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DEL: Remove unset definitions fields
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Lines changed: 7 additions & 5 deletions

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CHANGELOG.md

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@@ -3,6 +3,8 @@
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## 0.13.0 - TBD
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- Renamed `booklevel` MBP field to `levels` for brevity and consistent naming
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- Changed `flags` field to an unsigned int
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- Removed `open_interest_qty` and `cleared_volume` fields that were always unset from
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definition schema
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## 0.12.0 - 2023-05-01
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- Added `Live` client for connecting to Databento's live service

databento/common/data.py

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Original file line numberDiff line numberDiff line change
@@ -93,7 +93,7 @@ def get_deriv_ba_types(level: int) -> List[Tuple[str, Union[type, str]]]:
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("price_ratio", np.int64),
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("inst_attrib_value", np.int32),
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("underlying_id", np.uint32),
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("cleared_volume", np.int32),
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("_reserved1", "S4"),
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("market_depth_implied", np.int32),
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("market_depth", np.int32),
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("market_segment_id", np.uint32),
@@ -102,11 +102,11 @@ def get_deriv_ba_types(level: int) -> List[Tuple[str, Union[type, str]]]:
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("min_lot_size_block", np.int32),
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("min_lot_size_round_lot", np.int32),
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("min_trade_vol", np.uint32),
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("open_interest_qty", np.int32),
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("_reserved2", "S4"),
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("contract_multiplier", np.int32),
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("decay_quantity", np.int32),
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("original_contract_size", np.int32),
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("reserved1", "S4"),
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("_reserved3", "S4"),
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("trading_reference_date", np.uint16),
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("appl_id", np.int16),
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("maturity_year", np.uint16),
@@ -125,9 +125,9 @@ def get_deriv_ba_types(level: int) -> List[Tuple[str, Union[type, str]]]:
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("underlying", "S21"), # 21 byte chararray
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("strike_price_currency", "S4"),
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("instrument_class", "S1"),
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("reserved2", "S2"),
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("_reserved4", "S2"),
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("strike_price", np.int64),
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("reserved3", "S6"),
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("_reserved5", "S6"),
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("match_algorithm", "S1"), # 1 byte chararray
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("md_security_trading_status", np.uint8),
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("main_fraction", np.uint8),

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