VER: Release 0.57.0

CHANGELOG.md

@@ -1,5 +1,17 @@
 # Changelog
 
+## 0.57.0 - 2025-06-10
+
+#### Enhancements
+- Upgraded `databento-dbn` to 0.36.0
+  - Added missing Python type stubs for several leg properties of `InstrumentDefMsg`
+
+#### Bug fixes
+- Fixed an issue where the zstandard frame size could limit the size of `DataFrame` objects returned by `DBNStore.to_df()` when a `count` was specified
+
+#### Deprecations
+- Deprecated `int` and `pd.Timestamp` types for `start_date` and `end_date` parameters which will be removed in a future release
+
 ## 0.56.0 - 2025-06-03
 
 #### Breaking changes

databento/common/dbnstore.py

@@ -535,6 +535,7 @@ def reader(self) -> IO[bytes]:
         if self.compression == Compression.ZSTD:
             return zstandard.ZstdDecompressor().stream_reader(
                 self._data_source.reader,
+                read_across_frames=True,
             )
         return self._data_source.reader
 

databento/common/parsing.py

@@ -1,5 +1,6 @@
 from __future__ import annotations
 
+import warnings
 from collections.abc import Iterable
 from datetime import date
 from datetime import datetime
@@ -220,7 +221,7 @@ def optional_date_to_string(value: date | str | None) -> str | None:
     if value is None:
         return None
 
-    return datetime_to_date_string(value)
+    return date_to_string(value)
 
 
 def datetime_to_string(value: pd.Timestamp | datetime | date | str | int) -> str:
@@ -249,7 +250,7 @@ def datetime_to_string(value: pd.Timestamp | datetime | date | str | int) -> str
         return pd.to_datetime(value).isoformat()
 
 
-def datetime_to_date_string(value: pd.Timestamp | date | str | int) -> str:
+def date_to_string(value: pd.Timestamp | date | str | int) -> str:
     """
     Return a valid date string from the given value.
 
@@ -265,11 +266,31 @@ def datetime_to_date_string(value: pd.Timestamp | date | str | int) -> str:
     """
     if isinstance(value, str):
         return value
-    elif isinstance(value, int):
-        return str(value)
     elif isinstance(value, date):
         return value.isoformat()
+    elif isinstance(value, int):
+        warnings.warn(
+            "Passing an int to `start_date` or `end_date` is deprecated and will be removed in v0.59.0."
+            "Use a date or str instead.",
+            DeprecationWarning,
+            stacklevel=2,
+        )
+        return str(value)
+    elif isinstance(value, pd.Timestamp):
+        warnings.warn(
+            "Passing a pandas Timestamp to `start_date` or `end_date` is deprecated and will be removed in v0.59.0."
+            "Use a date or str instead.",
+            DeprecationWarning,
+            stacklevel=2,
+        )
+        return pd.to_datetime(value).date().isoformat()
     else:
+        warnings.warn(
+            f"Passing a {type(value)} to `start_date` or `end_date` is deprecated and will be removed in v0.59.0."
+            "Use a date or str instead.",
+            DeprecationWarning,
+            stacklevel=2,
+        )
         return pd.to_datetime(value).date().isoformat()
 
 

databento/historical/api/symbology.py

@@ -9,7 +9,7 @@
 
 from databento.common import API_VERSION
 from databento.common.http import BentoHttpAPI
-from databento.common.parsing import datetime_to_date_string
+from databento.common.parsing import date_to_string
 from databento.common.parsing import optional_date_to_string
 from databento.common.parsing import optional_symbols_list_to_list
 from databento.common.publishers import Dataset
@@ -69,7 +69,7 @@ def resolve(
             "symbols": ",".join(symbols_list),
             "stype_in": str(stype_in_valid),
             "stype_out": str(validate_enum(stype_out, SType, "stype_out")),
-            "start_date": datetime_to_date_string(start_date),
+            "start_date": date_to_string(start_date),
             "end_date": optional_date_to_string(end_date),
         }
 

databento/version.py

@@ -1 +1 @@
-__version__ = "0.56.0"
+__version__ = "0.57.0"

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento"
-version = "0.56.0"
+version = "0.57.0"
 description = "Official Python client library for Databento"
 authors = [
     "Databento <support@databento.com>",
@@ -32,7 +32,7 @@ aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "0.35.1"
+databento-dbn = "0.36.0"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = ">=1.26.0", python = "^3.12"}