Databento Reference API

openapi: 3.0.3
info:
  title: Databento Historical and Batch Reference 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: 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.