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VER: Release 0.69.0
See release notes.
2 parents 68aaca4 + 8c5c2b7 commit 201d05b

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CHANGELOG.md

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# Changelog
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## 0.69.0 - 2026-01-13
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#### Enhancements
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- Upgraded `databento-dbn` to 0.46.0
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- Added `DBNRecord` union type to Python which includes all record types
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- Removed `Record` class from Python type stubs to match code: the record classes don't
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share a base class. Use `DBNRecord` instead.
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#### Breaking changes
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- Removed `DBNRecord` union type from `databento.common.types`, use `databento_dbn.DBNRecord` instead
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## 0.68.2 - 2026-01-06
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#### Bug fixes

README.md

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@@ -32,7 +32,7 @@ The library is fully compatible with distributions of Anaconda 2023.x and above.
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The minimum dependencies as found in the `pyproject.toml` are also listed below:
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- python = "^3.10"
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- aiohttp = "^3.8.3"
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- databento-dbn = "~0.45.0"
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- databento-dbn = "~0.46.0"
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- numpy = ">=1.23.5"
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- pandas = ">=1.5.3"
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- pip-system-certs = ">=4.0" (Windows only)

databento/__init__.py

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from databento_dbn import CMBP1Msg
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from databento_dbn import Compression
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from databento_dbn import ConsolidatedBidAskPair
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from databento_dbn import DBNRecord
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from databento_dbn import Encoding
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from databento_dbn import ErrorCode
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from databento_dbn import ErrorMsg
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from databento.common.publishers import Publisher
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from databento.common.publishers import Venue
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from databento.common.symbology import InstrumentMap
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from databento.common.types import DBNRecord
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from databento.historical.client import Historical
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from databento.live.client import Live
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from databento.reference.client import Reference

databento/common/constants.py

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from databento_dbn import BBOMsg
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from databento_dbn import CBBOMsg
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from databento_dbn import CMBP1Msg
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from databento_dbn import DBNRecord
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from databento_dbn import ImbalanceMsg
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from databento_dbn import InstrumentDefMsg
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from databento_dbn import MBOMsg
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from databento_dbn import v1
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from databento_dbn import v2
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from databento.common.types import DBNRecord
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ALL_SYMBOLS: Final = "ALL_SYMBOLS"
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databento/common/dbnstore.py

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from databento_dbn import UNDEF_PRICE
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from databento_dbn import Compression
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from databento_dbn import DBNDecoder
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from databento_dbn import DBNRecord
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from databento_dbn import Encoding
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from databento_dbn import InstrumentDefMsg
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from databento_dbn import InstrumentDefMsgV1
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from databento.common.error import BentoError
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from databento.common.error import BentoWarning
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from databento.common.symbology import InstrumentMap
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from databento.common.types import DBNRecord
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from databento.common.types import Default
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from databento.common.types import MappingIntervalDict
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from databento.common.validation import validate_enum

databento/common/types.py

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logger = logging.getLogger(__name__)
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DBNRecord = (
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databento_dbn.BBOMsg
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| databento_dbn.CBBOMsg
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| databento_dbn.CMBP1Msg
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| databento_dbn.MBOMsg
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| databento_dbn.MBP1Msg
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| databento_dbn.MBP10Msg
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| databento_dbn.TradeMsg
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| databento_dbn.OHLCVMsg
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| databento_dbn.ImbalanceMsg
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| databento_dbn.InstrumentDefMsg
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| databento_dbn.InstrumentDefMsgV1
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| databento_dbn.InstrumentDefMsgV2
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| databento_dbn.StatMsg
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| databento_dbn.StatMsgV1
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| databento_dbn.StatusMsg
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| databento_dbn.SymbolMappingMsg
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| databento_dbn.SymbolMappingMsgV1
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| databento_dbn.SystemMsg
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| databento_dbn.SystemMsgV1
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| databento_dbn.ErrorMsg
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| databento_dbn.ErrorMsgV1
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)
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_T = TypeVar("_T")
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symbol: str
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RecordCallback = Callable[[DBNRecord], None]
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RecordCallback = Callable[[databento_dbn.DBNRecord], None]
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ExceptionCallback = Callable[[Exception], None]
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ReconnectCallback = Callable[[pd.Timestamp, pd.Timestamp], None]
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def exc_callback_name(self) -> str:
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return getattr(self._exc_fn, "__name__", str(self._exc_fn))
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def call(self, record: DBNRecord) -> None:
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def call(self, record: databento_dbn.DBNRecord) -> None:
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"""
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Execute the callback function, passing `record` in as the first
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argument. Any exceptions encountered will be dispatched to the

databento/live/client.py

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import databento_dbn
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import pandas as pd
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from databento_dbn import DBNRecord
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from databento_dbn import Schema
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from databento_dbn import SType
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from databento.common.publishers import Dataset
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from databento.common.types import ClientRecordCallback
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from databento.common.types import ClientStream
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from databento.common.types import DBNRecord
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from databento.common.types import ExceptionCallback
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from databento.common.types import ReconnectCallback
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from databento.common.types import RecordCallback
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gateway.
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heartbeat_interval_s: int, optional
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The interval in seconds at which the gateway will send heartbeat records if no
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other data records are sent.
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other data records are sent. By default heartbeats will be sent at the gateway's
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default interval. Minimum interval is 5 seconds.
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reconnect_policy: ReconnectPolicy | str, optional
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The reconnect policy for the live session.
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- "none": the client will not reconnect (default)

databento/live/protocol.py

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from typing import Final
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import databento_dbn
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from databento_dbn import DBNRecord
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from databento_dbn import Metadata
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from databento_dbn import Schema
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from databento_dbn import SType
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from databento.common.parsing import optional_datetime_to_unix_nanoseconds
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from databento.common.parsing import symbols_list_to_list
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from databento.common.publishers import Dataset
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from databento.common.types import DBNRecord
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from databento.common.validation import validate_enum
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from databento.common.validation import validate_semantic_string
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from databento.live.gateway import AuthenticationRequest

databento/live/session.py

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import databento_dbn
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import pandas as pd
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from databento_dbn import DBNRecord
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from databento_dbn import Schema
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from databento_dbn import SType
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from databento.common.publishers import Dataset
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from databento.common.types import ClientRecordCallback
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from databento.common.types import ClientStream
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from databento.common.types import DBNRecord
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from databento.common.types import ExceptionCallback
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from databento.common.types import ReconnectCallback
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from databento.live.gateway import SubscriptionRequest

databento/version.py

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__version__ = "0.68.2"
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__version__ = "0.69.0"

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