diff --git a/CHANGELOG.md b/CHANGELOG.md index 57b8ffa..7eeb6ba 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,5 +1,15 @@ # Changelog +## 0.53.0 - 2025-04-29 + +#### Enhancements +- Upgraded `databento-dbn` to 0.33.1 + - Added `SystemCode` and `ErrorCode` enums to indicate types of system and error messages + - Added `code()` methods to SystemMsg and ErrorMsg to retrieve the enum value if one exists and equivalent properties in Python + +#### Bug fixes +- Fixed issue where all `SystemMsg` records were logged as gateway heartbeats + ## 0.52.0 - 2025-04-15 #### Enhancements diff --git a/README.md b/README.md index 49c875c..2b8eb3b 100644 --- a/README.md +++ b/README.md @@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.9 and The minimum dependencies as found in the `pyproject.toml` are also listed below: - python = "^3.9" - aiohttp = "^3.8.3" -- databento-dbn = "0.32.0" +- databento-dbn = "0.33.1" - numpy= ">=1.23.5" - pandas = ">=1.5.3" - pip-system-certs = ">=4.0" (Windows only) diff --git a/databento/historical/api/batch.py b/databento/historical/api/batch.py index b0416a5..1fa81d6 100644 --- a/databento/historical/api/batch.py +++ b/databento/historical/api/batch.py @@ -95,11 +95,13 @@ def submit_job( schema : Schema or str {'mbo', 'mbp-1', 'mbp-10', 'trades', 'tbbo', 'ohlcv-1s', 'ohlcv-1m', 'ohlcv-1h', 'ohlcv-1d', 'definition', 'statistics', 'status'}, default 'trades' # noqa The data record schema for the request. start : pd.Timestamp, datetime, date, str, or int - The start datetime of the request time range (inclusive). + The start of the request time range (inclusive). + Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`. Assumes UTC as timezone unless passed a tz-aware object. If an integer is passed, then this represents nanoseconds since the UNIX epoch. end : pd.Timestamp, datetime, date, str, or int, optional - The end datetime of the request time range (exclusive). + The end of the request time range (exclusive). + Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`. Assumes UTC as timezone unless passed a tz-aware object. If an integer is passed, then this represents nanoseconds since the UNIX epoch. Defaults to the forward filled value of `start` based on the resolution provided. diff --git a/databento/historical/api/timeseries.py b/databento/historical/api/timeseries.py index f6ba1e5..67a9b80 100644 --- a/databento/historical/api/timeseries.py +++ b/databento/historical/api/timeseries.py @@ -61,10 +61,12 @@ def get_range( The dataset code (string identifier) for the request. start : pd.Timestamp, datetime, date, str, or int The start datetime of the request time range (inclusive). + Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`. Assumes UTC as timezone unless passed a tz-aware object. If an integer is passed, then this represents nanoseconds since the UNIX epoch. end : pd.Timestamp, datetime, date, str, or int, optional The end datetime of the request time range (exclusive). + Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`. Assumes UTC as timezone unless passed a tz-aware object. If an integer is passed, then this represents nanoseconds since the UNIX epoch. Defaults to the forward filled value of `start` based on the resolution provided. @@ -156,11 +158,13 @@ async def get_range_async( dataset : Dataset or str The dataset code (string identifier) for the request. start : pd.Timestamp, datetime, date, str, or int - The start datetime of the request time range (inclusive). + The start of the request time range (inclusive). + Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`. Assumes UTC as timezone unless passed a tz-aware object. If an integer is passed, then this represents nanoseconds since the UNIX epoch. end : pd.Timestamp, datetime, date, str, or int, optional - The end datetime of the request time range (exclusive). + The end of the request time range (exclusive). + Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`. Assumes UTC as timezone unless passed a tz-aware object. If an integer is passed, then this represents nanoseconds since the UNIX epoch. Defaults to the forward filled value of `start` based on the resolution provided. diff --git a/databento/live/protocol.py b/databento/live/protocol.py index a53c2e7..a30954d 100644 --- a/databento/live/protocol.py +++ b/databento/live/protocol.py @@ -374,7 +374,7 @@ def _process_dbn(self, data: bytes) -> None: ) self._error_msgs.append(record.err) elif isinstance(record, databento_dbn.SystemMsg): - if record.is_heartbeat: + if record.is_heartbeat(): logger.debug("gateway heartbeat") else: logger.info( diff --git a/databento/version.py b/databento/version.py index aa21288..3c5da5f 100644 --- a/databento/version.py +++ b/databento/version.py @@ -1 +1 @@ -__version__ = "0.52.0" +__version__ = "0.53.0" diff --git a/pyproject.toml b/pyproject.toml index 63b41b1..159ba31 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -1,6 +1,6 @@ [tool.poetry] name = "databento" -version = "0.52.0" +version = "0.53.0" description = "Official Python client library for Databento" authors = [ "Databento ", @@ -32,7 +32,7 @@ aiohttp = [ {version = "^3.8.3", python = "<3.12"}, {version = "^3.9.0", python = "^3.12"} ] -databento-dbn = "0.32.0" +databento-dbn = "0.33.1" numpy = [ {version = ">=1.23.5", python = "<3.12"}, {version = ">=1.26.0", python = "^3.12"}