ADD: Consolidated pub for XNYS.TRADES bars

databento · Jan 16, 2025 · 3b22eed · 3b22eed
1 parent 4b14eba
commit 3b22eed
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Showing 3 changed files with 15 additions and 1 deletion.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -6,7 +6,7 @@
 - Updated enumerations for unreleased datasets and publishers.
 
 ### Enhancements
-- Added new dataset `EQUS.MINI` and new publisher `EQUS.MINI.EQUS`
+- Added new dataset `EQUS.MINI` and new publishers `EQUS.MINI.EQUS`, `XNYS.TRADES.EQUS`
 
 ## 0.27.0 - 2025-01-07
 

diff --git a/include/databento/publishers.hpp b/include/databento/publishers.hpp
@@ -369,6 +369,8 @@ enum class Publisher : std::uint16_t {
   EqusAllEqus = 94,
   // Databento US Equities Mini
   EqusMiniEqus = 95,
+  // NYSE Trades - Consolidated
+  XnysTradesEqus = 96,
 };
 
 // Get a Publisher's Venue.

diff --git a/src/publishers.cpp b/src/publishers.cpp
@@ -826,6 +826,9 @@ Venue PublisherVenue(Publisher publisher) {
     case Publisher::EqusMiniEqus: {
       return Venue::Equs;
     }
+    case Publisher::XnysTradesEqus: {
+      return Venue::Equs;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherVenue", "publisher",
@@ -1121,6 +1124,9 @@ Dataset PublisherDataset(Publisher publisher) {
     case Publisher::EqusMiniEqus: {
       return Dataset::EqusMini;
     }
+    case Publisher::XnysTradesEqus: {
+      return Dataset::XnysTrades;
+    }
     default: {
       throw InvalidArgumentError{
           "PublisherDataset", "publisher",
@@ -1417,6 +1423,9 @@ const char* ToString(Publisher publisher) {
     case Publisher::EqusMiniEqus: {
       return "EQUS.MINI.EQUS";
     }
+    case Publisher::XnysTradesEqus: {
+      return "XNYS.TRADES.EQUS";
+    }
     default: {
       return "Unknown";
     }
@@ -1715,6 +1724,9 @@ Publisher FromString(const std::string& str) {
   if (str == "EQUS.MINI.EQUS") {
     return Publisher::EqusMiniEqus;
   }
+  if (str == "XNYS.TRADES.EQUS") {
+    return Publisher::XnysTradesEqus;
+  }
   throw InvalidArgumentError{"FromString<Publisher>", "str",
                              "unknown value '" + str + '\''};
 }