Databento Metadata API

openapi: 3.0.3
info:
  title: Databento Historical and Reference Batch Metadata 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: Metadata
  description: Catalog discovery, dataset ranges and conditions, and cost estimation.
paths:
  /metadata.list_publishers:
    get:
      operationId: listPublishers
      tags:
      - Metadata
      summary: List publishers
      description: Lists all publishers and their details.
      responses:
        '200':
          description: A list of publishers.
        '401':
          $ref: '#/components/responses/Unauthorized'
  /metadata.list_datasets:
    get:
      operationId: listDatasets
      tags:
      - Metadata
      summary: List datasets
      description: Lists all available dataset codes, optionally filtered by an available date range.
      parameters:
      - name: start_date
        in: query
        schema:
          type: string
          format: date
      - name: end_date
        in: query
        schema:
          type: string
          format: date
      responses:
        '200':
          description: A list of dataset codes.
        '401':
          $ref: '#/components/responses/Unauthorized'
  /metadata.list_schemas:
    get:
      operationId: listSchemas
      tags:
      - Metadata
      summary: List schemas
      description: Lists all data record schemas available for a dataset.
      parameters:
      - name: dataset
        in: query
        required: true
        schema:
          type: string
      responses:
        '200':
          description: A list of schema names.
        '401':
          $ref: '#/components/responses/Unauthorized'
  /metadata.list_fields:
    get:
      operationId: listFields
      tags:
      - Metadata
      summary: List fields
      description: Lists the fields of a record schema for a given encoding.
      parameters:
      - name: schema
        in: query
        required: true
        schema:
          type: string
      - name: encoding
        in: query
        schema:
          type: string
          enum:
          - dbn
          - csv
          - json
      responses:
        '200':
          description: A list of fields with names and types.
        '401':
          $ref: '#/components/responses/Unauthorized'
  /metadata.list_unit_prices:
    get:
      operationId: listUnitPrices
      tags:
      - Metadata
      summary: List unit prices
      description: Lists the per-unit prices for each data schema and feed mode of a dataset.
      parameters:
      - name: dataset
        in: query
        required: true
        schema:
          type: string
      responses:
        '200':
          description: Unit prices per schema and mode.
        '401':
          $ref: '#/components/responses/Unauthorized'
  /metadata.get_dataset_condition:
    get:
      operationId: getDatasetCondition
      tags:
      - Metadata
      summary: Get dataset condition
      description: Returns the data-quality condition (available, degraded, pending, missing) per day for a dataset and date range.
      parameters:
      - name: dataset
        in: query
        required: true
        schema:
          type: string
      - name: start_date
        in: query
        schema:
          type: string
          format: date
      - name: end_date
        in: query
        schema:
          type: string
          format: date
      responses:
        '200':
          description: Per-day condition entries.
        '401':
          $ref: '#/components/responses/Unauthorized'
  /metadata.get_dataset_range:
    get:
      operationId: getDatasetRange
      tags:
      - Metadata
      summary: Get dataset range
      description: Returns the earliest and latest available datetime for a dataset.
      parameters:
      - name: dataset
        in: query
        required: true
        schema:
          type: string
      responses:
        '200':
          description: The available start and end range for the dataset.
        '401':
          $ref: '#/components/responses/Unauthorized'
  /metadata.get_record_count:
    get:
      operationId: getRecordCount
      tags:
      - Metadata
      summary: Get record count
      description: Returns the number of records a timeseries query would return, without streaming the data.
      parameters:
      - name: dataset
        in: query
        required: true
        schema:
          type: string
      - name: symbols
        in: query
        schema:
          type: string
      - name: schema
        in: query
        schema:
          type: string
      - name: start
        in: query
        schema:
          type: string
      - name: end
        in: query
        schema:
          type: string
      responses:
        '200':
          description: The record count for the query.
        '401':
          $ref: '#/components/responses/Unauthorized'
  /metadata.get_billable_size:
    get:
      operationId: getBillableSize
      tags:
      - Metadata
      summary: Get billable size
      description: Returns the uncompressed binary size in bytes that a timeseries query would bill.
      parameters:
      - name: dataset
        in: query
        required: true
        schema:
          type: string
      - name: symbols
        in: query
        schema:
          type: string
      - name: schema
        in: query
        schema:
          type: string
      - name: start
        in: query
        schema:
          type: string
      - name: end
        in: query
        schema:
          type: string
      responses:
        '200':
          description: The billable size in bytes.
        '401':
          $ref: '#/components/responses/Unauthorized'
  /metadata.get_cost:
    get:
      operationId: getCost
      tags:
      - Metadata
      summary: Get cost
      description: Returns the estimated US dollar cost of a timeseries query before running it.
      parameters:
      - name: dataset
        in: query
        required: true
        schema:
          type: string
      - name: symbols
        in: query
        schema:
          type: string
      - name: schema
        in: query
        schema:
          type: string
      - name: start
        in: query
        schema:
          type: string
      - name: end
        in: query
        schema:
          type: string
      - name: mode
        in: query
        schema:
          type: string
          enum:
          - historical
          - historical-streaming
          - live
      responses:
        '200':
          description: The estimated cost in US dollars.
        '401':
          $ref: '#/components/responses/Unauthorized'
components:
  responses:
    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.