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VER: Release 0.27.0
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CHANGELOG.md

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# Changelog
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## 0.27.0 - TBD
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## 0.27.0 - 2025-06-10
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### Enhancements
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- Made the buffer size used by the live client when reading from the TCP socket
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configurable through the `LiveBuilder::buffer_size()` method
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- Added support for using `rustls` without pulling in OpenSSL. `reqwest` with OpenSSL is
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still the default
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- Upgraded DBN version to 0.36.0:
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- Added support for width, fill, and padding when formatting `pretty::Ts`
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- Added support for sign, precision, width, fill, and padding when formatting
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`pretty::Px`
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- Optimized pretty formatting of prices and timestamps
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### Breaking changes
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- Changed type of `split_duration` to `Option<SplitDuration>` to support setting no
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split duration
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- Breaking changes from DBN:
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- Moved core async decoding and encoding functionality to new traits to
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match the sync interface and present a standardized interface
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- Decoding: `AsyncDecodeRecordRef` and `AsyncDecodeRecord`
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- Encoding: `AsyncEncodeRecord`, `AsyncEncodeRecordRef`, and
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`AsyncEncodeRecordTextExt`
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### Deprecations
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- Deprecated `LiveClient::connect` and `LiveClient::connect_with_addr` methods in favor

Cargo.toml

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[package]
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name = "databento"
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authors = ["Databento <[email protected]>"]
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version = "0.26.2"
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version = "0.27.0"
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edition = "2021"
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repository = "https://github.com/databento/databento-rs"
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description = "Official Databento client library"
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live = ["dep:hex", "dep:sha2", "tokio/net"]
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[dependencies]
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dbn = { version = "0.35.1", features = ["async", "serde"] }
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dbn = { version = "0.36.0", features = ["async", "serde"] }
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async-compression = { version = "0.4", features = ["tokio", "zstd"], optional = true }
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# Async stream trait

README.md

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use std::error::Error;
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use databento::{
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dbn::{Dataset, SType, Schema, TradeMsg},
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dbn::{decode::DbnMetadata, Dataset, SType, Schema, TradeMsg},
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historical::timeseries::GetRangeParams,
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HistoricalClient,
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};

examples/historical.rs

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use std::error::Error;
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use databento::{
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dbn::{Dataset, SType, Schema, TradeMsg},
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dbn::{decode::DbnMetadata, Dataset, SType, Schema, TradeMsg},
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historical::timeseries::GetRangeParams,
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HistoricalClient,
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};

examples/split_symbols.rs

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use async_compression::tokio::write::ZstdEncoder;
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use databento::{
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dbn::{
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decode::AsyncDbnDecoder, encode::AsyncDbnEncoder, InstrumentDefMsg, Metadata, Schema,
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SymbolIndex,
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decode::{AsyncDbnDecoder, DbnMetadata},
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encode::{AsyncDbnEncoder, AsyncEncodeRecord, AsyncEncodeRecordRef},
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InstrumentDefMsg, Metadata, Schema, SymbolIndex,
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},
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historical::timeseries::GetRangeParams,
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HistoricalClient,
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encoders.insert(parent.clone(), encoder);
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};
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}
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for (parent, encoder) in encoders {
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for (parent, mut encoder) in encoders {
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if let Err(e) = encoder.shutdown().await {
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eprintln!("Failed to shutdown encoder for {parent}: {e:?}");
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}

src/historical/timeseries.rs

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use std::{num::NonZeroU64, path::PathBuf};
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use dbn::{encode::AsyncDbnEncoder, Compression, Encoding, SType, Schema, VersionUpgradePolicy};
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use dbn::{
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decode::DbnMetadata,
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encode::{AsyncDbnEncoder, AsyncEncodeRecordRef},
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Compression, Encoding, SType, Schema, VersionUpgradePolicy,
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};
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use futures::{Stream, TryStreamExt};
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use reqwest::{header::ACCEPT, RequestBuilder};
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use tokio::{

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