VER: Release 0.69.0

CHANGELOG.md

@@ -1,5 +1,16 @@
 # Changelog
 
+## 0.69.0 - 2026-01-13
+
+#### Enhancements
+- Upgraded `databento-dbn` to 0.46.0
+  - Added `DBNRecord` union type to Python which includes all record types
+  - Removed `Record` class from Python type stubs to match code: the record classes don't
+    share a base class. Use `DBNRecord` instead.
+
+#### Breaking changes
+- Removed `DBNRecord` union type from `databento.common.types`, use `databento_dbn.DBNRecord` instead
+
 ## 0.68.2 - 2026-01-06
 
 #### Bug fixes

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 = "~0.45.0"
+- databento-dbn = "~0.46.0"
 - numpy = ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

databento/__init__.py

@@ -14,6 +14,7 @@
 from databento_dbn import CMBP1Msg
 from databento_dbn import Compression
 from databento_dbn import ConsolidatedBidAskPair
+from databento_dbn import DBNRecord
 from databento_dbn import Encoding
 from databento_dbn import ErrorCode
 from databento_dbn import ErrorMsg
@@ -74,7 +75,6 @@
 from databento.common.publishers import Publisher
 from databento.common.publishers import Venue
 from databento.common.symbology import InstrumentMap
-from databento.common.types import DBNRecord
 from databento.historical.client import Historical
 from databento.live.client import Live
 from databento.reference.client import Reference

databento/common/constants.py

@@ -4,6 +4,7 @@
 from databento_dbn import BBOMsg
 from databento_dbn import CBBOMsg
 from databento_dbn import CMBP1Msg
+from databento_dbn import DBNRecord
 from databento_dbn import ImbalanceMsg
 from databento_dbn import InstrumentDefMsg
 from databento_dbn import MBOMsg
@@ -17,8 +18,6 @@
 from databento_dbn import v1
 from databento_dbn import v2
 
-from databento.common.types import DBNRecord
-
 
 ALL_SYMBOLS: Final = "ALL_SYMBOLS"
 

databento/common/dbnstore.py

@@ -35,6 +35,7 @@
 from databento_dbn import UNDEF_PRICE
 from databento_dbn import Compression
 from databento_dbn import DBNDecoder
+from databento_dbn import DBNRecord
 from databento_dbn import Encoding
 from databento_dbn import InstrumentDefMsg
 from databento_dbn import InstrumentDefMsgV1
@@ -54,7 +55,6 @@
 from databento.common.error import BentoError
 from databento.common.error import BentoWarning
 from databento.common.symbology import InstrumentMap
-from databento.common.types import DBNRecord
 from databento.common.types import Default
 from databento.common.types import MappingIntervalDict
 from databento.common.validation import validate_enum

databento/common/types.py

@@ -17,30 +17,6 @@
 
 logger = logging.getLogger(__name__)
 
-DBNRecord = (
-    databento_dbn.BBOMsg
-    | databento_dbn.CBBOMsg
-    | databento_dbn.CMBP1Msg
-    | databento_dbn.MBOMsg
-    | databento_dbn.MBP1Msg
-    | databento_dbn.MBP10Msg
-    | databento_dbn.TradeMsg
-    | databento_dbn.OHLCVMsg
-    | databento_dbn.ImbalanceMsg
-    | databento_dbn.InstrumentDefMsg
-    | databento_dbn.InstrumentDefMsgV1
-    | databento_dbn.InstrumentDefMsgV2
-    | databento_dbn.StatMsg
-    | databento_dbn.StatMsgV1
-    | databento_dbn.StatusMsg
-    | databento_dbn.SymbolMappingMsg
-    | databento_dbn.SymbolMappingMsgV1
-    | databento_dbn.SystemMsg
-    | databento_dbn.SystemMsgV1
-    | databento_dbn.ErrorMsg
-    | databento_dbn.ErrorMsgV1
-)
-
 _T = TypeVar("_T")
 
 
@@ -95,7 +71,7 @@ class MappingIntervalDict(TypedDict):
     symbol: str
 
 
-RecordCallback = Callable[[DBNRecord], None]
+RecordCallback = Callable[[databento_dbn.DBNRecord], None]
 ExceptionCallback = Callable[[Exception], None]
 ReconnectCallback = Callable[[pd.Timestamp, pd.Timestamp], None]
 
@@ -243,7 +219,7 @@ def callback_name(self) -> str:
     def exc_callback_name(self) -> str:
         return getattr(self._exc_fn, "__name__", str(self._exc_fn))
 
