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ADD: Add XCIS.BBOTRADES and XNYS.BBOTRADES enums
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Zach Banks committed Aug 16, 2024
1 parent 7739174 commit 2cf4b2f
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Showing 3 changed files with 46 additions and 1 deletion.
1 change: 1 addition & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,7 @@
available from the historical API
- Renamed `example` directory to `examples`
- Renamed `test` directory to `tests`
- Added new publisher values for `XCIS.BBOTRADES` and `XNYS.BBOTRADES`

### Breaking changes
- Removed previously deprecated `DatasetCondition::Bad` variant
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10 changes: 9 additions & 1 deletion include/databento/publishers.hpp
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Expand Up @@ -157,10 +157,14 @@ enum class Dataset : std::uint16_t {
NdexImpact = 29,
// Databento Equities Max
DbeqMax = 30,
// Nasdaq Basic (NLS+QBBO)
// Nasdaq Basic (NLS and QBBO)
XnasBasic = 31,
// Databento Equities Summary
DbeqSummary = 32,
// NYSE National BBO and Trades
XcisBbotrades = 33,
// NYSE BBO and Trades
XnysBbotrades = 34,
};

// A specific Venue from a specific data source.
Expand Down Expand Up @@ -345,6 +349,10 @@ enum class Publisher : std::uint16_t {
XnasBasicXpsx = 89,
// Databento Equities Summary
DbeqSummaryDbeq = 90,
// NYSE National BBO and Trades
XcisBbotradesXcis = 91,
// NYSE BBO and Trades
XnysBbotradesXnys = 92,
};

// Get a Publisher's Venue.
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36 changes: 36 additions & 0 deletions src/publishers.cpp
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Expand Up @@ -384,6 +384,12 @@ const char* ToString(Dataset dataset) {
case Dataset::DbeqSummary: {
return "DBEQ.SUMMARY";
}
case Dataset::XcisBbotrades: {
return "XCIS.BBOTRADES";
}
case Dataset::XnysBbotrades: {
return "XNYS.BBOTRADES";
}
default: {
return "Unknown";
}
Expand Down Expand Up @@ -493,6 +499,12 @@ Dataset FromString(const std::string& str) {
if (str == "DBEQ.SUMMARY") {
return Dataset::DbeqSummary;
}
if (str == "XCIS.BBOTRADES") {
return Dataset::XcisBbotrades;
}
if (str == "XNYS.BBOTRADES") {
return Dataset::XnysBbotrades;
}
throw InvalidArgumentError{"FromString<Dataset>", "str",
"unknown value '" + str + '\''};
}
Expand Down Expand Up @@ -769,6 +781,12 @@ Venue PublisherVenue(Publisher publisher) {
case Publisher::DbeqSummaryDbeq: {
return Venue::Dbeq;
}
case Publisher::XcisBbotradesXcis: {
return Venue::Xcis;
}
case Publisher::XnysBbotradesXnys: {
return Venue::Xnys;
}
default: {
throw InvalidArgumentError{
"PublisherVenue", "publisher",
Expand Down Expand Up @@ -1049,6 +1067,12 @@ Dataset PublisherDataset(Publisher publisher) {
case Publisher::DbeqSummaryDbeq: {
return Dataset::DbeqSummary;
}
case Publisher::XcisBbotradesXcis: {
return Dataset::XcisBbotrades;
}
case Publisher::XnysBbotradesXnys: {
return Dataset::XnysBbotrades;
}
default: {
throw InvalidArgumentError{
"PublisherDataset", "publisher",
Expand Down Expand Up @@ -1330,6 +1354,12 @@ const char* ToString(Publisher publisher) {
case Publisher::DbeqSummaryDbeq: {
return "DBEQ.SUMMARY.DBEQ";
}
case Publisher::XcisBbotradesXcis: {
return "XCIS.BBOTRADES.XCIS";
}
case Publisher::XnysBbotradesXnys: {
return "XNYS.BBOTRADES.XNYS";
}
default: {
return "Unknown";
}
Expand Down Expand Up @@ -1613,6 +1643,12 @@ Publisher FromString(const std::string& str) {
if (str == "DBEQ.SUMMARY.DBEQ") {
return Publisher::DbeqSummaryDbeq;
}
if (str == "XCIS.BBOTRADES.XCIS") {
return Publisher::XcisBbotradesXcis;
}
if (str == "XNYS.BBOTRADES.XNYS") {
return Publisher::XnysBbotradesXnys;
}
throw InvalidArgumentError{"FromString<Publisher>", "str",
"unknown value '" + str + '\''};
}
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