Rust

0.64.0 - Upcoming

Enhancements

Added LiveClient::unsubscribe() and the Unsubscription type for removing symbols from a live session's subscriptions
Added LiveClient::unsubscriptions() and LiveClient::unsubscriptions_mut()
Added Subscription::to_unsubscription() and From<&Subscription> for Unsubscription for reversing a subscription
Modified LiveClient::resubscribe() to resubscribe only to active subscriptions

Breaking changes

Added sent_at field to Subscription

0.63.0 - 2026-09-29

Enhancements

Optimized LiveClient::next_record() and LiveClient::try_next_record() to decode records in batches
Upgraded DBN version to 0.71.0
Upgraded zstd to 0.14

Deprecations

From DBN:
Deprecated dbn::decode::dbn::async_decode_record_ref_with_fsm; DbnFsm can be used directly

0.62.0 - 2026-09-21

Enhancements

Upgraded DBN version to 0.70.0:
Sped up decode_ref() and decode_record_ref() on the sync and async record decoders, which now decode records in batches
Added DbnFsm::process_batch() for decoding a batch of records in a single call, along with has_buffered_record() and next_buffered_record() for draining the batch
Added new venue, dataset, and publishers for Databento Core Indices

Breaking changes

From DBN:
Replaced Record::header() with a method per header field: raw_rtype(), publisher_id(), instrument_id(), and raw_ts_event(), joining the existing record_size(), rtype(), and publisher(). RecordRef, RecordRefMut, RecordBuf, RecordEnum, and RecordRefEnum keep a header() method of their own, and concrete record types keep their hd field
Record::raw_rtype() returns u16 and Record::instrument_id() returns u64, wider than the corresponding RecordHeader fields, which are unchanged
RType::try_into_schema() takes a u16 and returns None for values outside the range of the RecordHeader rtype field

Bug fixes

From DBN:
Fixed DbnFsm::process_all() and DbnFsm::process_many() returning Record with no records instead of ReadMore when the buffer held no complete record
Fixed unsound RecordRefMut accessors, which returned references outliving the borrow of self and let safe code hold two mutable references to the same record, or a shared reference aliasing a mutable one. get_mut() and get_mut_unchecked() now take &mut self, and header() returns a reference borrowing self
Fixed undefined behavior when mutating a record through a RecordRefMut, where the write went through a pointer that permitted only reads, or that did not span the whole record
Fixed DbnFsm::process_all() and DbnFsm::process_many() discarding the records decoded before an invalid record. They now return those records and the error on the following call, matching DbnFsm::process()

0.61.0 - 2026-09-01

Enhancements

Upgraded DBN version to 0.69.0:
Added UnsubscribeAck to the SystemCode enum for acknowledging unsubscribe requests

Bug fixes

From DBN:
Fixed unsound AsRef<[u8]> for RecordBuf, which produced a slice longer than the buffer when the header length written through raw_buf_mut() exceeded the capacity
Fixed incorrect count in DBN metadata causing decoding to read into the start of records

0.60.0 - 2026-08-25

Enhancements

Upgraded DBN version to 0.68.0:
Added MetadataEncoder::encoded_len() for the number of bytes encode() will write
Improved documentation for the min_price_increment_amount and inst_attrib_value fields

Breaking changes

Changed BatchClient::list_jobs() to request the new short response format of the batch.list_jobs endpoint and return Vec<BatchJobShort>, which contains only the id, state, and ts_received fields for each job. Use BatchClient::get_job_details() to fetch the complete details of an individual job

Deprecations

Deprecated BatchClient::list_jobs_full(), which returns the full job details like list_jobs() did previously. The batch.list_jobs endpoint will stop returning full job details at a future date, at which point this method will be removed

0.59.0 - 2026-08-18

Enhancements

Added a dataset field to ListFieldsParams for MetadataClient::list_fields(). If not provided, the returned fields are for the latest DBN encoding version, which may not match a specific dataset's schema
Upgraded DBN version to 0.67.0:
Added SType::ListingId, SType::IssuerId, and SType::SecurityId variants, for use with the reference data API
Upgraded sha2 version to 0.11

Breaking changes

Updated the minimum supported tokio version to 1.47, which was released one year ago

0.58.0 - 2026-08-11

Enhancements

Upgraded DBN version to 0.66.0:
Improved performance of record field accessors that convert a raw value to an enum, such as side(), action() and rtype(), by no longer copying the description when constructing the conversion error
Improved performance of Record::raw_index_ts() for records with an unrecognized rtype
Relaxed the bound on From<&R> for RecordRef from R: HasRType to R: Record, so a RecordRef can be constructed from any record type, including RecordRef itself

