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This version marks the release of DBN version 3 (DBNv3), which is the new default.
API methods and DbnDecoder support decoding all versions of DBN, but now default to
upgrading data to version 3.

Enhancements

  • Added UpgradeToV3 variant to VersionUpgradePolicy enum
  • Version 1 and 2 structs can be converted to version 3 structs with templated Upgrade
    method
  • Metadata will now always be encoded with a length divisible by 8 bytes for better
    alignment
  • Added is_last field to live subscription requests which will be used to improve the
    handling of split subscription requests

Breaking changes

  • Release of DBN version 3:
    • Definition schema:
      • Updated InstrumentDefMsg with new leg_ fields to support multi-leg strategy
        definitions.
      • Expanded raw_instrument_id to 64 bits to support more venues. Like other 64-bit
        integer fields, its value will now be quoted in JSON
      • Removed trading_reference_date, trading_reference_price, and
        settl_price_type fields which will be normalized in the statistics schema
      • Removed md_security_trading_status better served by the status schema
      • Updated asset to 11 bytes and kAssetCstrLen to match
    • Statistics schema:
      • Updated StatMsg has an expanded 64-bit quantity field. kUndefStatQuantity
        has been updated to match
      • The previous StatMsg has been moved to v2::StatMsg or StatMsgV2

Bug fixes

  • Fixed "Zstd error decompressing: Operation made no progress over multiple calls, due
    to output buffer being full" error with TimeseriesGetRange
  • Fixed missing implementation of HistoricalBuilder::SetLogReceiver

@threecgreen threecgreen requested a review from a team May 28, 2025 12:52
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@renan-databento renan-databento left a comment

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:y: ride on!

@threecgreen threecgreen merged commit 84a307e into main May 28, 2025
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3 participants