Databento

Databento Reference API

Reference and non-price data that complements the market data feeds - a security master (instrument definitions and identifiers), corporate actions (splits, dividends, symbol changes, and other events), and adjustment factors for building back-adjusted price series. Served over the same REST HTTP surface as the historical API.

GitHub OpenAPI

Operations 4

POST /security_master.get_range Get security master range #
POST /security_master.get_last Get latest security master #
POST /corporate_actions.get_range Get corporate actions range #
POST /adjustment_factors.get_range Get adjustment factors range #

Documentation

📖
Documentation
https://databento.com/docs/api-reference-reference
📖
APIReference
https://databento.com/docs/api-reference-reference/basics/overview

Specifications

⚙
OpenAPI
https://raw.githubusercontent.com/api-evangelist/databento/refs/heads/main/openapi/databento-reference-api-openapi.yml

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OpenAPI Specification

databento-reference-api-openapi.yml Raw ↑ 
openapi: 3.2.0
info:
  title: Databento Historical Reference API
  description: Databento's Historical HTTP API serves historical financial market data and reference data over REST.
  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: Reference
  description: Security master, corporate actions, and adjustment factors.
paths:
  /security_master.get_range:
    post:
      operationId: securityMasterGetRange
      tags:
      - Reference
      summary: Get security master range
      description: Returns point-in-time security master records (instrument definitions and identifiers) for symbols over a date range.
      requestBody:
        required: true
        content:
          application/x-www-form-urlencoded:
            schema:
              type: object
              required:
              - symbols
              - start_date
              properties:
                dataset:
                  type: string
                symbols:
                  type: string
                stype_in:
                  type: string
                start_date:
                  type: string
                  format: date
                end_date:
                  type: string
                  format: date
      responses:
        '200':
          description: Security master records.
        '401':
          $ref: '#/components/responses/Unauthorized'
  /security_master.get_last:
    post:
      operationId: securityMasterGetLast
      tags:
      - Reference
      summary: Get latest security master
      description: Returns the most recent security master records for the requested symbols.
      requestBody:
        required: true
        content:
          application/x-www-form-urlencoded:
            schema:
              type: object
              required:
              - symbols
              properties:
                dataset:
                  type: string
                symbols:
                  type: string
                stype_in:
                  type: string
      responses:
        '200':
          description: The latest security master records.
        '401':
          $ref: '#/components/responses/Unauthorized'
  /corporate_actions.get_range:
    post:
      operationId: corporateActionsGetRange
      tags:
      - Reference
      summary: Get corporate actions range
      description: Returns corporate action events (splits, dividends, symbol changes, and more) for symbols over a date range.
      requestBody:
        required: true
        content:
          application/x-www-form-urlencoded:
            schema:
              type: object
              required:
              - symbols
              - start_date
              properties:
                dataset:
                  type: string
                symbols:
                  type: string
                events:
                  type: string
                stype_in:
                  type: string
                start_date:
                  type: string
                  format: date
                end_date:
                  type: string
                  format: date
      responses:
        '200':
          description: Corporate action event records.
        '401':
          $ref: '#/components/responses/Unauthorized'
  /adjustment_factors.get_range:
    post:
      operationId: adjustmentFactorsGetRange
      tags:
      - Reference
      summary: Get adjustment factors range
      description: Returns price and volume adjustment factors used to build back-adjusted series, for symbols over a date range.
      requestBody:
        required: true
        content:
          application/x-www-form-urlencoded:
            schema:
              type: object
              required:
              - symbols
              - start_date
              properties:
                dataset:
                  type: string
                symbols:
                  type: string
                stype_in:
                  type: string
                start_date:
                  type: string
                  format: date
                end_date:
                  type: string
                  format: date
      responses:
        '200':
          description: Adjustment factor records.
        '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.