Stream historical records for a symbol set over a time range.
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openapi: 3.2.0
info:
title: Databento Timeseries API
version: '1.0'
description: 'Operations tagged Timeseries across 2 of this provider''s published API definitions: databento-openapi.yml, databento-platform-openapi-official.json. Each path carries the servers of the definition it was published in.'
servers:
- url: https://hist.databento.com/v0
description: Databento Historical and Reference HTTP API
tags:
- name: Time Series
description: Stream historical records for a symbol set over a time range.
paths:
/timeseries.get_range:
get:
operationId: timeseriesGetRange
tags:
- Time Series
summary: Get timeseries range
description: Streams historical records for the given dataset, symbols, schema, and time range as an HTTP streaming response in DBN, CSV, or JSON. Billed per byte streamed. The same operation also accepts POST for large symbol lists.
parameters:
- name: dataset
in: query
required: true
schema:
type: string
example: GLBX.MDP3
- name: symbols
in: query
schema:
type: string
example: ESH4
- name: schema
in: query
schema:
type: string
example: trades
- name: start
in: query
required: true
schema:
type: string
example: '2024-02-12'
- name: end
in: query
schema:
type: string
example: '2024-02-17'
- name: stype_in
in: query
schema:
type: string
enum:
- raw_symbol
- instrument_id
- parent
- continuous
- name: stype_out
in: query
schema:
type: string
- name: encoding
in: query
schema:
type: string
enum:
- dbn
- csv
- json
- name: compression
in: query
schema:
type: string
enum:
- none
- zstd
- name: limit
in: query
schema:
type: integer
responses:
'200':
description: A stream of records in the requested encoding.
'401':
$ref: '#/components/responses/Unauthorized'
'422':
$ref: '#/components/responses/ValidationError'
security:
- apiKeyBasicAuth: []
post:
operationId: timeseriesGetRangePost
tags:
- Time Series
summary: Get timeseries range (POST)
description: Same as the GET form, accepting parameters as a form body for large symbol lists.
requestBody:
required: true
content:
application/x-www-form-urlencoded:
schema:
type: object
properties:
dataset:
type: string
symbols:
type: string
schema:
type: string
start:
type: string
end:
type: string
encoding:
type: string
responses:
'200':
description: A stream of records in the requested encoding.
'401':
$ref: '#/components/responses/Unauthorized'
security:
- apiKeyBasicAuth: []
servers:
- url: https://hist.databento.com/v0
description: Databento Historical and Reference HTTP API
/v0/timeseries.get_range:
post:
tags:
- Time Series
summary: Post Get Range
operationId: post_get_range_v0_timeseries_get_range_post
security:
- HTTPBasic: []
parameters:
- name: retry
in: query
required: false
schema:
type: integer
default: 0
title: Retry
- name: user-agent
in: header
required: false
schema:
anyOf:
- type: string
- type: 'null'
title: User-Agent
requestBody:
required: true
content:
application/x-www-form-urlencoded:
schema:
$ref: '#/components/schemas/Body_post_get_range_v0_timeseries_get_range_post'
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
get:
tags:
- Time Series
summary: Get Range
operationId: get_range_v0_timeseries_get_range_get
security:
- HTTPBasic: []
parameters:
- name: dataset
in: query
required: true
schema:
type: string
title: Dataset
- name: start
in: query
required: true
schema:
type: string
title: Start
- name: end
in: query
required: false
schema:
anyOf:
- type: string
- type: 'null'
title: End
- name: symbols
in: query
required: false
schema:
type: string
default: ALL_SYMBOLS
title: Symbols
- name: stype_in
in: query
required: false
schema:
type: string
default: raw_symbol
title: Stype In
- name: stype_out
in: query
required: false
schema:
type: string
default: instrument_id
title: Stype Out
- name: schema
in: query
required: false
schema:
type: string
default: trades
title: Schema
- name: encoding
in: query
required: false
schema:
type: string
default: csv
title: Encoding
- name: compression
in: query
required: false
schema:
type: string
default: none
title: Compression
- name: limit
in: query
required: false
schema:
anyOf:
- type: string
- type: 'null'
title: Limit
- name: pretty_px
in: query
required: false
schema:
type: boolean
default: false
title: Pretty Px
- name: pretty_ts
in: query
required: false
schema:
type: boolean
default: false
title: Pretty Ts
- name: map_symbols
in: query
required: false
schema:
type: boolean
default: false
title: Map Symbols
- name: symbol
in: query
required: false
schema:
anyOf:
- type: string
- type: 'null'
title: Symbol
- name: retry
in: query
required: false
schema:
type: integer
default: 0
title: Retry
- name: user-agent
in: header
required: false
schema:
anyOf:
- type: string
- type: 'null'
title: User-Agent
responses:
'200':
description: Successful Response
content:
application/json:
schema: {}
'422':
description: Validation Error
content:
application/json:
schema:
$ref: '#/components/schemas/HTTPValidationError'
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.
ValidationError:
properties:
loc:
items:
anyOf:
- type: string
- type: integer
type: array
title: Location
msg:
type: string
title: Message
type:
type: string
title: Error Type
type: object
required:
- loc
- msg
- type
title: ValidationError
HTTPValidationError:
properties:
detail:
items:
$ref: '#/components/schemas/ValidationError'
type: array
title: Detail
type: object
title: HTTPValidationError
Body_post_get_range_v0_timeseries_get_range_post:
properties:
dataset:
type: string
title: Dataset
start:
type: string
title: Start
end:
anyOf:
- type: string
- type: 'null'
title: End
symbols:
type: string
title: Symbols
default: ALL_SYMBOLS
stype_in:
type: string
title: Stype In
default: raw_symbol
stype_out:
type: string
title: Stype Out
default: instrument_id
schema_:
type: string
title: Schema
default: trades
encoding:
type: string
title: Encoding
default: csv
compression:
type: string
title: Compression
default: none
pretty_px:
type: boolean
title: Pretty Px
default: false
pretty_ts:
type: boolean
title: Pretty Ts
default: false
map_symbols:
type: boolean
title: Map Symbols
default: false
limit:
anyOf:
- type: string
- type: 'null'
title: Limit
symbol:
anyOf:
- type: string
- type: 'null'
title: Symbol
type: object
required:
- dataset
- start
title: Body_post_get_range_v0_timeseries_get_range_post
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.
OAuth2PasswordBearerWithCookie:
type: oauth2
flows:
password:
scopes: {}
tokenUrl: /v0/auth/login
HTTPBasic:
type: http
scheme: basic
x-refined-from:
- databento-openapi.yml
- databento-platform-openapi-official.json