rhs);

‎include/databento/publishers.hpp

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Bato = 36,
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// MEMX Options
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Mxop = 37,
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// ICE Futures Europe (Commodities)
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// ICE Europe Commodities
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Ifeu = 38,
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// ICE Endex
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Ndex = 39,
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Equs = 47,
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// ICE Futures US
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Ifus = 48,
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// ICE Futures Europe (Financials)
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// ICE Europe Financials
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Ifll = 49,
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// Eurex Exchange
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Xeur = 50,
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XnasQbbo = 26,
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// Nasdaq NLS
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XnasNls = 27,
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// ICE Futures Europe (Commodities) iMpact
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// ICE Europe Commodities iMpact
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IfeuImpact = 28,
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// ICE Endex iMpact
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NdexImpact = 29,
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EqusMini = 35,
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// ICE Futures US iMpact
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IfusImpact = 36,
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// ICE Futures Europe (Financials) iMpact
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// ICE Europe Financials iMpact
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IfllImpact = 37,
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// Eurex EOBI
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XeurEobi = 38,
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EqusPlusFiny = 55,
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// Databento US Equities Plus - FINRA/Nasdaq TRF Chicago
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EqusPlusFinc = 56,
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// ICE Futures Europe (Commodities)
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// ICE Europe Commodities
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IfeuImpactIfeu = 57,
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// ICE Endex
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NdexImpactNdex = 58,
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XnasBasicFinn = 82,
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// Nasdaq Basic - FINRA/Nasdaq TRF Chicago
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XnasBasicFinc = 83,
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// ICE Futures Europe - Off-Market Trades
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// ICE Europe - Off-Market Trades
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IfeuImpactXoff = 84,
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// ICE Endex - Off-Market Trades
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NdexImpactXoff = 85,
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IfusImpactIfus = 97,
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// ICE Futures US - Off-Market Trades
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IfusImpactXoff = 98,
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// ICE Futures Europe (Financials)
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// ICE Europe Financials
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IfllImpactIfll = 99,
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// ICE Futures Europe (Financials) - Off-Market Trades
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// ICE Europe Financials - Off-Market Trades
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IfllImpactXoff = 100,
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// Eurex EOBI
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XeurEobiXeur = 101,

‎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=0.38.0
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pkgver=0.38.1
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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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