0.57.0 - 2026-08-04

Enhancements

Added an allocate_isins field to GetRangeParams and GetLastParams for AdjustmentFactorsClient, CorporateActionsClient, and SecurityMasterClient to control whether new ISINs are allocated for plans that are ISIN-limited
Upgraded DBN version to 0.65.0:
Added a ReplayDataAgedOut variant to ErrorCode for when the data for a replay subscription is no longer retained and the schema is incompatible with skipping records
Added new publisher values for JPX
Upgraded time version to 0.3.55

0.56.0 - 2026-07-28

Enhancements

Added CorporateActionsClient::list_events() and list_enums() for fetching documentation on supported corporate action event types and enum values
Upgraded DBN version to 0.64.0:
Added a finish() method to DynWriter to flush data and finalize the output stream. For compressed data this will write the zstandard end-of-frame block
Upgraded time version to 0.3.54

Bug fixes

From DBN:
Fixed AsRef<[u8]> for concrete record types encoding only size_of::<Self>() bytes instead of the full record_size() from the header length, which dropped appended ts_out bytes and corrupted output when re-encoding a typed record decoded from a stream with ts_out

0.55.0 - 2026-07-14

Enhancements

Upgraded DBN version to 0.63.0:
Added an integer representation for VersionUpgradePolicy

0.54.0 - 2026-07-07

Enhancements

Upgraded DBN version to 0.62.0:
Added RecordDecoder::seek_to for absolute byte-offset seeking
Added is_compressed helpers for dynamic DBN readers
Added MatchAlgorithm variant Allocation
Added new publisher values for Cboe Titanium Cboe Global Indices Feed
Added StatType variants MwcbLevel1, MwcbLevel2, and MwcbLevel3
Added StatType variants AuctionCollarReferencePrice, AuctionCollarUpperPrice, and AuctionCollarLowerPrice
Upgraded time version to 0.3.53

Breaking changes

Breaking changes from DBN:
Renamed the following Venue, Dataset, and Publisher:
CGIF to MAIN
CGIF.TITANIUM to MAIN.CGIF
CGIF.TITANIUM.CGIF to MAIN.CGIF.MAIN
Changed the default size field to 0 in MboMsg, TradeMsg, Mbp1Msg, Mbp10Msg, BboMsg, Cmbp1Msg, and CbboMsg

0.53.0 - 2026-06-02

Enhancements

Added BatchClient::get_job_details() to access the full details of a batch job
Upgraded DBN version to 0.59.0:
Added encode_record_ref_with_ts_out and encode_record_refs_with_ts_out methods to the EncodeRecordRef and AsyncEncodeRecordRef traits. The DBN encoder uses vectored I/O to append the ts_out timestamp without copying the record body, while CSV and JSON encoders serialize from a cloned struct as usual
Added new venues, datasets, and publishers for US Equities Securities Information Processors

0.52.0 - 2026-05-26

Enhancements

Added logging for gateway ErrorMsg and SystemMsg records in the live Client. Suppress via the tracing subscriber's level filter

0.51.0 - 2026-05-12

Enhancements

Added case and payload fields to ApiError to expose the machine-readable error identifier and structured context (dataset, requested range, available range, etc.) returned by the historical API
Included the error case in ApiError's Display output
Upgraded DBN version to 0.58.0:
Relaxed TsSymbolMap::insert to accept impl Into<Arc<String>> for the symbol parameter

0.50.0 - 2026-05-05

Enhancements

Upgraded DBN version to 0.57.0:
Added INDEX InstrumentClass variant
Added StatType variants INDICATIVE_CLOSE_PRICE and VENUE_SPECIFIC_PRICE_1

0.49.0 - 2026-04-29

Enhancements

Added SplitDuration::Year for historical batch job submission
Upgraded DBN version to 0.56.0:
Added DecodeRecordRef::decode_buf_iter() for lazily iterating owned RecordBufs via a standard Iterator
Added AsyncDecodeRecordRef::decode_stream() for lazily decoding owned RecordBufs via a futures::Stream
Improved DbnFsm decode throughput by making AlignedBuffer shifts lazy, deferring the internal move to buffer refill boundaries
Added new publisher values for Cboe Titanium Cboe Global Indices Feed
Added support for splitting files by year to TimeSplitter

