VER: Release 0.46.0

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,15 @@
 # Changelog
 
+## 0.46.0 - 2026-01-20
+
+### Enhancements
+- 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`
+
 ## 0.45.0 - 2025-12-10
 
 ### Enhancements

CMakeLists.txt

@@ -1,12 +1,12 @@
-cmake_minimum_required(VERSION 3.24..4.0)
+cmake_minimum_required(VERSION 3.24..4.2)
 
 #
 # Project details
 #
 
 project(
   databento
-  VERSION 0.45.0
+  VERSION 0.46.0
   LANGUAGES CXX
   DESCRIPTION "Official Databento client library"
 )

CODE_OF_CONDUCT.md

@@ -60,7 +60,7 @@ representative at an online or offline event.
 
 Instances of abusive, harassing, or otherwise unacceptable behavior may be
 reported to the community leaders responsible for enforcement at
-info@nautechsystems.io.
+support@databento.com.
 All complaints will be reviewed and investigated promptly and fairly.
 
 All community leaders are obligated to respect the privacy and security of the

README.md

@@ -26,7 +26,7 @@ include(FetchContent)
 FetchContent_Declare(
   databento
   GIT_REPOSITORY https://github.com/databento/databento-cpp
-  GIT_TAG HEAD
+  GIT_TAG main
 )
 FetchContent_MakeAvailable(databento)
 

include/databento/enums.hpp

@@ -416,6 +416,20 @@ enum StatType : std::uint16_t {
   // official opening auction nor the official closing auction. `price` will be set.
   // `quantity` will be set when provided by the venue.
   UncrossingPrice = 16,
+  // The exchange defined upper price limit. `price` will be set with the standard
+  // precision.
+  UpperPriceLimit = 17,
+  // The exchange defined lower price limit. `price` will be set with the standard
+  // precision.
+  LowerPriceLimit = 18,
+  // The number of Block contracts cleared for an instrument on the previous trading
+  // date.
+  // `quantity` will be set. `ts_ref` will indicate the trading date of the volume.
+  BlockVolume = 19,
+  // A venue specific volume statistic. Refer to the venue documentation for more
+  // information.
+  // `quantity` will be set.
+  VenueSpecificVolume1 = 10001,
 };
 }  // namespace stat_type
 using stat_type::StatType;

include/databento/publishers.hpp

@@ -409,6 +409,8 @@ enum class Publisher : std::uint16_t {
   XeeeEobiXoff = 104,
   // Cboe Futures Exchange
   XcbfPitchXcbf = 105,
+  // Cboe Futures Exchange - Off-Market Trades
+  XcbfPitchXoff = 106,
 };
 
 // Get a Publisher's Venue.

pkg/PKGBUILD

@@ -1,7 +1,7 @@
 # Maintainer: Databento <support@databento.com>
 _pkgname=databento-cpp
 pkgname=databento-cpp-git
-pkgver=0.45.0
+pkgver=0.46.0
 pkgrel=1
 pkgdesc="Official C++ client for Databento"
 arch=('any')

src/enums.cpp

@@ -520,6 +520,18 @@ const char* ToString(StatType stat_type) {
     case StatType::UncrossingPrice: {
       return "UncrossingPrice";
     }
+    case StatType::UpperPriceLimit: {
+      return "UpperPriceLimit";
+    }
+    case StatType::LowerPriceLimit: {
+      return "LowerPriceLimit";
+    }
+    case StatType::BlockVolume: {
+      return "BlockVolume";
+    }
+    case StatType::VenueSpecificVolume1: {
+      return "VenueSpecificVolume1";
+    }
     default: {
       return "Unknown";
     }

src/publishers.cpp

@@ -916,6 +916,9 @@ Venue PublisherVenue(Publisher publisher) {
     case Publisher::XcbfPitchXcbf: {
       return Venue::Xcbf;
     }
+    case Publisher::XcbfPitchXoff: {
+      return Venue::Xoff;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherVenue", "publisher",
@@ -1241,6 +1244,9 @@ Dataset PublisherDataset(Publisher publisher) {
     case Publisher::XcbfPitchXcbf: {
       return Dataset::XcbfPitch;
     }
+    case Publisher::XcbfPitchXoff: {
+      return Dataset::XcbfPitch;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherDataset", "publisher",
@@ -1567,6 +1573,9 @@ const char* ToString(Publisher publisher) {
     case Publisher::XcbfPitchXcbf: {
       return "XCBF.PITCH.XCBF";
     }
+    case Publisher::XcbfPitchXoff: {
+      return "XCBF.PITCH.XOFF";
+    }
     default: {
       return "Unknown";
     }
@@ -1895,6 +1904,9 @@ Publisher FromString(const std::string& str) {
   if (str == "XCBF.PITCH.XCBF") {
     return Publisher::XcbfPitchXcbf;
   }
+  if (str == "XCBF.PITCH.XOFF") {
+    return Publisher::XcbfPitchXoff;
+  }
   throw InvalidArgumentError{"FromString<Publisher>", "str",
                              "unknown value '" + str + '\''};
 }