Databento

Databento Symbology API

Resolves symbols between Databento's symbology systems - raw symbol, instrument ID, parent, and continuous contract - for a dataset over a date range. Lets consumers map tickers, exchange instrument IDs, and continuous futures references onto the identifiers used across the historical and live data schemas.

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OpenAPI Specification

openapi: 3.0.3
info:
  title: Databento Historical and Reference Batch Symbology 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: Symbology
  description: Resolve symbols across Databento symbology systems.
paths:
  /symbology.resolve:
    post:
      operationId: symbologyResolve
      tags:
      - Symbology
      summary: Resolve symbols
      description: Resolves a list of symbols from one symbology type to another for a dataset over a date range - for example mapping raw symbols to instrument IDs, or continuous contract references to raw symbols.
      requestBody:
        required: true
        content:
          application/x-www-form-urlencoded:
            schema:
              type: object
              required:
              - dataset
              - symbols
              properties:
                dataset:
                  type: string
                symbols:
                  type: string
                stype_in:
                  type: string
                stype_out:
                  type: string
                start_date:
                  type: string
                  format: date
                end_date:
                  type: string
                  format: date
      responses:
        '200':
          description: A mapping of input symbols to resolved symbols with validity intervals.
        '401':
          $ref: '#/components/responses/Unauthorized'
        '422':
          $ref: '#/components/responses/ValidationError'
components:
  responses:
    ValidationError:
      description: The request parameters failed validation.
      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.