0.22.0

Release notes

• Added an implementation From<Date> for DateRange and DateTimeRange to make it
  simpler to request a single full day's worth of data
• Added conversions between DateRange and DateTimeRange
• Added conversions from timeseries::GetRangeParams, timeseries::GetRangeToFileParams,
  and dbn::Metadata to symbology::ResolveParams
• Upgraded DBN version to 0.31.0:
  • Added support for mapping symbols from instrument definitions to PitSymbolMap
    with a new on_instrument_def() method
  • Added instrument definition compatibility trait InstrumentDefRec for generalizing
    across different versions of the instrument definition record
  • Added Ord and PartialOrd implementations for all enums and FlagSet to allow
    for use in ordered containers like BTreeMap
  • Added decode_records() method to AsyncDbnDecoder and AsyncDbnRecordDecoder
    which is similar to the sync decoder methods of the same name
  • Removed deprecated dataset module. The top-level Dataset enum and its const as_str()
    method provide the same functionality for all datasets
  • Removed deprecated SymbolIndex::get_for_rec_ref() method

0.21.0

Release notes

Enhancements

• Improved error when calling LiveClient::next_record() on an instance that hasn't
  been started
• Improved error when calling LiveClient::start() on an instance that has already
  been started
• Upgraded DBN version to 0.29.0:

0.20.0

Release notes

Enhancements

• Added LiveClient::reconnect() and LiveClient::resubscribe() methods to make it easier
  to resume a live session after losing the connection to the live gateway
• Added subscriptions() and subscriptions_mut() getters to LiveClient for getting all
  active subscriptions
• Added shutdown() method to live::Protocol to clean up the active session
• Downgraded to tracing span level on LiveClient::next_record() to "debug" to reduce
  performance impact
• Added From<&[&str]> and From<[str; N]> implementations for Symbols

Breaking changes

• Changed LiveClient::close() to take &mut self rather than an owned value to self now
  that clients can be reused through the reconnect() method
• Changed LiveClient::subscribe() to take a Subscription parameter rather than a
  &Subscription because it will now store the Subscription struct internally
• Upgraded DBN version to 0.28.0:
  • Added CommoditySpot InstrumentClass variant and made InstrumentClass
    non-exhaustive to allow future additions without breaking changes

0.19.0

Release notes

Enhancements

• Upgraded DBN version to 0.27.0:
  • Updated enumerations for unreleased US equities datasets and publishers
  • Added new venue EQUS for consolidated US equities
  • Added new dataset EQUS.MINI and new publishers EQUS.MINI.EQUS and
    XNYS.TRADES.EQUS

Bug fixes

• Changed historical metadata methods with symbols parameter to use a POST request
  to allow for requesting supported maximum of 2000 symbols

0.18.0

Release notes

Enhancements

• Upgraded DBN version to 0.26.0:
  • Added v3 namespace in preparation for future DBN version 3 release. DBN version 2
    remains the current and default version
  • Added v3::InstrumentDefMsg record with new fields to support normalizing multi-leg
    strategy definitions
    • Removal of statistics-schema related fields trading_reference_price,
      trading_reference_date, and settl_price_type
    • Removal of the status-schema related field md_security_trading_status
  • Added initial support for merging DBN:
    • Decoding streams: MergeDecoder and MergeRecordDecoder structs
    • Metadata: MergeDecoder struct and Metadata::merge() method
    • In the CLI: specify more than one input file to initiate a merge
  • Eliminated unsafe in From implementations for record structs from different versions

0.17.0

Release notes

Enhancements

• Upgraded DBN version to 0.25.0:
  • Added v1 and v2 namespaces in DBN to allow unambiguously referring to the record
    types for a given DBN version regardless of whether the record type has changed
  • Changed dataset() method on MetadataBuilder to accept an impl ToString so now
    Dataset and &str can be passed directly
  • Changed async DBN decoding to return Ok(None) when an incomplete record remains in
    the stream. This matches the existing behavior of sync DBN decoding
• Upgraded thiserror version to 2.0

Breaking changes

• Removed deprecated Packaging enum and packaging field that's no longer supported
  by the API
• As part of the DBN version upgrade:
  • VersionUpgradePolicy::Upgrade was renamed to UpgradeToV2
  • Changed async DBN decoding to return Ok(None) when an incomplete record remains in
    the stream

0.16.0

Release notes

Enhancements

• Upgraded DBN version to 0.23.1:
  • Added floating-point getters for price fields
  • Added new IntelligentCross venues ASPN, ASMT, and ASPI
  • Upgraded thiserror version to 2.0

Deprecations

• Deprecated Packaging enum and packaging field on SubmitJobParams and BatchJob.
  These will be removed in a future version. All files from a batch job can be downloaded
  with the batch().download() method on the historical client

Release notes

Enhancements

• Upgraded DBN version to 0.25.0:
  • Added v1 and v2 namespaces in DBN to allow unambiguously referring to the record
    types for a given DBN version regardless of whether the record type has changed
  • Changed dataset() method on MetadataBuilder to accept an impl ToString so now
    Dataset and &str can be passed directly
  • Changed async DBN decoding to return Ok(None) when an incomplete record remains in
    the stream. This matches the existing behavior of sync DBN decoding
• Upgraded thiserror version to 2.0

Breaking changes

• Removed deprecated Packaging enum and packaging field that's no longer supported
  by the API
• As part of the DBN version upgrade:
  • VersionUpgradePolicy::Upgrade was renamed to UpgradeToV2
  • Changed async DBN decoding to return Ok(None) when an incomplete record remains in
    the stream

0.15.0

Release notes

Enhancements

• Upgraded DBN version to 0.23.0:
  • Added new None Action variant that will be gradually rolled out
    to historical and live GLBX.MDP3 data
  • Added consistent escaping of non-printable and non-ASCII values when text encoding
    c_char fields
  • Implemented Default for Action and Side
  • Implemented missing Serialize for (with serde feature enabled) for Venue,
    Dataset, Publisher, Compression, SType, Schema, and Encoding

0.14.1

Release notes

Enhancements

• Upgraded DBN version to 0.22.1:
  • Fixed buffer overrun
  • Combined _reserved3 and reserved4 fields in CbboMsg

0.14.0

Release notes

Enhancements

• Made several previously internal functions public to allow advanced users more
  customization and piecemeal usage of the live API:
  • ApiKey
  • Symbols::to_chunked_api_string()
  • live::protocol module containing implementations of the raw API messages
• Changed from log crate to tracing for better diagnostics
• Upgraded DBN version to 0.22.0 for combined _reserved3 and
  _reserved4 fields in CbboMsg