0.48.0 - 2026-04-21

Enhancements

Upgraded DBN version to 0.55.0:
Added new publisher values for OPRA MEMX MX2 Options and IEX Options
Improved DbnFsm decode throughput on current-version data and AsIs workloads

Bug fixes

Removed unsound Copy and Clone implementations for RecordRefMut

0.47.0 - 2026-04-15

Enhancements

Replaced typed-builder dependency with bon for all parameter builder structs
Added maybe_ prefixed setters for all Option fields on parameter builders, allowing callers to pass Option<T> directly (e.g. maybe_start(Some(datetime)) or maybe_start(None))
Upgraded DBN version to 0.54.0:
Added RecordBuf, an owned stack-allocated buffer for holding a DBN record of dynamic type. Complements RecordRef (borrowed, dynamic) and concrete types (owned, static). Supports get(), try_get(), set(), upgrade(), and cross-capacity PartialEq
Added RecordRefMut for mutable non-owning references to DBN records
Added RecordRef::to_owned() and RecordRefMut::to_owned() for converting borrowed records to an owned RecordBuf
Added Hash, PartialEq, and Eq for RecordRef, including cross-type equality between RecordBuf and RecordRef
Changed RecordHeader to be Copy

Breaking changes

Changed use_snapshot() setter on Subscription builder to require an explicit bool argument: .use_snapshot() becomes .use_snapshot(true)
Changed map_symbols field in SubmitJobParams from bool to Option<bool>
Changed limit() setter on GetRangeParams, GetRangeToFileParams, GetQueryParams, and SubmitJobParams builders to accept NonZeroU64 instead of Option<NonZeroU64>. Use maybe_limit() for the previous behavior of passing an Option directly

Bug fixes

Removed #[doc(hidden)] from Subscription::use_snapshot

0.46.0 - 2026-04-07

Enhancements

Added TimeoutConf struct and timeout_conf() builder method for configuring connect and auth timeouts on the Live client (defaults to 10s and 30s)
Added ConnectTimeout and AuthTimeout error variants
Upgraded DBN version to 0.53.0:
FlagSet setter methods are now const, making it easier to define constants

Breaking changes

Changed split_duration field in SubmitJobParams and BatchJob from Option<SplitDuration> to SplitDuration. Use SplitDuration::None instead of None

Bug fixes

Added missing None variant to SplitDuration enum for explicitly requesting no time-based splitting

0.45.0 - 2026-03-31

Enhancements

Upgraded DBN version to 0.52.0
Added HeartbeatTimeout error variant: next_record and fill_buf return Error::HeartbeatTimeout 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

0.44.0 - 2026-03-17

Enhancements

Added support for progress field in BatchJob response

0.43.0 - 2026-03-04

Enhancements

Upgraded DBN version to 0.51.0:
Added logic to set code when upgrading version 1 ErrorMsg to newer versions
Upgraded async-compression dependency version to 0.4.41
Upgraded time version to 0.3.47
Fixed miri issue with potential for unaligned data when decoding DBN through DbnFsm

0.42.0 - 2026-02-24

Enhancements

Upgraded DBN version to 0.50.0:
Added SkippedRecordsAfterSlowReading to the ErrorCode enum for gateway errors originating from slow client catch-up
Upgraded reqwest version to 0.13

0.41.0 - 2026-02-18

Enhancements

Added three new methods to the Live client for more control over when I/O occurs. Together they provide an alternative to next_record():
fill_buf(): reads available data from the socket into the internal buffer without processing records
try_next_record(): returns the next record from the internal buffer without performing any I/O. Returns Ok(None) if no complete records are available in the buffer.
is_closed(): returns whether the connection has been closed
Added SlowReaderBehavior enum and slow_reader_behavior() setter on the live client builder to configure gateway behavior when client falls behind
Added slow_reader_behavior() getter to LiveClient
Upgraded DBN version to 0.49.0:
Added encode_records to EncodeRecord and AsyncEncodeRecord traits for more efficient batch encoding
Added encode_record_refs to EncodeRecordRef and AsyncEncodeRecordRef traits with more efficient vectored I/O implementation for DBN

Breaking changes

From DBN:
Moved encode_records method from the EncodeDbn trait to EncodeRecord

0.40.0 - 2026-01-27

Enhancements

Added support for using compression in the live API:
Added compression() setter on the live client builder
Added compression() getter on the live client
A new Unknown(String) variant was added to the reference data enums Country, Currency, Event, and EventSubType. This allows for forward compatibility when new variants are added
Upgraded DBN version to 0.48.0:
Added initial support for splitting DBN files
Added new publisher for Blue Ocean ATS (OCEA_MEMOIR_OCEA)
Added http_client_builder method to the reference and historical client builders to allow more customization over the HTTP client used
Improved logging in Historical and Reference APIs
The following reference data enums now implement Display:
Country
Currency
Event
EventSubType
Frequency
OutturnStyle
SecurityType

