ADD: Add InstrumentClass, IndicativeClosePrice

Author: Siddha Kilaru

CHANGELOG.md

@@ -1,5 +1,11 @@
 # Changelog
 
+## 0.56.0 - TBD
+
+### Enhancements
+- Added `Index` `InstrumentClass` variant
+- Added `StatType` variants `IndicativeClosePrice` and `VenueSpecificPrice1`
+
 ## 0.55.0 - 2026-04-28
 
 ### Enhancements

include/databento/enums.hpp

@@ -171,6 +171,8 @@ enum InstrumentClass : char {
   Call = 'C',
   // A future.
   Future = 'F',
+  // An index.
+  Index = 'I',
   // A stock.
   Stock = 'K',
   // A spread composed of multiple instrument classes.
@@ -436,10 +438,17 @@ enum StatType : std::uint16_t {
   // date.
   // `quantity` will be set. `ts_ref` will indicate the trading date of the volume.
   BlockVolume = 19,
+  // The probable price of the last trade of an instrument published during the trading
+  // session. `price` will be set.
+  IndicativeClosePrice = 20,
   // A venue specific volume statistic. Refer to the venue documentation for more
   // information.
   // `quantity` will be set.
   VenueSpecificVolume1 = 10001,
+  // A venue specific price statistic. Refer to the venue documentation for more
+  // information.
+  // `price` will be set.
+  VenueSpecificPrice1 = 10002,
 };
 }  // namespace stat_type
 using stat_type::StatType;

src/enums.cpp

@@ -253,6 +253,9 @@ const char* ToString(InstrumentClass instrument_class) {
     case InstrumentClass::Future: {
       return "Future";
     }
+    case InstrumentClass::Index: {
+      return "Index";
+    }
     case InstrumentClass::Stock: {
       return "Stock";
     }
@@ -546,9 +549,15 @@ const char* ToString(StatType stat_type) {
     case StatType::BlockVolume: {
       return "BlockVolume";
     }
+    case StatType::IndicativeClosePrice: {
+      return "IndicativeClosePrice";
+    }
     case StatType::VenueSpecificVolume1: {
       return "VenueSpecificVolume1";
     }
+    case StatType::VenueSpecificPrice1: {
+      return "VenueSpecificPrice1";
+    }
     default: {
       return "Unknown";
     }