tbeason · Sep 17, 2026 · Sep 8, 2026 · Sep 8, 2026 · Sep 17, 2026 · Sep 17, 2026
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -5,13 +5,57 @@ All notable changes to DatabentoBinaryEncoding.jl are documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [0.1.7] - 2026-09-17
+
+### Added
+
+- **`StatType` enum** (`UInt16`, matches the DBN spec) for interpreting
+  `StatMsg.stat_type`, including `UPPER_PRICE_LIMIT = 17` and
+  `LOWER_PRICE_LIMIT = 18`, which CME GLBX.MDP3 publishes since Databento's
+  2026-07 normalization change, plus the block-volume, indicative-close,
+  market-wide-circuit-breaker, auction-collar and venue-specific codes.
+  `safe_stat_type(raw)` maps unrecognized codes to `StatType.UNKNOWN`. The
+  struct field stays a raw `UInt16` (no breaking change).
+- **`TradingEvent` enum** (`UInt16`) for `StatusMsg.trading_event`:
+  `NONE`, `NO_CANCEL`, `CHANGE_TRADING_SESSION`, `IMPLIED_MATCHING_ON = 3`,
+  `IMPLIED_MATCHING_OFF = 4` (the latter two are emitted by CME since 2026-07).
+  `safe_trading_event(raw)` maps unrecognized codes to `TradingEvent.NONE`.
+- **`InstrumentClass.INDEX`** (`'I'`), present in the DBN spec but previously
+  missing here; such definitions decoded as `InstrumentClass.OTHER` with a
+  warning. (`FX_SPOT = 'X'`, which CME now uses for FX spot instruments instead
+  of `FUTURE`, was already supported.)
+- **Record flag constants** `F_LAST` (128), `F_TOB`, `F_SNAPSHOT`, `F_MBP`,
+  `F_BAD_TS_RECV`, `F_MAYBE_BAD_BOOK`, `F_PUBLISHER_SPECIFIC` and a `has_flag`
+  helper. Relevant to the 2026-07 CME change where `F_LAST` moved from the
+  final MBO book update onto a standalone `action = Action.NONE` record with
+  `price = UNDEF_PRICE`, `size = 0`; that record already decoded, exported
+  (`NaN` price) and printed correctly, and is now covered by tests.
+- Test coverage (`test/test_cme_2026_07.jl`) for the 2026-07 CME normalization
+  shapes: one definition record per strategy leg, the standalone `F_LAST` MBO
+  record, price-limit statistics, implied-matching status events and FX-spot /
+  index definitions.
+
 ## [0.1.6] - 2026-09-10
 
 ### Changed
 
 - Replay pacing now uses a monotonic clock by default, so NTP or manual
   wall-clock adjustments cannot change replay timing.
 
+### Added
+
+- Timestamp-paced **replay**: `replay_dbn(f, filename; ...)` re-emits a DBN file's
+  records in time order, pacing each `f(record)` callback by the gap between record
+  timestamps to simulate a live feed (backtesting, demos, driving real-time
+  consumers). `replay_records(f, records; ...)` does the same over an already-loaded
+  collection. Zstd-aware and skips unknown record types like `DBNStream`. Pacing is
+  anchored to absolute wall-clock targets so callback execution time is absorbed
+  instead of accumulating as drift. Options: `speed` (time-compression multiplier;
+  `Inf` = no waiting), `timestamp` (`:ts_event` or `:ts_recv`, with fallback),
+  `max_sleep` (cap large gaps; re-anchors after a clamp), and `precise` (busy-wait
+  sub-millisecond gaps, since `Base.sleep` only resolves ~1 ms on Unix / ~15 ms on
+  Windows). `clock`/`sleep_fn` are injectable for deterministic testing.
+
 ### Fixed
 
 - Parquet compression names are validated before being interpolated into the
@@ -46,7 +90,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
   the bug). Files written by
   earlier versions with undefined statistics quantities contain `-1` on disk.
 