Breaking changes

Refactor live::protocol messages to implement a new RawApiMsg trait
Move optional session parameters into SessionOptions struct which implements Default
As part of adding the new variant to the four reference data enums:
Country, Currency, Event, and EventSubType are no longer Copy
The Error type of the FromStr implementation was changed to Infallible: any unknown string will be parsed to the Unknown variant
The as_str method on these enums was removed: use as_ref instead
Event has been marked non-exhaustive
historical::ClientBuilder and reference::ClientBuilder are no longer Clone

Bug fixes

From DBN:
Fixed issue where AsyncDynReader instances created from with_buffer() would only decode the first frame of multi-frame Zstandard files

0.39.0 - 2026-01-20

Enhancements

Upgraded DBN version to 0.47.0:
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
Upgraded time version to 0.3.45
Improved documentation of heartbeat intervals

0.38.0 - 2025-12-16

Breaking changes

Changed Error::BadArgument::param_name from a String to a &'static str

Bug fixes

Fixed panic on failed write during authentication

0.37.0 - 2025-12-09

Enhancements

Added optional chrono feature for converting chrono date and datetime types to DateRange, DateTimeRange, and Subscription::start (credit: William Nelson)
Upgraded DBN version to 0.45.0:
Added new venue, dataset, and publisher for Cboe Futures Exchange (XCBF.PITCH)

Breaking changes

Changed the default to true for the map_symbols parameter in SubmitJobParams::builder() for JSON and CSV encodings
Moved DateTimeLike trait to top level

Bug fixes

Fixed checksum verification for resumed downloads in batch().download(). Previously, it would erroneously fail

0.36.0 - 2025-11-19

Enhancements

Added support for using built-in range syntax for specifying date and datetime ranges in the historical API, e.g. date!(2020-01-01)..=date!(2020-12-31)
Changed metadata().get_dataset_range(), metadata().list_schemas(), and metadata().list_unit_prices() to accept any impl AsRef<str> as the dataset parameter
Upgraded DBN version to 0.44.0:
Added logic to set code when upgrading version 1 SystemMsg to newer versions
Added Dataset::publishers() method to retrieve all Publisher values for a dataset

Breaking changes

Updated the minimum supported tokio version to 1.41, which was released one year ago
Made reference enums Country, Currency, and EventSubType non-exhaustive
Removed variants from Country and Currency that were not present in any data
Added more variants to EventSubType

0.35.0 - 2025-10-22

Enhancements

Initial release with Reference API support
Upgraded DBN version to 0.43.0:
Added explicit Unset variant for SystemCode and ErrorCode
Added Default implementation for SystemCode and ErrorCode

0.34.1 - 2025-09-30

Enhancements

Upgraded DBN version to 0.42.0

Bug fixes

Fixed visibility of fields in DateRange and DateTimeRange

0.34.0 - 2025-09-23

Enhancements

Added batch download retry, resumption, and checksum verification
Changed setter for batch::DownloadParams to accept any impl ToString for filename_to_download

Breaking changes

Changed sha2 to a required dependency

0.33.1 - 2025-08-26

Enhancements

Upgraded DBN version to 0.41.0:
Added interval method to RType and Schema to get the duration for subsampled schemas like Ohlcv1H and Cbbo1S
Changed the default value for channel_id to be u8::MAX in MboMsg and u16::MAX elsewhere since 0 is a valid channel ID

0.33.0 - 2025-08-19

Enhancements

Upgraded DBN version to 0.40.0:
Added DbnVersion new type

Breaking changes

Removed bill_id field from BatchJob struct
Breaking changes from DBN:
Marked ErrorCode and SystemCode non-exhaustive to allow adding future variants without a breaking change
Added EndOfInterval variant to SystemCode to notify when all OHLCV bars and subsampled BBO records have been published for a time interval

0.32.0 - 2025-08-12

Enhancements

Upgraded DBN version to 0.39.1:
Added PUBLISHER_SPECIFIC flag
Improved JSON encoding performance
Added a Default implementation for SecurityUpdateAction