-    def call(self, record: DBNRecord) -> None:
+    def call(self, record: databento_dbn.DBNRecord) -> None:
         """
         Execute the callback function, passing `record` in as the first
         argument. Any exceptions encountered will be dispatched to the

databento/live/client.py

@@ -14,6 +14,7 @@
 
 import databento_dbn
 import pandas as pd
+from databento_dbn import DBNRecord
 from databento_dbn import Schema
 from databento_dbn import SType
 
@@ -25,7 +26,6 @@
 from databento.common.publishers import Dataset
 from databento.common.types import ClientRecordCallback
 from databento.common.types import ClientStream
-from databento.common.types import DBNRecord
 from databento.common.types import ExceptionCallback
 from databento.common.types import ReconnectCallback
 from databento.common.types import RecordCallback
@@ -57,7 +57,8 @@ class Live:
         gateway.
     heartbeat_interval_s: int, optional
         The interval in seconds at which the gateway will send heartbeat records if no
-        other data records are sent.
+        other data records are sent. By default heartbeats will be sent at the gateway's
+        default interval. Minimum interval is 5 seconds.
     reconnect_policy: ReconnectPolicy | str, optional
         The reconnect policy for the live session.
             - "none": the client will not reconnect (default)

databento/live/protocol.py

@@ -7,6 +7,7 @@
 from typing import Final
 
 import databento_dbn
+from databento_dbn import DBNRecord
 from databento_dbn import Metadata
 from databento_dbn import Schema
 from databento_dbn import SType
@@ -19,7 +20,6 @@
 from databento.common.parsing import optional_datetime_to_unix_nanoseconds
 from databento.common.parsing import symbols_list_to_list
 from databento.common.publishers import Dataset
-from databento.common.types import DBNRecord
 from databento.common.validation import validate_enum
 from databento.common.validation import validate_semantic_string
 from databento.live.gateway import AuthenticationRequest

databento/live/session.py

@@ -14,6 +14,7 @@
 
 import databento_dbn
 import pandas as pd
+from databento_dbn import DBNRecord
 from databento_dbn import Schema
 from databento_dbn import SType
 
@@ -23,7 +24,6 @@
 from databento.common.publishers import Dataset
 from databento.common.types import ClientRecordCallback
 from databento.common.types import ClientStream
-from databento.common.types import DBNRecord
 from databento.common.types import ExceptionCallback
 from databento.common.types import ReconnectCallback
 from databento.live.gateway import SubscriptionRequest

databento/version.py

@@ -1 +1 @@
-__version__ = "0.68.2"
+__version__ = "0.69.0"

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "databento"
-version = "0.68.2"
+version = "0.69.0"
 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~=0.45.0",
+    "databento-dbn~=0.46.0",
     "numpy>=1.23.5; python_version < '3.12'",
     "numpy>=1.26.0; python_version >= '3.12'",
     "pandas>=1.5.3",

tests/test_historical_bento.py

@@ -15,6 +15,7 @@
 import pytz
 import zstandard
 from databento_dbn import Compression
+from databento_dbn import DBNRecord
 from databento_dbn import MBOMsg
 from databento_dbn import Schema
 from databento_dbn import SType
@@ -26,7 +27,6 @@
 from databento.common.error import BentoError
 from databento.common.error import BentoWarning
 from databento.common.publishers import Dataset
-from databento.common.types import DBNRecord
 
 
 def test_from_file_when_not_exists_raises_expected_exception() -> None:

tests/test_live_client.py

@@ -15,6 +15,7 @@
 import databento_dbn
 import pytest
 import zstandard
+from databento_dbn import DBNRecord
 from databento_dbn import Encoding
 from databento_dbn import Schema
 from databento_dbn import SType
@@ -25,7 +26,6 @@
 from databento.common.dbnstore import DBNStore
 from databento.common.error import BentoError
 from databento.common.publishers import Dataset
-from databento.common.types import DBNRecord
 from databento.live import client
 from databento.live import gateway
 from databento.live import protocol

tests/test_live_client_reconnect.py

@@ -6,12 +6,12 @@
 
 import pandas as pd
 import pytest
+from databento_dbn import DBNRecord
 
 from databento import Dataset
 from databento import Schema
 from databento import SType
 from databento.common.enums import ReconnectPolicy
-from databento.common.types import DBNRecord
 from databento.live import client
 from databento.live.gateway import AuthenticationRequest
 from databento.live.gateway import SessionStart