{"repo":"databento/databento-cpp","free":true,"listed":false,"github":"https://github.com/databento/databento-cpp","clone":"git clone https://github.com/databento/databento-cpp.git","description":"The official C++ client library for Databento","language":"C++","stars":80,"topics":["binary-encoding","databento","historical-data","http","low-latency","market-data","real-time","tcp","tick-data"],"license":"Apache-2.0","category":"trading","readme_excerpt":"databento-cpp The official C++ client library for Databento. The client supports both streaming real-time and historical market data through similar interfaces. Usage The minimum C++ standard is C++17 and the minimum CMake version is 3.24. Integration The easiest way to use our library is by embedding it with CMake FetchContent. Your CMakeLists.txt should look something like the following: Alternatively, you can clone the source code from GitHub here. To install the library to /usr , build and install it with the following: In your project's CMakeLists.txt , add the following: Dependencies You'll need to ensure the following dependencies are installed: - OpenSSL (minimum version 3.0) - Libcrypto - Zstandard (zstd) - nlohmann\\ json (header-only) - cpp-httplib (header-only) - date (header-only) By default, date, cpp-httplib and nlohmann\\ json are downloaded by CMake as part of the build process. If you would like to use a local version of these libraries, enable the CMake flag DATABENTO USE EXTERNAL DATE , DATABENTO USE EXTERNAL HTTPLIB , or DATABENTO USE EXTERNAL JSON respectively. Ubuntu Run the following commands to install the dependencies on Ubuntu: macOS On macOS, you can install the dependencies with Homebrew by running the following: Live Real-time and intraday replay is provided through the Live clients. Here is a simple program that fetches 10 seconds of trades for all ES mini futures: To run this program, set the DATABENTO API KEY environment variable with an actual ","default_branch":null,"files":null,"tree":[],"storefront":"/r/databento","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/databento/databento-cpp/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}