Breaking changes

Removed unused Received variant from JobState enum

0.31.0 - 2025-07-30

Enhancements

Changed timeseries.get_range_to_file() to return a concrete type instead of an impl trait type
Upgraded DBN version to 0.39.0:
Added side() and unpaired_side() methods to ImbalanceMsg that convert the fields of the same name to the Side enum
Added pretty_auction_time property in Python for ImbalanceMsg
Added Default implementation for StatUpdateAction
Added warnings to the floating-point getter methods' docstrings
Added action and ts_in_delta getters to BboMsg
Added ts_recv getter to StatusMsg
Added missing floating-point price getters to InstrumentDefMsg record types from all DBN versions
Added more floating-point price getters to ImbalanceMsg
Added floating-point price getter to StatMsg and v1::StatMsg

Breaking changes

Breaking changes from DBN:
Changed SystemMsg::code() and ErrorMsg::code() methods to return a Result instead of an Option to be consistent with other enum conversion methods
Changed auction_time field in ImbalanceMsg to be formatted as a timestamp

Bug fixes

Removed unused S3 and Disk variants from Delivery enum

0.30.0 - 2025-07-22

Breaking changes

Upgraded DBN version to 0.38.0:
Renamed Compression::ZStd to Zstd for consistency

0.29.0 - 2025-07-15

Breaking changes

Upgraded DBN version to 0.37.0:
Renamed the following Venue, Dataset, and Publishers:
XEER to XEEE
XEER.EOBI to XEEE.EOBI
XEER.EOBI.XEER to XEEE.EOBI.XEEE
XEER.EOBI.XOFF to XEEE.EOBI.XOFF
Renamed CMBP1 constant to CMBP_1 for consistency with MBP_1 and MBP_10

Bug fixes

Removed Intraday variant from DatasetCondition enum

0.28.0 - 2025-07-01

Enhancements

Added operating system info to the user agent to aid troubleshooting
Standardized client info sent by live clients to match historical
Added methods to the client builders to extend the user agents with a custom string

Deprecations

Deprecated Historical::with_url(): use the builder to override the base URL
Deprecated the upgrade_policy parameters for timseries().get_range() and timeseries().get_range_to_file(): use the Historical client parameter instead

0.27.1 - 2025-06-25

Enhancements

Added range_by_schema field to DatasetRange struct

Bug fixes

Changed type of last_modified_date in DatasetConditionDetail to Option<time::Date> to support missing dates

0.27.0 - 2025-06-10

Enhancements

Made the buffer size used by the live client when reading from the TCP socket configurable through the LiveBuilder::buffer_size() method
Added support for using rustls without pulling in OpenSSL. reqwest with OpenSSL is still the default
Upgraded DBN version to 0.36.0:
Added support for width, fill, and padding when formatting pretty::Ts
Added support for sign, precision, width, fill, and padding when formatting pretty::Px
Optimized pretty formatting of prices and timestamps

Breaking changes

Changed type of split_duration to Option<SplitDuration> to support setting no split duration
Breaking changes from DBN:
Moved core async decoding and encoding functionality to new traits to match the sync interface and present a standardized interface
Decoding: AsyncDecodeRecordRef and AsyncDecodeRecord
Encoding: AsyncEncodeRecord, AsyncEncodeRecordRef, and AsyncEncodeRecordTextExt

Deprecations

Deprecated LiveClient::connect and LiveClient::connect_with_addr methods in favor of using the builder so additional optional parameters can be added without a breaking change

Bug fixes

Fixed bug with deserializing null split_duration in historical batch().list_jobs()

0.26.2 - 2025-06-03

Enhancements

Improved performance of live client by removing redundant state
Upgraded DBN version to 0.35.1

Bug fixes

Fixed handling of VersionUpgradePolicy in timeseries().get_range() and get_range_to_file()
Bug fixes from DBN:
Fixed behavior where encoding metadata could lower the version
Changed DbnFsm::data() to exclude all processed data
Fixed Metadata::upgrade() behavior with UpgradeToV2

0.26.1 - 2025-05-30

Bug fixes

Fixed handling of VersionUpgradePolicy in live client
Fixed default upgrade policies to UpgradeToV3 to match announcement for version 0.26.0

0.26.0 - 2025-05-28

This version marks the release of DBN version 3 (DBNv3), which is the new default. API methods and decoders support decoding all versions of DBN, but now default to upgrading data to version 3.

