VER: Release 0.77.0

See release notes.

Author: nmacholl

CHANGELOG.md

@@ -1,5 +1,14 @@
 # Changelog
 
+## 0.77.0 - 2026-04-28
+
+#### Enhancements
+- Added new publisher values for Cboe Titanium Cboe Global Indices Feed
+- Added `YEAR` to `SplitDuration` enum to support yearly historical batch job submission
+- Upgraded `databento-dbn` to 0.56.0:
+  - Improved Python `DBNDecoder.decode()` performance with pre-allocated output buffers
+  - Added `DBNDecoder.write_and_decode()` to combine write and decode in a single call
+
 ## 0.76.0 - 2026-04-21
 
 #### Enhancements

README.md

@@ -32,7 +32,7 @@ The library is fully compatible with distributions of Anaconda 2023.x and above.
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
 - python = "^3.10"
 - aiohttp = "^3.8.3"
-- databento-dbn = "~0.55.0"
+- databento-dbn = "~0.56.0"
 - numpy = ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

databento/common/dbnstore.py

@@ -391,8 +391,7 @@ def __iter__(self) -> Generator[DBNRecord, None, None]:
         while True:
             raw = reader.read(DBNStore.DBN_READ_SIZE)
             if raw:
-                decoder.write(raw)
-                records = decoder.decode()
+                records = decoder.write_and_decode(raw)
                 for record in records:
                     if isinstance(record, databento_dbn.Metadata):
                         continue

databento/common/enums.py

@@ -134,6 +134,7 @@ class SplitDuration(StringyMixin, str, Enum):
     DAY = "day"
     WEEK = "week"
     MONTH = "month"
+    YEAR = "year"
     NONE = "none"
 
 

databento/common/publishers.py

@@ -126,6 +126,8 @@ class Venue(StringyMixin, str, Enum):
         MX2 Options.
     IEXO
         IEX Options LLC.
+    CGIF
+        Cboe Global Indices Feed.
 
     """
 
@@ -184,6 +186,7 @@ class Venue(StringyMixin, str, Enum):
     OCEA = "OCEA"
     MXTO = "MXTO"
     IEXO = "IEXO"
+    CGIF = "CGIF"
 
     @classmethod
     def from_int(cls, value: int) -> Venue:
@@ -300,6 +303,8 @@ def from_int(cls, value: int) -> Venue:
             return Venue.MXTO
         if value == 55:
             return Venue.IEXO
+        if value == 56:
+            return Venue.CGIF
         raise ValueError(f"Integer value {value} does not correspond with any Venue variant")
 
     def to_int(self) -> int:
@@ -416,6 +421,8 @@ def to_int(self) -> int:
             return 54
         if self == Venue.IEXO:
             return 55
+        if self == Venue.CGIF:
+            return 56
         raise ValueError("Invalid Venue")
 
     @property
@@ -533,6 +540,8 @@ def description(self) -> str:
             return "MX2 Options"
         if self == Venue.IEXO:
             return "IEX Options LLC"
+        if self == Venue.CGIF:
+            return "Cboe Global Indices Feed"
         raise ValueError("Unexpected Venue value")
 
 
@@ -624,6 +633,8 @@ class Dataset(StringyMixin, str, Enum):
         CFE Depth.
     OCEA_MEMOIR
         Blue Ocean ATS MEMOIR Depth.
+    CGIF_TITANIUM
+        Cboe Titanium Cboe Global Indices Feed.
 
     """
 
@@ -668,6 +679,7 @@ class Dataset(StringyMixin, str, Enum):
     XEEE_EOBI = "XEEE.EOBI"
     XCBF_PITCH = "XCBF.PITCH"
     OCEA_MEMOIR = "OCEA.MEMOIR"
+    CGIF_TITANIUM = "CGIF.TITANIUM"
 
     @classmethod
     def from_int(cls, value: int) -> Dataset:
@@ -756,6 +768,8 @@ def from_int(cls, value: int) -> Dataset:
             return Dataset.XCBF_PITCH
         if value == 41:
             return Dataset.OCEA_MEMOIR
+        if value == 42:
+            return Dataset.CGIF_TITANIUM
         raise ValueError(f"Integer value {value} does not correspond with any Dataset variant")
 
     def to_int(self) -> int:
@@ -844,6 +858,8 @@ def to_int(self) -> int:
             return 40
         if self == Dataset.OCEA_MEMOIR:
             return 41
+        if self == Dataset.CGIF_TITANIUM:
+            return 42
         raise ValueError("Invalid Dataset")
 
     @property
@@ -933,6 +949,8 @@ def description(self) -> str:
             return "CFE Depth"
         if self == Dataset.OCEA_MEMOIR:
             return "Blue Ocean ATS MEMOIR Depth"
+        if self == Dataset.CGIF_TITANIUM:
+            return "Cboe Titanium Cboe Global Indices Feed"
         raise ValueError("Unexpected Dataset value")
 
 
@@ -1160,6 +1178,8 @@ class Publisher(StringyMixin, str, Enum):
         OPRA - MEMX MX2 Options.
     OPRA_PILLAR_IEXO
         OPRA - IEX Options LLC.
+    CGIF_TITANIUM_CGIF
+        Cboe Global Indices Feed.
 
