Databento

Databento is a market data platform that delivers historical and live financial market data through a single, normalized API. It covers equities, futures, options, and other asset classes across major venues, with full order book depth (MBO/MBP), trades, OHLCV bars, and reference data. Historical data is served over a REST HTTP API (hist.databento.com) with pay-as-you-go billing per byte streamed, while live data is delivered over a low-latency raw TCP binary protocol using Databento Binary Encoding (DBN). Official Python, C++, and Rust client libraries wrap both surfaces, and a Reference API provides security master, corporate actions, and adjustment factor data.

6 APIs 0 Features
Market DataFinancial DataReference DataHistorical Market DataTrading

APIs

Databento Historical Timeseries API

Streams historical market data over HTTP for a requested date/time range. A single request selects a dataset, one or more symbols, a schema (MBO full order book, MBP-1/MBP-10, t...

Databento Metadata API

Discovery and cost-estimation endpoints for the historical catalog. List publishers, datasets, schemas, and fields; look up per-dataset date ranges and data-quality conditions; ...

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...

Databento Batch API

Submits asynchronous batch jobs that materialize large historical requests into downloadable flat files (DBN, CSV, or JSON), optionally split by day, symbol, or size. Submit a j...

Databento Live Streaming API

Low-latency live market data delivered over a raw TCP binary streaming protocol using Databento Binary Encoding (DBN) - the same normalized schemas as the historical API. Sessio...

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 ch...

Collections

Databento Historical and Reference API

OPEN

Pricing Plans

Databento Plans Pricing

5 plans

PLANS

Rate Limits

Databento Rate Limits

5 limits

RATE LIMITS

FinOps

Databento Finops

FINOPS

Resources

🔗
AgenticAccess
AgenticAccess
👥
GitHubOrganization
GitHubOrganization
🔗
LinkedIn
LinkedIn
🔗
Website
Website
🔗
Documentation
Documentation
🔗
Plans
Plans
🔗
RateLimits
RateLimits
🔗
FinOps
FinOps
📰
Blog
Blog

Sources

Raw ↑ 
opencollection: 1.0.0
info:
  name: Databento Historical and Reference API
  version: '0'
request:
  auth:
    type: basic
    username: '{{apiKey}}'
    password: ''
items:
- info:
    name: Metadata
    type: folder
  items:
  - info:
      name: List publishers
      type: http
    http:
      method: GET
      url: https://hist.databento.com/v0/metadata.list_publishers
    docs: Lists all publishers and their details.
  - info:
      name: List datasets
      type: http
    http:
      method: GET
      url: https://hist.databento.com/v0/metadata.list_datasets
    docs: Lists all available dataset codes.
  - info:
      name: List schemas
      type: http
    http:
      method: GET
      url: https://hist.databento.com/v0/metadata.list_schemas
      params:
      - name: dataset
        value: GLBX.MDP3
        type: query
        description: The dataset code.
    docs: Lists all record schemas available for a dataset.
  - info:
      name: Get dataset range
      type: http
    http:
      method: GET
      url: https://hist.databento.com/v0/metadata.get_dataset_range
      params:
      - name: dataset
        value: GLBX.MDP3
        type: query
        description: The dataset code.
    docs: Returns the earliest and latest available datetime for a dataset.
  - info:
      name: Get cost
      type: http
    http:
      method: GET
      url: https://hist.databento.com/v0/metadata.get_cost
      params:
      - name: dataset
        value: GLBX.MDP3
        type: query
        description: The dataset code.
      - name: symbols
        value: ESH4
        type: query
        description: Comma-separated symbols.
      - name: schema
        value: trades
        type: query
        description: The data record schema.
      - name: start
        value: '2024-02-12'
        type: query
        description: Start of the range.
      - name: end
        value: '2024-02-17'
        type: query
        description: End of the range.
    docs: Returns the estimated US dollar cost of a timeseries query before running it.
- info:
    name: Timeseries
    type: folder
  items:
  - info:
      name: Get timeseries range
      type: http
    http:
      method: GET
      url: https://hist.databento.com/v0/timeseries.get_range
      params:
      - name: dataset
        value: GLBX.MDP3
        type: query
        description: The dataset code.
      - name: symbols
        value: ESH4
        type: query
        description: Comma-separated symbols.
      - name: schema
        value: trades
        type: query
        description: The data record schema.
      - name: start
        value: '2024-02-12'
        type: query
        description: Start of the range.
      - name: end
        value: '2024-02-17'
        type: query
        description: End of the range.
      - name: encoding
        value: json
        type: query
        description: dbn, csv, or json.
    docs: Streams historical records for a dataset, symbols, schema, and time range. Billed per byte streamed.
- info:
    name: Symbology
    type: folder
  items:
  - info:
      name: Resolve symbols
      type: http
    http:
      method: POST
      url: https://hist.databento.com/v0/symbology.resolve
      body:
        type: form
        data: dataset=GLBX.MDP3&symbols=ES.FUT&stype_in=parent&stype_out=instrument_id&start_date=2024-02-12&end_date=2024-02-17
    docs: Resolves symbols from one symbology type to another for a dataset over a date range.
- info:
    name: Batch
    type: folder
  items:
  - info:
      name: Submit batch job
      type: http
    http:
      method: POST
      url: https://hist.databento.com/v0/batch.submit_job
      body:
        type: form
        data: dataset=GLBX.MDP3&symbols=ESH4&schema=trades&start=2024-02-12&end=2024-02-17&encoding=dbn
    docs: Submits an asynchronous batch job that materializes a historical request into downloadable flat files.
  - info:
      name: List batch jobs
      type: http
    http:
      method: GET
      url: https://hist.databento.com/v0/batch.list_jobs
    docs: Lists batch jobs for the account, optionally filtered by state and submission time.
  - info:
      name: List batch files
      type: http
    http:
      method: GET
      url: https://hist.databento.com/v0/batch.list_files
      params:
      - name: job_id
        value: ''
        type: query
        description: The batch job id.
    docs: Lists the output files for a completed batch job, with HTTPS and FTP download URIs.
- info:
    name: Reference
    type: folder
  items:
  - info:
      name: Get security master range
      type: http
    http:
      method: POST
      url: https://hist.databento.com/v0/security_master.get_range
      body:
        type: form
        data: symbols=AAPL&stype_in=raw_symbol&start_date=2024-01-01&end_date=2024-02-01
    docs: Returns point-in-time security master records for symbols over a date range.
  - info:
      name: Get corporate actions range
      type: http
    http:
      method: POST
      url: https://hist.databento.com/v0/corporate_actions.get_range
      body:
        type: form
        data: symbols=AAPL&stype_in=raw_symbol&start_date=2024-01-01&end_date=2024-02-01
    docs: Returns corporate action events (splits, dividends, symbol changes) for symbols over a date range.
  - info:
      name: Get adjustment factors range
      type: http
    http:
      method: POST
      url: https://hist.databento.com/v0/adjustment_factors.get_range
      body:
        type: form
        data: symbols=AAPL&stype_in=raw_symbol&start_date=2024-01-01&end_date=2024-02-01
    docs: Returns price and volume adjustment factors for building back-adjusted series.