Enhancements

Added From<DatasetRange> conversion for DateTimeRange
Added is_last field to live subscription requests which will be used to improve the handling of split subscription requests
Upgraded DBN version to 0.35.0:
Version 1 and 2 structs can be converted to version 3 structs with the From trait
Implemented conversion from RecordRef to IoSlice for use with Write::write_vectored

Breaking changes

Breaking changes from DBN:
Definition schema:
Updated InstrumentDefMsg with new leg_ fields to support multi-leg strategy definitions.
Expanded asset to 11 bytes and ASSET_CSTR_LEN to match
Expanded raw_instrument_id to 64 bits to support more venues. Like other 64-bit integer fields, its value will now be quoted in JSON
Removed trading_reference_date, trading_reference_price, and settl_price_type fields which will be normalized in the statistics schema
Removed md_security_trading_status better served by the status schema
Statistics schema:
Updated StatMsg has an expanded 64-bit quantity field. Like other 64-bit integer fields, its value will now be quoted in JSON
The previous StatMsg has been moved to v2::StatMsg or StatMsgV2
Changed the default VersionUpgradePolicy to UpgradeToV3
Updated the minimum supported tokio version to 1.38, which was released one year ago

0.25.0 - 2025-05-13

Enhancements

Increased live subscription symbol chunking size
Upgraded DBN version to 0.34.0:
Added a v3::StatMsg record with an expanded 64-bit quantity field
Added with_compression_level methods to DynWriter, AsyncDynWriter, and AsyncDynBufWriter
Added DBN_VERSION constants to each version module: v1, v2, and v3
Added UNDEF_STAT_QUANTITY constants to each version module
Added statistics compatibility trait StatRec for generalizing across different versions of the statistics record
Added AsRef<[u8]> implementations for RecordEnum and RecordRefEnum
Added new off-market publishers for Eurex, and European Energy Exchange (EEX)

Breaking changes

From DBN:
Made Record a subtrait of AsRef<[u8]> as all records should be convertible to bytes

0.24.0 - 2025-04-22

Enhancements

Upgraded DBN version to 0.33.0:
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
Converting a v1::SystemMsg to a v2::SystemMsg now sets to code to the heartbeat value
Added ASSET_CSTR_LEN constants for the size of asset field in InstrumentDefMsg in different DBN versions
Added encode_record_with_sym() method to AsyncJsonEncoder which encodes a record along with its text symbol to match the sync encoder

Breaking changes

Breaking changes from DBN:
Added code parameter to SystemCode::new() and ErrorMsg::new()
Updated the rtype_dispatch and schema_dispatch macro invocations to look more like function invocation
Increased the size of asset field in v3::InstrumentDefMsg from 7 to 11. The InstrumentDefMsgV3 message size remains 520 bytes.

0.23.0 - 2025-04-15

Enhancements

Added subscriptions to LiveClient Debug implementation
Upgraded DBN version to 0.32.0:
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
Converting a v1::SystemMsg to a v2::SystemMsg now sets to code to the heartbeat value
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
Upgraded pyo3 version to 0.24.1
Upgraded time version to 0.3.41

Breaking changes

Added new id field to live Subscription, which will be used for improved error messages
Added new id parameter to live::protocol::SubRequest::new() method
Breaking changes from DBN:
Added code parameter to SystemCode::new() and ErrorMsg::new()
Updated the rtype_dispatch and schema_dispatch macro invocations to look more like function invocation
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

0.22.0 - 2025-04-01

Enhancements

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 0.30.0:
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 - 2025-03-18

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:
Added new venues, datasets, and publishers for ICE Futures US, ICE Europe Financials products, Eurex, and European Energy Exchange (EEX)
Added new SkipBytes and AsyncSkipBytes traits which are a subset of the Seek and AsyncSeek traits respectively, only supporting seeking forward from the current position
Deprecated AsyncRecordDecoder::get_mut() and AsyncDecoder::get_mut() as modifying the inner reader after decoding any records could lead to a corrupted stream and decoding errors

0.20.0 - 2025-02-12

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 - 2025-01-21

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 - 2025-01-08

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 - 2024-12-17

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 - 2024-11-12

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

0.15.0 - 2024-10-22

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 - 2024-10-08

Enhancements

Upgraded DBN version to 0.22.1:
Fixed buffer overrun in c_chars_to_str on non-null terminated input
Combined _reserved3 and reserved4 fields in CbboMsg

0.14.0 - 2024-10-01

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

0.13.0 - 2024-09-25

Deprecations

Deprecated Packaging::Tar. Users should switch to Packaging::Zip. This variant will be removed in a future version when it is no longer supported by the API

