Releases: databento/databento-cpp
Releases · databento/databento-cpp
0.57.0
Release notes
Enhancements
- Added
Case(),DetailMessage(), andDocsUrl()getters onHttpResponseError.
These parse the JSON error envelope returned by the historical API and expose its
fields directly - Included the error
case(when present) in the message returned by
HttpResponseError::what()
Breaking changes
- Removed
HttpResponseError::ResponseBody(). The raw body is still embedded in the
message returned bywhat(); use the newCase(),DetailMessage(), andDocsUrl()
getters for structured access
0.56.0
Release notes
Enhancements
- Added
IndexInstrumentClassvariant - Added
StatTypevariantsIndicativeClosePriceandVenueSpecificPrice1
0.55.0
Release notes
Enhancements
- Improved
DbnDecoderthroughput on current-version data andAsIsworkloads by
caching whether the upgrade policy-version combination requires upgrading, skipping
the per-recordDecodeRecordCompatdispatch on the fast path - Made
detail::Buffershifts explicit to avoid redundant moves during record decoding - Added new publisher values for Cboe Titanium Cboe Global Indices Feed
- Added
YeartoSplitDurationenum for yearly historical batch job submissions - Upgraded default cpp-httplib version to 0.43.1
- Upgraded default nlohmann/json version to 3.12.0
0.54.0
Release notes
Enhancements
- Added new publisher values for OPRA MEMX MX2 Options and IEX Options
0.53.0
Release notes
Enhancements
- Added
TryNextRecordandFillBuffertoLiveBlockingfor more fine-grained
control around I/O - Added
TimeoutConfstruct andSetTimeoutConf()builder method for configuring connect
and auth timeouts on the Live client (defaults to 10s and 30s) - Added
SessionId()andTimeouts()getters toLiveBlockingandLiveThreaded
0.52.0
Release notes
Enhancements
- Added client-side heartbeat timeout detection:
NextRecordthrowsHeartbeatTimeoutError
if no data is received forheartbeat_interval+ 5 seconds (defaults to 35 seconds) - Changed
SlowReaderBehavior::Skipto send "skip" instead of "drop" to the gateway
Breaking changes
NextRecordnow throwsLiveApiErrorinstead ofDbnResponseErrorwhen the gateway
closes the session. Code catchingDbnResponseErrorfor this case should be updated
0.51.0
Release notes
Enhancements
- Added support for
progressfield inBatchJobresponse
0.50.0
Release notes
Enhancements
- Added logic to set
codewhen upgrading version 1ErrorMsgto newer versions
0.49.0
Release notes
Enhancements
- Added
SkippedRecordsAfterSlowReadingto theErrorCodeenum for gateway errors
originating from slow client catch-up
0.48.0
Release notes
Enhancements
- Added
SlowReaderBehaviorenum andLiveBuilder::SetSlowReaderBehavior()to configure
gateway behavior when client falls behind - Added
SlowReaderBehavior()getter toLiveBlockingandLiveThreaded
Bug fixes
- Added conversion for missing schemas for function
RTypeFromSchema - Added explicit optional construction in
json_helpers.hpp(credit: Enrico Detoma)