From c71cc19c0c34b88d978f40e5b3f471ea26f6544f Mon Sep 17 00:00:00 2001 From: Siddha Kilaru Date: Wed, 29 Apr 2026 12:39:44 -0700 Subject: [PATCH 1/2] ADD: Add InstrumentClass, IndicativeClosePrice --- CHANGELOG.md | 6 ++++++ include/databento/enums.hpp | 9 +++++++++ src/enums.cpp | 9 +++++++++ 3 files changed, 24 insertions(+) diff --git a/CHANGELOG.md b/CHANGELOG.md index 72462f5..6ff546d 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,5 +1,11 @@ # Changelog +## 0.56.0 - TBD + +### Enhancements +- Added `Index` `InstrumentClass` variant +- Added `StatType` variants `IndicativeClosePrice` and `VenueSpecificPrice1` + ## 0.55.0 - 2026-04-28 ### Enhancements diff --git a/include/databento/enums.hpp b/include/databento/enums.hpp index f5cd9bd..f771fc9 100644 --- a/include/databento/enums.hpp +++ b/include/databento/enums.hpp @@ -171,6 +171,8 @@ enum InstrumentClass : char { Call = 'C', // A future. Future = 'F', + // An index. + Index = 'I', // A stock. Stock = 'K', // A spread composed of multiple instrument classes. @@ -436,10 +438,17 @@ enum StatType : std::uint16_t { // date. // `quantity` will be set. `ts_ref` will indicate the trading date of the volume. BlockVolume = 19, + // The probable price of the last trade of an instrument published during the trading + // session. `price` will be set. + IndicativeClosePrice = 20, // A venue specific volume statistic. Refer to the venue documentation for more // information. // `quantity` will be set. VenueSpecificVolume1 = 10001, + // A venue specific price statistic. Refer to the venue documentation for more + // information. + // `price` will be set. + VenueSpecificPrice1 = 10002, }; } // namespace stat_type using stat_type::StatType; diff --git a/src/enums.cpp b/src/enums.cpp index d30b1f8..36aadd7 100644 --- a/src/enums.cpp +++ b/src/enums.cpp @@ -253,6 +253,9 @@ const char* ToString(InstrumentClass instrument_class) { case InstrumentClass::Future: { return "Future"; } + case InstrumentClass::Index: { + return "Index"; + } case InstrumentClass::Stock: { return "Stock"; } @@ -546,9 +549,15 @@ const char* ToString(StatType stat_type) { case StatType::BlockVolume: { return "BlockVolume"; } + case StatType::IndicativeClosePrice: { + return "IndicativeClosePrice"; + } case StatType::VenueSpecificVolume1: { return "VenueSpecificVolume1"; } + case StatType::VenueSpecificPrice1: { + return "VenueSpecificPrice1"; + } default: { return "Unknown"; } From 6a86cf164dcbe367d816dfed0694d34ce05b38bc Mon Sep 17 00:00:00 2001 From: Carter Green Date: Tue, 5 May 2026 10:49:01 -0500 Subject: [PATCH 2/2] VER: Release C++ client 0.56.0 --- CHANGELOG.md | 2 +- CMakeLists.txt | 2 +- pkg/PKGBUILD | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) diff --git a/CHANGELOG.md b/CHANGELOG.md index 6ff546d..14a3a11 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,6 +1,6 @@ # Changelog -## 0.56.0 - TBD +## 0.56.0 - 2026-05-05 ### Enhancements - Added `Index` `InstrumentClass` variant diff --git a/CMakeLists.txt b/CMakeLists.txt index f6e34de..420a6f1 100644 --- a/CMakeLists.txt +++ b/CMakeLists.txt @@ -6,7 +6,7 @@ cmake_minimum_required(VERSION 3.24..4.2) project( databento - VERSION 0.55.0 + VERSION 0.56.0 LANGUAGES CXX DESCRIPTION "Official Databento client library" ) diff --git a/pkg/PKGBUILD b/pkg/PKGBUILD index 1f649b1..fb75728 100644 --- a/pkg/PKGBUILD +++ b/pkg/PKGBUILD @@ -1,7 +1,7 @@ # Maintainer: Databento _pkgname=databento-cpp pkgname=databento-cpp-git -pkgver=0.55.0 +pkgver=0.56.0 pkgrel=1 pkgdesc="Official C++ client for Databento" arch=('any')