Databento Batch API

openapi: 3.0.3
info:
  title: Databento Historical and Reference Batch API
  description: Databento's Historical HTTP API serves historical financial market data and reference data over REST. A request selects a dataset (e.g. GLBX.MDP3, XNAS.ITCH, DBEQ.BASIC), one or more symbols, a schema (MBO full order book, MBP-1, MBP-10, trades, OHLCV bars, statistics, definition, and more), and a time range, and receives normalized records in Databento Binary Encoding (DBN), CSV, or JSON. Endpoints are grouped as metadata (catalog discovery and cost estimation), timeseries (streaming data retrieval), symbology (symbol resolution), batch (asynchronous flat-file jobs), and reference (security master, corporate actions, adjustment factors). Requests authenticate with HTTP Basic auth using your Databento API key as the username and an empty password. Live market data is delivered separately over a raw TCP binary DBN protocol (with CRAM authentication) and is NOT part of this REST document.
  version: '0'
  contact:
    name: Databento
    url: https://databento.com
  license:
    name: Databento Terms
    url: https://databento.com/terms
servers:
- url: https://hist.databento.com/v0
  description: Databento Historical and Reference HTTP API
security:
- apiKeyBasicAuth: []
tags:
- name: Batch
  description: Submit and manage asynchronous flat-file download jobs.
paths:
  /batch.submit_job:
    post:
      operationId: batchSubmitJob
      tags:
      - Batch
      summary: Submit batch job
      description: Submits an asynchronous batch job that materializes a historical request into downloadable flat files, optionally split by day, symbol, or size.
      requestBody:
        required: true
        content:
          application/x-www-form-urlencoded:
            schema:
              type: object
              required:
              - dataset
              - symbols
              - schema
              - start
              properties:
                dataset:
                  type: string
                symbols:
                  type: string
                schema:
                  type: string
                start:
                  type: string
                end:
                  type: string
                encoding:
                  type: string
                  enum:
                  - dbn
                  - csv
                  - json
                compression:
                  type: string
                  enum:
                  - none
                  - zstd
                split_duration:
                  type: string
                split_symbols:
                  type: boolean
                split_size:
                  type: integer
      responses:
        '200':
          description: The created batch job with its id and state.
        '401':
          $ref: '#/components/responses/Unauthorized'
        '422':
          $ref: '#/components/responses/ValidationError'
  /batch.list_jobs:
    get:
      operationId: batchListJobs
      tags:
      - Batch
      summary: List batch jobs
      description: Lists batch jobs for the account, optionally filtered by state and submission time.
      parameters:
      - name: states
        in: query
        schema:
          type: string
        description: Comma-separated states such as received, queued, processing, done, expired.
      - name: since
        in: query
        schema:
          type: string
      responses:
        '200':
          description: A list of batch jobs.
        '401':
          $ref: '#/components/responses/Unauthorized'
  /batch.list_files:
    get:
      operationId: batchListFiles
      tags:
      - Batch
      summary: List batch files
      description: Lists the output files for a completed batch job, including HTTPS and FTP download URIs and hashes.
      parameters:
      - name: job_id
        in: query
        required: true
        schema:
          type: string
      responses:
        '200':
          description: A list of files with download URIs.
        '401':
          $ref: '#/components/responses/Unauthorized'
        '404':
          $ref: '#/components/responses/NotFound'
components:
  responses:
    ValidationError:
      description: The request parameters failed validation.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
    NotFound:
      description: The requested resource was not found.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
    Unauthorized:
      description: Missing or invalid API key.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
  schemas:
    Error:
      type: object
      properties:
        detail:
          type: string
          description: A human-readable description of the error.
        case_id:
          type: string
          description: An identifier for the error case, useful when contacting support.
  securitySchemes:
    apiKeyBasicAuth:
      type: http
      scheme: basic
      description: HTTP Basic authentication. Supply your Databento API key (prefixed with db-) as the username and leave the password empty.