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Siddha Kilaru
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ADD: CGIF publisher definitions
1 parent 45912ac commit aa86bf3

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CHANGELOG.md

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@@ -1,5 +1,10 @@
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# Changelog
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### 0.77.0 - TBD
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##### Enhancements
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- Added new publisher values for Cboe Titanium Cboe Global Indices Feed
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## 0.76.0 - 2026-04-21
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#### Enhancements

databento/common/publishers.py

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@@ -126,6 +126,8 @@ class Venue(StringyMixin, str, Enum):
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MX2 Options.
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IEXO
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IEX Options LLC.
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CGIF
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Cboe Global Indices Feed.
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"""
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@@ -184,6 +186,7 @@ class Venue(StringyMixin, str, Enum):
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OCEA = "OCEA"
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MXTO = "MXTO"
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IEXO = "IEXO"
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CGIF = "CGIF"
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@classmethod
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def from_int(cls, value: int) -> Venue:
@@ -300,6 +303,8 @@ def from_int(cls, value: int) -> Venue:
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return Venue.MXTO
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if value == 55:
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return Venue.IEXO
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if value == 56:
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return Venue.CGIF
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raise ValueError(f"Integer value {value} does not correspond with any Venue variant")
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def to_int(self) -> int:
@@ -416,6 +421,8 @@ def to_int(self) -> int:
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return 54
417422
if self == Venue.IEXO:
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return 55
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if self == Venue.CGIF:
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return 56
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raise ValueError("Invalid Venue")
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@property
@@ -533,6 +540,8 @@ def description(self) -> str:
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return "MX2 Options"
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if self == Venue.IEXO:
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return "IEX Options LLC"
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if self == Venue.CGIF:
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return "Cboe Global Indices Feed"
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raise ValueError("Unexpected Venue value")
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538547

@@ -624,6 +633,8 @@ class Dataset(StringyMixin, str, Enum):
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CFE Depth.
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OCEA_MEMOIR
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Blue Ocean ATS MEMOIR Depth.
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CGIF_TITANIUM
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Cboe Titanium Cboe Global Indices Feed.
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"""
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@@ -668,6 +679,7 @@ class Dataset(StringyMixin, str, Enum):
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XEEE_EOBI = "XEEE.EOBI"
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XCBF_PITCH = "XCBF.PITCH"
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OCEA_MEMOIR = "OCEA.MEMOIR"
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CGIF_TITANIUM = "CGIF.TITANIUM"
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@classmethod
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def from_int(cls, value: int) -> Dataset:
@@ -756,6 +768,8 @@ def from_int(cls, value: int) -> Dataset:
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return Dataset.XCBF_PITCH
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if value == 41:
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return Dataset.OCEA_MEMOIR
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if value == 42:
772+
return Dataset.CGIF_TITANIUM
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raise ValueError(f"Integer value {value} does not correspond with any Dataset variant")
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def to_int(self) -> int:
@@ -844,6 +858,8 @@ def to_int(self) -> int:
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return 40
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if self == Dataset.OCEA_MEMOIR:
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return 41
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if self == Dataset.CGIF_TITANIUM:
862+
return 42
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raise ValueError("Invalid Dataset")
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@property
@@ -933,6 +949,8 @@ def description(self) -> str:
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return "CFE Depth"
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if self == Dataset.OCEA_MEMOIR:
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return "Blue Ocean ATS MEMOIR Depth"
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if self == Dataset.CGIF_TITANIUM:
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return "Cboe Titanium Cboe Global Indices Feed"
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raise ValueError("Unexpected Dataset value")
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938956

@@ -1160,6 +1178,8 @@ class Publisher(StringyMixin, str, Enum):
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OPRA - MEMX MX2 Options.
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OPRA_PILLAR_IEXO
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OPRA - IEX Options LLC.
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CGIF_TITANIUM_CGIF
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Cboe Global Indices Feed.
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11641184
"""
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@@ -1272,6 +1292,7 @@ class Publisher(StringyMixin, str, Enum):
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OCEA_MEMOIR_OCEA = "OCEA.MEMOIR.OCEA"
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OPRA_PILLAR_MXTO = "OPRA.PILLAR.MXTO"
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OPRA_PILLAR_IEXO = "OPRA.PILLAR.IEXO"
1295+
CGIF_TITANIUM_CGIF = "CGIF.TITANIUM.CGIF"
12751296

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@classmethod
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def from_int(cls, value: int) -> Publisher:
@@ -1496,6 +1517,8 @@ def from_int(cls, value: int) -> Publisher:
14961517
return Publisher.OPRA_PILLAR_MXTO
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if value == 109:
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return Publisher.OPRA_PILLAR_IEXO
1520+
if value == 110:
1521+
return Publisher.CGIF_TITANIUM_CGIF
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raise ValueError(f"Integer value {value} does not correspond with any Publisher variant")
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15011524
def to_int(self) -> int:
@@ -1720,6 +1743,8 @@ def to_int(self) -> int:
17201743
return 108
17211744
if self == Publisher.OPRA_PILLAR_IEXO:
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return 109
1746+
if self == Publisher.CGIF_TITANIUM_CGIF:
1747+
return 110
17231748
raise ValueError("Invalid Publisher")
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@property
@@ -1945,6 +1970,8 @@ def venue(self) -> Venue:
19451970
return Venue.MXTO
19461971
if self == Publisher.OPRA_PILLAR_IEXO:
19471972
return Venue.IEXO
1973+
if self == Publisher.CGIF_TITANIUM_CGIF:
1974+
return Venue.CGIF
19481975
raise ValueError("Unexpected Publisher value")
19491976

19501977
@property
@@ -2170,6 +2197,8 @@ def dataset(self) -> Dataset:
21702197
return Dataset.OPRA_PILLAR
21712198
if self == Publisher.OPRA_PILLAR_IEXO:
21722199
return Dataset.OPRA_PILLAR
2200+
if self == Publisher.CGIF_TITANIUM_CGIF:
2201+
return Dataset.CGIF_TITANIUM
21732202
raise ValueError("Unexpected Publisher value")
21742203

21752204
@property
@@ -2395,4 +2424,6 @@ def description(self) -> str:
23952424
return "OPRA - MEMX MX2 Options"
23962425
if self == Publisher.OPRA_PILLAR_IEXO:
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return "OPRA - IEX Options LLC"
2427+
if self == Publisher.CGIF_TITANIUM_CGIF:
2428+
return "Cboe Global Indices Feed"
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raise ValueError("Unexpected Publisher value")

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