VER: Release 0.67.0

See release notes.

Author: nmacholl

CHANGELOG.md

@@ -1,5 +1,18 @@
 # Changelog
 
+## 0.67.0 - 2025-12-02
+
+#### Enhancements
+- Added a property `Live.subscription_requests` which returns a list of tuples containing every `SubscriptionRequest` for the live session
+- Changed the return value of `Live.subscribe()` to `int`, the value of the subscription ID, which can be used to index into the `Live.subscription_requests` property
+- Added feature to automatically monitor for hung connections in the `Live` client
+  - Hung connections will be disconnected client side with a `BentoError`
+- Added new venue, dataset, and publisher for Cboe Futures Exchange (`XCBF.PITCH`)
+
+#### Breaking changes
+- Several log messages have been reformatted to improve clarity and reduce redundancy, especially at debug levels
+- The `map_symbols` parameter for `Historical.batch.submit_job()` now defaults to `True` for JSON and CSV encodings
+
 ## 0.66.0 - 2025-11-18
 
 #### Enhancements

databento/common/publishers.py

@@ -118,6 +118,8 @@ class Venue(StringyMixin, str, Enum):
         Eurex Exchange.
     XEEE
         European Energy Exchange.
+    XCBF
+        Cboe Futures Exchange.
 
     """
 
@@ -172,6 +174,7 @@ class Venue(StringyMixin, str, Enum):
     IFLL = "IFLL"
     XEUR = "XEUR"
     XEEE = "XEEE"
+    XCBF = "XCBF"
 
     @classmethod
     def from_int(cls, value: int) -> Venue:
@@ -280,6 +283,8 @@ def from_int(cls, value: int) -> Venue:
             return Venue.XEUR
         if value == 51:
             return Venue.XEEE
+        if value == 52:
+            return Venue.XCBF
         raise ValueError(f"Integer value {value} does not correspond with any Venue variant")
 
     def to_int(self) -> int:
@@ -388,6 +393,8 @@ def to_int(self) -> int:
             return 50
         if self == Venue.XEEE:
             return 51
+        if self == Venue.XCBF:
+            return 52
         raise ValueError("Invalid Venue")
 
     @property
@@ -497,6 +504,8 @@ def description(self) -> str:
             return "Eurex Exchange"
         if self == Venue.XEEE:
             return "European Energy Exchange"
+        if self == Venue.XCBF:
+            return "Cboe Futures Exchange"
         raise ValueError("Unexpected Venue value")
 
 
@@ -584,6 +593,8 @@ class Dataset(StringyMixin, str, Enum):
         Eurex EOBI.
     XEEE_EOBI
         European Energy Exchange EOBI.
+    XCBF_PITCH
+        Cboe Futures Exchange PITCH.
 
     """
 
@@ -626,6 +637,7 @@ class Dataset(StringyMixin, str, Enum):
     IFLL_IMPACT = "IFLL.IMPACT"
     XEUR_EOBI = "XEUR.EOBI"
     XEEE_EOBI = "XEEE.EOBI"
+    XCBF_PITCH = "XCBF.PITCH"
 
     @classmethod
     def from_int(cls, value: int) -> Dataset:
@@ -710,6 +722,8 @@ def from_int(cls, value: int) -> Dataset:
             return Dataset.XEUR_EOBI
         if value == 39:
             return Dataset.XEEE_EOBI
+        if value == 40:
+            return Dataset.XCBF_PITCH
         raise ValueError(f"Integer value {value} does not correspond with any Dataset variant")
 
     def to_int(self) -> int:
@@ -794,6 +808,8 @@ def to_int(self) -> int:
             return 38
         if self == Dataset.XEEE_EOBI:
             return 39
+        if self == Dataset.XCBF_PITCH:
+            return 40
         raise ValueError("Invalid Dataset")
 
     @property
@@ -879,6 +895,8 @@ def description(self) -> str:
             return "Eurex EOBI"
         if self == Dataset.XEEE_EOBI:
             return "European Energy Exchange EOBI"
+        if self == Dataset.XCBF_PITCH:
+            return "Cboe Futures Exchange PITCH"
         raise ValueError("Unexpected Dataset value")
 
 
@@ -1096,6 +1114,8 @@ class Publisher(StringyMixin, str, Enum):
         Eurex EOBI - Off-Market Trades.
     XEEE_EOBI_XOFF
         European Energy Exchange EOBI - Off-Market Trades.
+    XCBF_PITCH_XCBF
+        Cboe Futures Exchange.
 
