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Releases: databento/databento-cpp

0.52.0

31 Mar 16:23
696eb6a

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Enhancements

  • Added client-side heartbeat timeout detection: NextRecord throws HeartbeatTimeoutError
    if no data is received for heartbeat_interval + 5 seconds (defaults to 35 seconds)
  • Changed SlowReaderBehavior::Skip to send "skip" instead of "drop" to the gateway

Breaking changes

  • NextRecord now throws LiveApiError instead of DbnResponseError when the gateway
    closes the session. Code catching DbnResponseError for this case should be updated

0.51.0

17 Mar 22:19
76037d2

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Enhancements

  • Added support for progress field in BatchJob response

0.50.0

03 Mar 23:52
418bfb2

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Enhancements

  • Added logic to set code when upgrading version 1 ErrorMsg to newer versions

0.49.0

24 Feb 23:53
c2a7946

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Enhancements

  • Added SkippedRecordsAfterSlowReading to the ErrorCode enum for gateway errors
    originating from slow client catch-up

0.48.0

18 Feb 21:12
95d8f5c

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Release notes

Enhancements

  • Added SlowReaderBehavior enum and LiveBuilder::SetSlowReaderBehavior() to configure
    gateway behavior when client falls behind
  • Added SlowReaderBehavior() getter to LiveBlocking and LiveThreaded

Bug fixes

  • Added conversion for missing schemas for function RTypeFromSchema
  • Added explicit optional construction in json_helpers.hpp (credit: Enrico Detoma)

0.47.0

05 Feb 01:00
e4d9979

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Release notes

Enhancements

  • Added Zstd compression support to live clients which can be enabled with
    LiveBuilder::SetCompression(). It's disabled by default
  • Added Compression() getter to LiveBlocking and LiveThreaded
  • Upgraded default httplib version to 0.30.1

Breaking changes

  • Added an overload to the ReadSome method on IReadable for timeout support

0.46.1

27 Jan 17:42
e1dd418

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Enhancements

  • Added new publisher for Blue Ocean ATS (OCEA_MEMOIR_OCEA)

0.46.0

20 Jan 23:23
680debb

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Release notes

Enhancements

  • Added new off-market publisher for Cboe Futures Exchange (XCBF_PITCH_XOFF)
  • Added new StatType variants to be used by XCBF.PITCH dataset:
    • UpperPriceLimit
    • LowerPriceLimit
    • BlockVolume
    • VenueSpecificVolume1

0.45.0

10 Dec 15:14
8104d83

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Release notes

Enhancements

  • Added download retry, resumption, and checksum verification to
    Historical::BatchDownload
  • Added new venue, dataset, and publisher for Cboe Futures Exchange (XCBF.PITCH)
  • Upgraded default httplib version to 0.28.0

0.44.0

20 Nov 12:41
3de8e70

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Release notes

Enhancements

  • Added logic to set code when upgrading version 1 SystemMsg to newer versions

Bug fixes

  • Added missing <cstddef> include to constants.hpp (credit: @ognian-)