0.12.1 - 2024-08-27

Enhancements

Added Intraday variant to DatasetCondition in preparation for intraday data being available from the historical API
Upgraded DBN version to 0.20.1 for new publisher values for XCIS.BBOTRADES and XNYS.BBOTRADES

0.12.0 - 2024-07-30

Breaking changes

Upgraded DBN version to 0.20.0:
Renamed SType::Nasdaq variant to SType::NasdaqSymbol
Renamed SType::Cms variant to SType::CmsSymbol

0.11.4 - 2024-07-16

Enhancements

Upgraded DBN version to 0.19.1 with fixes for BBOMsg record struct

0.11.3 - 2024-07-09

Enhancements

Upgraded DBN version to 0.19.0 with new BBOMsg record struct

0.11.2 - 2024-06-25

Enhancements

Added historical::timeseries::get_range_to_file method to persist the data stream to a given path before returning an AsyncDbnDecoder

0.11.1 - 2024-06-11

Enhancements

Added getter for heartbeat_interval to LiveClient

Bug fixes

Fixed potential incorrect DNS resolution when overriding the live gateway address with live::Builder::addr

0.11.0 - 2024-06-04

Enhancements

Added configurable heartbeat_interval parameter for live client that determines the timeout before heartbeat SystemMsg records will be sent. It can be configured via the heartbeat_interval and heartbeat_interval_s methods of the live::ClientBuilder
Added addr function to live::ClientBuilder for configuring a custom gateway address without using LiveClient::connect_with_addr directly
Upgraded DBN version to 0.18.1

Breaking changes

Added heartbeat_interval parameter to LiveClient::connect and LiveClient::connect_with_addr
Removed deprecated start_date and end_date fields from DatasetRange struct

0.10.0 - 2024-05-22

Enhancements

Added use_snapshot attribute to Subscription, defaults to false
Upgraded reqwest version to 0.12

Breaking changes

Upgraded DBN version to 0.18.0
Changed type of flags in MboMsg, TradeMsg, Mbp1Msg, Mbp10Msg, and CbboMsg from u8 to a new FlagSet type with predicate methods for the various bit flags as well as setters. The u8 value can still be obtained by calling the raw() method
Improved Debug formatting
Switched DecodeStream from streaming_iterator crate to fallible_streaming_iterator to allow better notification of errors
Changed default value for stype_in and stype_out in SymbolMappingMsg to u8::MAX to match C++ client and to reflect an unknown value. This also changes the value of these fields when upgrading a SymbolMappingMsgV1 to DBNv2

0.9.1 - 2024-05-15

Bug fixes

Fixed build when only live feature is enabled

0.9.0 - 2024-05-14

Enhancements

Added start and end fields to the DatasetRange struct which are instances of OffsetDateTime and provide time resolution and an exclusive end
Upgraded DBN version to 0.17.1

Deprecations

The start_date and end_date fields of the DatasetRange struct are deprecated and will be removed in a future release

0.8.0 - 2024-04-01

Enhancements

Upgraded DBN version to 0.17.0
Added new record types and schema variants for consolidated BBO and subsampled BBO
Added Volatility and Delta StatType variants

Breaking changes

Removed previously-deprecated live::SymbolMap. Please use databento::dbn::PitSymbolMap instead

0.7.1 - 2024-03-05

Enhancements

Improve error handling when a historical HTTP error response is not in the expected JSON format

0.7.0 - 2024-03-01

Enhancements

Documented cancellation safety of LiveClient methods
Documented live::Subscription::start is based on ts_event
Allow constructing a DateRange and DateTimeRange with an end based on a time::Duration
Implemented Debug for LiveClient, live::ClientBuilder, HistoricalClient, historical::ClientBuilder, BatchClient, MetadataClient, SymbologyClient, and TimeseriesClient
Derived Clone for live::ClientBuilder and historical::ClientBuilder
Added ApiKey type for safely deriving Debug for types containing an API key

Breaking changes

Changed default upgrade_policy in LiveBuilder and GetRangeParams to Upgrade so by default the primary record types can always be used
Simplified DateRange and DateTimeRange by removing FwdFill variant that didn't work correctly
Upgraded DBN version to 0.16.0
Updated StatusMsg in preparation for status schema release
Fixed handling of ts_out when upgrading DBNv1 records to version 2
Fixed handling of ErrorMsgV1 and SystemMsgV1 in rtype dispatch macros

0.6.0 - 2024-01-16

Enhancements

Relaxed version requirements for tokio, tokio-util, and thiserror

Breaking changes

Upgraded DBN version to 0.15.0
Added support for larger SystemMsg and ErrorMsg records
Improved Debug implementations for records and RecordRef
Improved panic messages for RecordRef::get
Upgraded typed-builder to 0.18

Bug fixes

Fixed documentation for end in DateRange::Closed and DateTimeRange::Closed

0.5.0 - 2023-11-23

This release adds support for DBN v2.