     """
 
@@ -1272,6 +1292,7 @@ class Publisher(StringyMixin, str, Enum):
     OCEA_MEMOIR_OCEA = "OCEA.MEMOIR.OCEA"
     OPRA_PILLAR_MXTO = "OPRA.PILLAR.MXTO"
     OPRA_PILLAR_IEXO = "OPRA.PILLAR.IEXO"
+    CGIF_TITANIUM_CGIF = "CGIF.TITANIUM.CGIF"
 
     @classmethod
     def from_int(cls, value: int) -> Publisher:
@@ -1496,6 +1517,8 @@ def from_int(cls, value: int) -> Publisher:
             return Publisher.OPRA_PILLAR_MXTO
         if value == 109:
             return Publisher.OPRA_PILLAR_IEXO
+        if value == 110:
+            return Publisher.CGIF_TITANIUM_CGIF
         raise ValueError(f"Integer value {value} does not correspond with any Publisher variant")
 
     def to_int(self) -> int:
@@ -1720,6 +1743,8 @@ def to_int(self) -> int:
             return 108
         if self == Publisher.OPRA_PILLAR_IEXO:
             return 109
+        if self == Publisher.CGIF_TITANIUM_CGIF:
+            return 110
         raise ValueError("Invalid Publisher")
 
     @property
@@ -1945,6 +1970,8 @@ def venue(self) -> Venue:
             return Venue.MXTO
         if self == Publisher.OPRA_PILLAR_IEXO:
             return Venue.IEXO
+        if self == Publisher.CGIF_TITANIUM_CGIF:
+            return Venue.CGIF
         raise ValueError("Unexpected Publisher value")
 
     @property
@@ -2170,6 +2197,8 @@ def dataset(self) -> Dataset:
             return Dataset.OPRA_PILLAR
         if self == Publisher.OPRA_PILLAR_IEXO:
             return Dataset.OPRA_PILLAR
+        if self == Publisher.CGIF_TITANIUM_CGIF:
+            return Dataset.CGIF_TITANIUM
         raise ValueError("Unexpected Publisher value")
 
     @property
@@ -2395,4 +2424,6 @@ def description(self) -> str:
             return "OPRA - MEMX MX2 Options"
         if self == Publisher.OPRA_PILLAR_IEXO:
             return "OPRA - IEX Options LLC"
+        if self == Publisher.CGIF_TITANIUM_CGIF:
+            return "Cboe Global Indices Feed"
         raise ValueError("Unexpected Publisher value")

databento/historical/api/batch.py

@@ -122,7 +122,7 @@ def submit_job(
             `dbn`.
         split_symbols : bool, default False
             If files should be split by raw symbol. Cannot be requested with `'ALL_SYMBOLS'`.
-        split_duration : SplitDuration or str {'day', 'week', 'month', 'none'}, default 'day'
+        split_duration : SplitDuration or str {'day', 'week', 'month', 'year', 'none'}, default 'day'
             The maximum time duration before batched data is split into multiple files.
             A week starts on Sunday UTC.
         split_size : int, optional

databento/live/protocol.py

@@ -255,7 +255,7 @@ def buffer_updated(self, nbytes: int) -> None:
 
         """
         logger.debug("read %d bytes from remote gateway", nbytes)
-        data = self.__buffer[:nbytes]
+        data = bytes(memoryview(self.__buffer)[:nbytes])
 
         if self.authenticated.done():
             self._process_dbn(data)
@@ -375,8 +375,7 @@ def _process_dbn(self, data: bytes) -> None:
             raise ValueError("not connected")
 
         try:
-            self._dbn_decoder.write(bytes(data))
-            records = self._dbn_decoder.decode()
+            records = self._dbn_decoder.write_and_decode(data)
         except Exception:
             logger.exception("error decoding DBN record")
             self.__transport.close()

databento/version.py

@@ -1 +1 @@
-__version__ = "0.76.0"
+__version__ = "0.77.0"

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "databento"
-version = "0.76.0"
+version = "0.77.0"
 description = "Official Python client library for Databento"
 readme = "README.md"
 requires-python = ">=3.10"
@@ -10,7 +10,7 @@ dynamic = [ "classifiers" ]
 dependencies = [
     "aiohttp>=3.8.3,<4.0.0; python_version < '3.12'",
     "aiohttp>=3.9.0,<4.0.0; python_version >= '3.12'",
-    "databento-dbn~=0.55.0",
+    "databento-dbn~=0.56.0",
     "numpy>=1.23.5; python_version < '3.12'",
     "numpy>=1.26.0; python_version >= '3.12'",
     "pandas>=1.5.3,<4.0.0",