     """
 
@@ -1203,6 +1223,7 @@ class Publisher(StringyMixin, str, Enum):
     XEEE_EOBI_XEEE = "XEEE.EOBI.XEEE"
     XEUR_EOBI_XOFF = "XEUR.EOBI.XOFF"
     XEEE_EOBI_XOFF = "XEEE.EOBI.XOFF"
+    XCBF_PITCH_XCBF = "XCBF.PITCH.XCBF"
 
     @classmethod
     def from_int(cls, value: int) -> Publisher:
@@ -1417,6 +1438,8 @@ def from_int(cls, value: int) -> Publisher:
             return Publisher.XEUR_EOBI_XOFF
         if value == 104:
             return Publisher.XEEE_EOBI_XOFF
+        if value == 105:
+            return Publisher.XCBF_PITCH_XCBF
         raise ValueError(f"Integer value {value} does not correspond with any Publisher variant")
 
     def to_int(self) -> int:
@@ -1631,6 +1654,8 @@ def to_int(self) -> int:
             return 103
         if self == Publisher.XEEE_EOBI_XOFF:
             return 104
+        if self == Publisher.XCBF_PITCH_XCBF:
+            return 105
         raise ValueError("Invalid Publisher")
 
     @property
@@ -1846,6 +1871,8 @@ def venue(self) -> Venue:
             return Venue.XOFF
         if self == Publisher.XEEE_EOBI_XOFF:
             return Venue.XOFF
+        if self == Publisher.XCBF_PITCH_XCBF:
+            return Venue.XCBF
         raise ValueError("Unexpected Publisher value")
 
     @property
@@ -2061,6 +2088,8 @@ def dataset(self) -> Dataset:
             return Dataset.XEUR_EOBI
         if self == Publisher.XEEE_EOBI_XOFF:
             return Dataset.XEEE_EOBI
+        if self == Publisher.XCBF_PITCH_XCBF:
+            return Dataset.XCBF_PITCH
         raise ValueError("Unexpected Publisher value")
 
     @property
@@ -2276,4 +2305,6 @@ def description(self) -> str:
             return "Eurex EOBI - Off-Market Trades"
         if self == Publisher.XEEE_EOBI_XOFF:
             return "European Energy Exchange EOBI - Off-Market Trades"
+        if self == Publisher.XCBF_PITCH_XCBF:
+            return "Cboe Futures Exchange"
         raise ValueError("Unexpected Publisher value")

databento/common/types.py

@@ -1,19 +1,20 @@
 import datetime as dt
 import logging
+import pathlib
+import warnings
 from collections.abc import Callable
 from os import PathLike
-import pathlib
-from typing import Generic
 from typing import IO
+from typing import Generic
 from typing import TypedDict
 from typing import TypeVar
-import warnings
 
 import databento_dbn
 import pandas as pd
 
 from databento.common.error import BentoWarning
 
+
 logger = logging.getLogger(__name__)
 
 DBNRecord = (
@@ -188,14 +189,14 @@ def write(self, data: bytes) -> None:
         except Exception as exc:
             if self._exc_fn is None:
                 self._warn(
-                    f"stream '{self.stream_name}' encountered an exception without an exception handler: {repr(exc)}",
+                    f"stream '{self.stream_name}' encountered an exception without an exception handler: {exc!r}",
                 )
             else:
                 try:
                     self._exc_fn(exc)
                 except Exception as inner_exc:
                     self._warn(
-                        f"exception callback '{self.exc_callback_name}' encountered an exception: {repr(inner_exc)}",
+                        f"exception callback '{self.exc_callback_name}' encountered an exception: {inner_exc!r}",
                     )
                     raise inner_exc from exc
             raise exc
@@ -258,14 +259,14 @@ def call(self, record: DBNRecord) -> None:
         except Exception as exc:
             if self._exc_fn is None:
                 self._warn(
-                    f"callback '{self.callback_name}' encountered an exception without an exception callback: {repr(exc)}",
+                    f"callback '{self.callback_name}' encountered an exception without an exception callback: {exc!r}",
                 )
             else:
                 try:
                     self._exc_fn(exc)
                 except Exception as inner_exc:
                     self._warn(
-                        f"exception callback '{self.exc_callback_name}' encountered an exception: {repr(inner_exc)}",
+                        f"exception callback '{self.exc_callback_name}' encountered an exception: {inner_exc!r}",
                     )
                     raise inner_exc from exc
             raise exc

