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Releases: databento/databento-cpp

0.57.0

12 May 16:19
40c5a7b

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Release notes

Enhancements

  • Added Case(), DetailMessage(), and DocsUrl() getters on HttpResponseError.
    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 by what(); use the new Case(), DetailMessage(), and DocsUrl()
    getters for structured access

0.56.0

05 May 20:52
98779d9

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Enhancements

  • Added Index InstrumentClass variant
  • Added StatType variants IndicativeClosePrice and VenueSpecificPrice1

0.55.0

28 Apr 20:57
4f3a516

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Enhancements

  • Improved DbnDecoder throughput on current-version data and AsIs workloads by
    caching whether the upgrade policy-version combination requires upgrading, skipping
    the per-record DecodeRecordCompat dispatch on the fast path
  • Made detail::Buffer shifts explicit to avoid redundant moves during record decoding
  • Added new publisher values for Cboe Titanium Cboe Global Indices Feed
  • Added Year to SplitDuration enum 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

21 Apr 17:44
ba9ba3f

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Enhancements

  • Added new publisher values for OPRA MEMX MX2 Options and IEX Options

0.53.0

08 Apr 15:07
6a03e01

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Enhancements

  • Added TryNextRecord and FillBuffer to LiveBlocking for more fine-grained
    control around I/O
  • Added TimeoutConf struct and SetTimeoutConf() builder method for configuring connect
    and auth timeouts on the Live client (defaults to 10s and 30s)
  • Added SessionId() and Timeouts() getters to LiveBlocking and LiveThreaded

0.52.0

31 Mar 16:23
696eb6a

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Release notes

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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Release notes

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)