-## [0.1.6] - 2026-06-24
+## [0.1.5] - 2026-06-24
 
 ### Changed
 
@@ -59,29 +103,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Added
 
-- Timestamp-paced **replay**: `replay_dbn(f, filename; ...)` re-emits a DBN file's
-  records in time order, pacing each `f(record)` callback by the gap between record
-  timestamps to simulate a live feed (backtesting, demos, driving real-time
-  consumers). `replay_records(f, records; ...)` does the same over an already-loaded
-  collection. Zstd-aware and skips unknown record types like `DBNStream`. Pacing is
-  anchored to absolute wall-clock targets so callback execution time is absorbed
-  instead of accumulating as drift. Options: `speed` (time-compression multiplier;
-  `Inf` = no waiting), `timestamp` (`:ts_event` or `:ts_recv`, with fallback),
-  `max_sleep` (cap large gaps; re-anchors after a clamp), and `precise` (busy-wait
-  sub-millisecond gaps, since `Base.sleep` only resolves ~1 ms on Unix / ~15 ms on
-  Windows). `clock`/`sleep_fn` are injectable for deterministic testing.
 - `dbn_to_parquet` now compresses with **ZSTD by default** and accepts a `compression`
   keyword — one of `"zstd"` (default), `"snappy"`, `"gzip"`, or `"uncompressed"`.
-- Symbol resolution helpers that join the human-readable `raw_symbol` back onto
-  records using `Metadata.mappings`: `symbol_map(metadata)` builds an
-  `instrument_id -> [(start_date, end_date, raw_symbol)]` lookup,
-  `symbol_for(map_or_metadata, instrument_id, ts_event)` resolves the symbol
-  valid at a record's timestamp, `add_symbol_column!(df, metadata)` joins a
-  `:symbol` column onto a records DataFrame in place, and
-  `records_to_dataframe(records, metadata; symbols=true)` does the conversion +
-  join in one call. The join keys on `instrument_id`/`ts_event` (so it also works
-  for the row-expanded MBP-10 frame) and only applies when the query was resolved
-  with `stype_out = SType.INSTRUMENT_ID`.
 
 ### Fixed
 
@@ -104,6 +127,24 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - `create_metadata_from_dataframe` (used by `parquet_to_dbn` / `csv_to_dbn`) no longer
   throws from `minimum`/`maximum` on a zero-row DataFrame; an empty frame yields
   `start_ts = end_ts = 0`, so a fully-empty Parquet/CSV round-trips back to DBN.
+
+## [0.1.4] - 2026-06-22
+
+### Added
+
+- Symbol resolution helpers that join the human-readable `raw_symbol` back onto
+  records using `Metadata.mappings`: `symbol_map(metadata)` builds an
+  `instrument_id -> [(start_date, end_date, raw_symbol)]` lookup,
+  `symbol_for(map_or_metadata, instrument_id, ts_event)` resolves the symbol
+  valid at a record's timestamp, `add_symbol_column!(df, metadata)` joins a
+  `:symbol` column onto a records DataFrame in place, and
+  `records_to_dataframe(records, metadata; symbols=true)` does the conversion +
+  join in one call. The join keys on `instrument_id`/`ts_event` (so it also works
+  for the row-expanded MBP-10 frame) and only applies when the query was resolved
+  with `stype_out = SType.INSTRUMENT_ID`.
+
+### Fixed
+
 - `records_to_dataframe` (and therefore `to_dataframe` / `dbn_to_parquet`) no
   longer throws `FieldError` on **TBBO / MBP-1** and **MBP-10**. The converters
   read non-existent flat `bid_px_00…` fields; the bid/ask data actually lives in
@@ -182,7 +223,10 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
   conversion to JSON/Parquet/CSV; byte-for-byte compatibility with the official
   Rust implementation ([#18], [#19]).
 
+[0.1.7]: https://github.com/tbeason/DatabentoBinaryEncoding.jl/compare/v0.1.6...v0.1.7
 [0.1.6]: https://github.com/tbeason/DatabentoBinaryEncoding.jl/compare/v0.1.5...v0.1.6
+[0.1.5]: https://github.com/tbeason/DatabentoBinaryEncoding.jl/compare/v0.1.4...v0.1.5
+[0.1.4]: https://github.com/tbeason/DatabentoBinaryEncoding.jl/compare/v0.1.3...v0.1.4
 [0.1.3]: https://github.com/tbeason/DatabentoBinaryEncoding.jl/compare/v0.1.2...v0.1.3
 [0.1.2]: https://github.com/tbeason/DatabentoBinaryEncoding.jl/compare/v0.1.1...v0.1.2
 [0.1.1]: https://github.com/tbeason/DatabentoBinaryEncoding.jl/compare/v0.1.0...v0.1.1

diff --git a/Project.toml b/Project.toml
@@ -1,6 +1,6 @@
 name = "DatabentoBinaryEncoding"
 uuid = "90689371-c8cb-40d1-831f-18033db90f74"
-version = "0.1.6"
+version = "0.1.7"
 authors = ["Tyler Beason <tbeas12@gmail.com>"]
 