databento/historical/api/batch.py

@@ -71,7 +71,7 @@ def submit_job(
         compression: Compression | str = "zstd",
         pretty_px: bool = False,
         pretty_ts: bool = False,
-        map_symbols: bool = False,
+        map_symbols: bool | None = None,
         split_symbols: bool = False,
         split_duration: SplitDuration | str = "day",
         split_size: int | None = None,
@@ -116,9 +116,10 @@ def submit_job(
         pretty_ts : bool, default False
             If timestamps should be formatted as ISO 8601 strings.
             Only applicable for 'csv' or 'json' encodings.
-        map_symbols : bool, default False
-            If the requested symbol should be appended to every text encoded record.
-            Only applicable for 'csv' or 'json' encodings.
+        map_symbols : bool, optional
+            If a symbol field should be included with every text encoded record.
+            If `None`, will default to `True` for `csv` and `json` encodings and `False` for
+            `dbn`.
         split_symbols : bool, default False
             If files should be split by raw symbol. Cannot be requested with `'ALL_SYMBOLS'`.
         split_duration : SplitDuration or str {'day', 'week', 'month', 'none'}, default 'day'
@@ -149,6 +150,10 @@ def submit_job(
         """
         stype_in_valid = validate_enum(stype_in, SType, "stype_in")
         symbols_list = symbols_list_to_list(symbols, stype_in_valid)
+        encoding_valid = validate_enum(encoding, Encoding, "encoding")
+
+        if map_symbols is None:
+            map_symbols = encoding_valid != Encoding.DBN
 
         data: dict[str, object | None] = {
             "dataset": validate_semantic_string(dataset, "dataset"),
@@ -158,7 +163,7 @@ def submit_job(
             "schema": str(validate_enum(schema, Schema, "schema")),
             "stype_in": str(stype_in_valid),
             "stype_out": str(validate_enum(stype_out, SType, "stype_out")),
-            "encoding": str(validate_enum(encoding, Encoding, "encoding")),
+            "encoding": str(encoding_valid),
             "compression": (
                 str(validate_enum(compression, Compression, "compression")) if compression else None
             ),
@@ -292,7 +297,9 @@ def download(
 
         """
         if keep_zip and filename_to_download:
-            raise ValueError("Cannot specify an individual file to download when `keep_zip=True`")
+            raise ValueError(
+                "Cannot specify an individual file to download when `keep_zip=True`",
+            )
 
         batch_download = _BatchJob(
             self,
@@ -369,7 +376,9 @@ async def download_async(
 
         """
         if keep_zip and filename_to_download:
-            raise ValueError("Cannot specify an individual file to download when `keep_zip=True`")
+            raise ValueError(
+                "Cannot specify an individual file to download when `keep_zip=True`",
+            )
 
         batch_download = _BatchJob(
             self,
@@ -458,7 +467,9 @@ def _download_batch_file(
                 ) as response:
                     check_http_error(response)
                     with open(output_path, mode=mode) as f:
-                        for chunk in response.iter_content(chunk_size=HTTP_STREAMING_READ_SIZE):
+                        for chunk in response.iter_content(
+                            chunk_size=HTTP_STREAMING_READ_SIZE,
+                        ):
                             f.write(chunk)
 
                             # Successfully wrote some data, reset attempts counter
@@ -548,7 +559,9 @@ def _download_batch_zip(
                 ) as response:
                     check_http_error(response)
                     with open(output_path, mode="wb") as f:
-                        for chunk in response.iter_content(chunk_size=HTTP_STREAMING_READ_SIZE):
+                        for chunk in response.iter_content(
+                            chunk_size=HTTP_STREAMING_READ_SIZE,
+                        ):
                             f.write(chunk)
             except BentoHttpError as exc:
                 if exc.http_status == 429:
@@ -615,7 +628,9 @@ def __init__(
                 urls = file_detail["urls"]
             except KeyError as exc:
                 missing_key = exc.args[0]
-                raise BentoError(f"Batch job manifest missing key '{missing_key}'") from None
+                raise BentoError(
+                    f"Batch job manifest missing key '{missing_key}'",
+                ) from None
             except TypeError:
                 raise BentoError("Error parsing job manifest") from None