DBN v2 delivers improvements to the Metadata header symbology, new stype_in and stype_out fields for SymbolMappingMsg, and extends the symbol field length for SymbolMappingMsg and InstrumentDefMsg. The entire change notes are available here. Users who wish to convert DBN v1 files to v2 can use the dbn-cli tool available in the databento-dbn crate. On a future date, the Databento live and historical APIs will stop serving DBN v1.

This release is fully compatible with both DBN v1 and v2, and so should be seamless for most users.

Enhancements

Made LiveClient::next_record, dbn::decode::AsyncDbnDecoder::decode_record and decode_record_ref, and dbn::decode::AsyncRecordDecoder::decode and decode_ref cancel safe. This makes them safe to use within a tokio::select! statement
Improved error reporting for HistoricalClient when receiving an error from Databento's API
Improved error messages around API keys
Improved performance of CSV and JSON encoding
Added support for emitting warnings from historical API response headers, such as for future deprecations
Added symbol_map method to the Resolution struct returned by symbology::resolve that returns a TsSymbolMap
Added PartialEq and Eq implementations for parameter builder classes
Added upgrade_policy setter to the LiveClient builder and a getter to the LiveClient
Added upgrade_policy optional setter to the timeseries::GetRangeParams builder

Breaking changes

Upgraded dbn to 0.14.2. There are several breaking changes in this release as we begin migrating to DBN encoding version 2 (DBNv2) in order to support the ICE exchange:
Renamed dbn::InstrumentDefMsg to dbn::compat::InstrumentDefMsgV1 and added a new dbn::InstrumentDefMsg with a longer raw_symbol field
Renamed dbn::SymbolMappingMsg to dbn::compat::SymbolMappingMsgV1 and added a new dbn::SymbolMappingMsg with longer symbol fields and new stype_in and stype_out fields
Added symbol_cstr_len field to dbn::Metadata
Made Error non-exhaustive, meaning it no longer be exhaustively matched against, and new variants can be added in the future without a breaking change
Added an upgrade_policy parameter to LiveClient::connect and connect_with_addr. The builder provides a more stable API since new parameters are usually introduced as optional

Deprecations

Deprecated live::SymbolMap in favor of databento::dbn::PitSymbolMap

0.4.2 - 2023-10-23

Enhancements

Upgraded dbn to 0.13.0 for improvements to symbology helpers
Upgraded tokio to 1.33
Upgraded typed-builder to 0.17

Bug fixes

Fixed panic in LiveClient when gateway returned an auth response without the success key

0.4.1 - 2023-10-06

Enhancements

Added support for changing datetime format used in batch job responses
Upgraded dbn to 0.11.1

0.4.0 - 2023-09-21

Enhancements

Added pretty_px option for batch::submit_job, which formats prices to the correct scale using the fixed-precision scalar 1e-9 (available for CSV and JSON text encodings)
Added pretty_ts option for batch::submit_job, which formats timestamps as ISO 8601 strings (available for CSV and JSON text encodings)
Added map_symbols option to batch::submit_job, which appends the raw symbol to every record (available for CSV and JSON text encodings) reducing the need to look at the symbology.json file
Added split_symbols option for batch::submit_job, which will split files by raw symbol
Added encoding option to batch::submit_job to allow requesting non-DBN encoded data through the client
Added map_symbols, pretty_px, and pretty_ts to BatchJob response

0.3.0 - 2023-09-13

Enhancements

Added SymbolMap type to help maintain up-to-date symbol mappings with live data
Added chunking to handle subscribing to many symbols for the Live client
Upgraded DBN version to 0.10.2 for easier historical symbology

0.2.1 - 2023-08-25

Enhancements

Upgraded DBN version to 0.9.0 for publisher improvements to support OPRA

0.2.0 - 2023-08-10

Breaking changes

Changed metadata::list_publishers to return a Vec<PublisherDetail>
metadata::list_fields:
Changed return type to Vec<FieldDetail>
Made encoding and schema parameters required
Removed dataset parameter
metadata::list_unit_prices:
Changed return type to Vec<UnitPricesForMode>
Made dataset parameter required
Removed mode and schema parameters

0.1.0 - 2023-08-02

Initial release with support for historical and live data