 [deps]

diff --git a/docs/src/api/enums.md b/docs/src/api/enums.md
@@ -125,12 +125,64 @@ codes:
 - `CALL` (`'C'`) - Call option
 - `PUT` (`'P'`) - Put option
 - `FUTURE` (`'F'`) - Futures contract
+- `INDEX` (`'I'`) - Index
 - `BOND` (`'B'`) - Fixed income
 - `FX_SPOT` (`'X'`) - Foreign exchange spot
 - `COMMODITY_SPOT` (`'Y'`) - Commodity spot
 - `MIXED_SPREAD` (`'M'`), `FUTURE_SPREAD` (`'S'`), `OPTION_SPREAD` (`'T'`) - Spreads
 - `OTHER` (`'?'`), `UNKNOWN_0`, `UNKNOWN_45` - Fallbacks for unclassified instruments
 
+## Statistic Types
+
+```@docs
+StatType
+safe_stat_type
+```
+
+`StatMsg.stat_type` is stored as a raw `UInt16`; use `StatType` to interpret it,
+e.g. `r.stat_type == UInt16(StatType.SETTLEMENT_PRICE)` or
+`safe_stat_type(r.stat_type)`. Notable values: `OPENING_PRICE` (1),
+`SETTLEMENT_PRICE` (3), `OPEN_INTEREST` (9), `CLOSE_PRICE` (11),
+`UPPER_PRICE_LIMIT` (17) and `LOWER_PRICE_LIMIT` (18) — the last two are the
+session price limits CME GLBX.MDP3 publishes since 2026-07.
+
+## Trading Events
+
+```@docs
+TradingEvent
+safe_trading_event
+```
+
+`StatusMsg.trading_event` is stored as a raw `UInt16`; `TradingEvent` names the
+codes: `NONE` (0), `NO_CANCEL` (1), `CHANGE_TRADING_SESSION` (2),
+`IMPLIED_MATCHING_ON` (3), `IMPLIED_MATCHING_OFF` (4).
+
+## Record Flags
+
+```@docs
+F_LAST
+F_TOB
+F_SNAPSHOT
+F_MBP
+F_BAD_TS_RECV
+F_MAYBE_BAD_BOOK
+F_PUBLISHER_SPECIFIC
+has_flag
+```
+
+The `flags` byte on MBO/MBP/trade/BBO records is a bit field. `F_LAST` (128)
+marks the last record of a venue event. Since 2026-07, CME MBO carries it on a
+standalone `action = Action.NONE` record with `price = UNDEF_PRICE` and
+`size = 0`, so book builders should apply updates on every record and treat the
+`F_LAST` record purely as an event boundary:
+
+```julia
+foreach_mbo("glbx.mbo.dbn.zst") do r
+    r.action == Action.NONE || apply_to_book!(book, r)
+    has_flag(r.flags, F_LAST) && on_event_complete!(book)
+end
+```
+
 ## Usage Examples
 
 ### Working with Schemas

diff --git a/src/DatabentoBinaryEncoding.jl b/src/DatabentoBinaryEncoding.jl
@@ -121,6 +121,8 @@ export foreach_cmbp1, foreach_cbbo1s, foreach_cbbo1m, foreach_tcbbo, foreach_bbo
 export replay_dbn, replay_records  # Timestamp-paced replay
 export compress_dbn_file, compress_daily_files
 export Schema, Compression, Encoding, SType, RType, Action, Side, InstrumentClass
+export StatType, TradingEvent, safe_stat_type, safe_trading_event
+export F_LAST, F_TOB, F_SNAPSHOT, F_MBP, F_BAD_TS_RECV, F_MAYBE_BAD_BOOK, F_PUBLISHER_SPECIFIC, has_flag
 export price_to_float, float_to_price, ts_to_datetime, datetime_to_ts, ts_to_date_time, date_time_to_ts, to_nanoseconds
 export record_length_bytes
 export DBN_VERSION, FIXED_PRICE_SCALE, UNDEF_PRICE, UNDEF_ORDER_SIZE, UNDEF_TIMESTAMP
@@ -130,4 +132,4 @@ export dbn_to_csv, dbn_to_json, dbn_to_parquet, records_to_dataframe
 export symbol_map, symbol_for, add_symbol_column!
 export json_to_dbn, parquet_to_dbn, csv_to_dbn
 
