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6 changes: 6 additions & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
@@ -1,5 +1,11 @@
# Changelog

## 0.56.0 - 2026-05-05

### Enhancements
- Added `Index` `InstrumentClass` variant
- Added `StatType` variants `IndicativeClosePrice` and `VenueSpecificPrice1`

## 0.55.0 - 2026-04-28

### Enhancements
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2 changes: 1 addition & 1 deletion CMakeLists.txt
Original file line number Diff line number Diff line change
Expand Up @@ -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"
)
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9 changes: 9 additions & 0 deletions include/databento/enums.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -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.
Expand Down Expand Up @@ -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;
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2 changes: 1 addition & 1 deletion pkg/PKGBUILD
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
# Maintainer: Databento <support@databento.com>
_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')
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9 changes: 9 additions & 0 deletions src/enums.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -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";
}
Expand Down Expand Up @@ -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";
}
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