-end  # module DatabentoBinaryEncoding
+end  # module DatabentoBinaryEncoding
diff --git a/src/types.jl b/src/types.jl
@@ -251,6 +251,7 @@ Classification of financial instruments. Values match Databento's DBN
 - `CALL`: Call option contracts
 - `PUT`: Put option contracts
 - `FUTURE`: Futures contracts
+- `INDEX`: Index instruments
 - `BOND`: Fixed income securities
 - `MIXED_SPREAD`: Mixed spread instruments
 - `FUTURE_SPREAD`: Futures spread instruments
@@ -263,6 +264,7 @@ Classification of financial instruments. Values match Databento's DBN
     BOND = UInt8('B')
     CALL = UInt8('C')
     FUTURE = UInt8('F')
+    INDEX = UInt8('I')
     STOCK = UInt8('K')
     MIXED_SPREAD = UInt8('M')
     PUT = UInt8('P')
@@ -665,3 +667,158 @@ warning (once) and map to `InstrumentClass.OTHER`.
     end
     return @inbounds _INSTRUMENT_CLASS_LOOKUP[idx]
 end
+
+# ---------------------------------------------------------------------------
+# Venue-code enums and record flags
+#
+# `StatMsg.stat_type` and `StatusMsg.trading_event` stay raw `UInt16` on the
+# record structs: the wire fields are plain integers and publishers may emit
+# codes outside the published enum. The enums below are for *interpreting*
+# those codes. Compare with `r.stat_type == UInt16(StatType.SETTLEMENT_PRICE)`
+# or convert with `safe_stat_type(r.stat_type)` / `safe_trading_event(...)`.
+# ---------------------------------------------------------------------------
+
+"""
+    StatType
+
+Type of statistic carried by a [`StatMsg`](@ref) (`stat_type` field). Values
+match the official DBN `StatType` enum (`UInt16`). `UNKNOWN = 0` is a local
+sentinel returned by [`safe_stat_type`](@ref) for codes this package does not
+recognize (publisher-specific, or newer than this release).
+
+# Values
+- `OPENING_PRICE = 1`: Price of the first trade of an instrument
+- `INDICATIVE_OPENING_PRICE = 2`: Probable opening price, published pre-open
+- `SETTLEMENT_PRICE = 3`: Settlement price
+- `TRADING_SESSION_LOW_PRICE = 4`: Lowest trade price of the session
+- `TRADING_SESSION_HIGH_PRICE = 5`: Highest trade price of the session
+- `CLEARED_VOLUME = 6`: Contracts cleared on the previous trading date
+- `LOWEST_OFFER = 7`: Lowest offer price of the session
+- `HIGHEST_BID = 8`: Highest bid price of the session
+- `OPEN_INTEREST = 9`: Number of outstanding contracts
+- `FIXING_PRICE = 10`: VWAP over a fixing period
+- `CLOSE_PRICE = 11`: Last trade price of the session
+- `NET_CHANGE = 12`: Change from the previous session's close
+- `VWAP = 13`: Session volume-weighted average price
+- `VOLATILITY = 14`: Implied volatility associated with the settlement price
+- `DELTA = 15`: Option delta associated with the settlement price
+- `UNCROSSING_PRICE = 16`: Auction uncrossing price
+- `UPPER_PRICE_LIMIT = 17`: Exchange-defined upper price limit (published for
+  CME GLBX.MDP3 since the 2026-07 normalization change)
+- `LOWER_PRICE_LIMIT = 18`: Exchange-defined lower price limit (as above)
+- `BLOCK_VOLUME = 19`: Block contracts cleared on the previous trading date
+- `INDICATIVE_CLOSE_PRICE = 20`: Probable closing price
+- `MWCB_LEVEL_1 = 21`, `MWCB_LEVEL_2 = 22`, `MWCB_LEVEL_3 = 23`: Market-wide
+  circuit-breaker thresholds (7% / 13% / 20%)
+- `AUCTION_COLLAR_REFERENCE_PRICE = 24`, `AUCTION_COLLAR_UPPER_PRICE = 25`,
+  `AUCTION_COLLAR_LOWER_PRICE = 26`: Auction collar prices
+- `VENUE_SPECIFIC_VOLUME_1 = 10001`, `VENUE_SPECIFIC_PRICE_1 = 10002`:
+  Venue-specific statistics
+- `UNKNOWN = 0`: Unrecognized code (local sentinel, not part of the DBN spec)
+"""
+@enumx StatType::UInt16 begin
+    UNKNOWN = 0
+    OPENING_PRICE = 1
+    INDICATIVE_OPENING_PRICE = 2
+    SETTLEMENT_PRICE = 3
+    TRADING_SESSION_LOW_PRICE = 4
+    TRADING_SESSION_HIGH_PRICE = 5
+    CLEARED_VOLUME = 6
+    LOWEST_OFFER = 7
+    HIGHEST_BID = 8
+    OPEN_INTEREST = 9
+    FIXING_PRICE = 10
+    CLOSE_PRICE = 11
+    NET_CHANGE = 12
+    VWAP = 13
+    VOLATILITY = 14
+    DELTA = 15
+    UNCROSSING_PRICE = 16
+    UPPER_PRICE_LIMIT = 17
+    LOWER_PRICE_LIMIT = 18
+    BLOCK_VOLUME = 19
+    INDICATIVE_CLOSE_PRICE = 20
+    MWCB_LEVEL_1 = 21
+    MWCB_LEVEL_2 = 22
+    MWCB_LEVEL_3 = 23
+    AUCTION_COLLAR_REFERENCE_PRICE = 24
+    AUCTION_COLLAR_UPPER_PRICE = 25
+    AUCTION_COLLAR_LOWER_PRICE = 26
+    VENUE_SPECIFIC_VOLUME_1 = 10001
+    VENUE_SPECIFIC_PRICE_1 = 10002
+end
+
+"""
+    TradingEvent
+
+Additional context for a [`StatusMsg`](@ref) (`trading_event` field). Values
+match the official DBN `TradingEvent` enum (`UInt16`).
+
+# Values
+- `NONE = 0`: No additional information given
+- `NO_CANCEL = 1`: Order entry is allowed; modification and cancellation are not
+- `CHANGE_TRADING_SESSION = 2`: A change of trading session occurred; daily
+  statistics are reset
+- `IMPLIED_MATCHING_ON = 3`: Implied matching is available (CME's matching
+  engine is constructing implied depth)
+- `IMPLIED_MATCHING_OFF = 4`: Implied matching is not available
+
+CME GLBX.MDP3 publishes `IMPLIED_MATCHING_ON`/`OFF` status records since the
+2026-07 normalization change.
+"""
+@enumx TradingEvent::UInt16 begin
+    NONE = 0
+    NO_CANCEL = 1
+    CHANGE_TRADING_SESSION = 2
+    IMPLIED_MATCHING_ON = 3
+    IMPLIED_MATCHING_OFF = 4
+end
+
+const _STAT_TYPE_LOOKUP = Dict{UInt16,StatType.T}(UInt16(v) => v for v in instances(StatType.T))
+const _TRADING_EVENT_LOOKUP = Dict{UInt16,TradingEvent.T}(UInt16(v) => v for v in instances(TradingEvent.T))
+
+"""
+    safe_stat_type(raw::Integer) -> StatType.T
+
+Interpret a raw `StatMsg.stat_type` code. Unrecognized codes map to
+`StatType.UNKNOWN` without a warning (publisher-specific codes are legitimate).
+"""
+safe_stat_type(raw::Integer) = get(_STAT_TYPE_LOOKUP, UInt16(raw), StatType.UNKNOWN)
+
+"""
+    safe_trading_event(raw::Integer) -> TradingEvent.T
+
+Interpret a raw `StatusMsg.trading_event` code. Unrecognized codes map to
+`TradingEvent.NONE` ("no additional information") without a warning.
+"""
+safe_trading_event(raw::Integer) = get(_TRADING_EVENT_LOOKUP, UInt16(raw), TradingEvent.NONE)
+
+# Record `flags` bit field (MBO / MBP / trade / BBO records). Values match the
+# official DBN `flags` module.
+
+"""
+Flag bit: last record in the event for a given `instrument_id`. Since the
+2026-07 CME normalization change, GLBX.MDP3 MBO emits this on a standalone
+record (`action = Action.NONE`, `price = UNDEF_PRICE`, `size = 0`) that
+follows the book updates, rather than on the final book update itself.
+"""
+const F_LAST = 0x80
+"""Flag bit: top-of-book record, not an individual order."""
+const F_TOB = 0x40
+"""Flag bit: record sourced from a replay, such as a snapshot server."""
+const F_SNAPSHOT = 0x20
+"""Flag bit: aggregated price-level record, not an individual order."""
+const F_MBP = 0x10
+"""Flag bit: `ts_recv` is inaccurate due to clock issues or packet reordering."""
+const F_BAD_TS_RECV = 0x08
+"""Flag bit: an unrecoverable gap was detected in the channel."""
+const F_MAYBE_BAD_BOOK = 0x04
+"""Flag bit: publisher-specific event."""
+const F_PUBLISHER_SPECIFIC = 0x02
+
+"""
+    has_flag(flags, flag) -> Bool
+
+`true` if the `flag` bit (e.g. [`F_LAST`](@ref)) is set in a record's `flags`.
+"""
+has_flag(flags::Integer, flag::Integer) = (flags & flag) != 0