{"repo":"databento/databento-python","free":true,"listed":false,"github":"https://github.com/databento/databento-python","clone":"git clone https://github.com/databento/databento-python.git","description":"The official Python client library for Databento","language":"Python","stars":293,"topics":["python","python3","databento","client","api","tcp","http","market-data","historical","real-time"],"license":"Apache-2.0","category":"api-integrations-sdks","readme_excerpt":"databento-python The official Python client library for Databento. Key features include: - Fast, lightweight access to both live and historical data from multiple markets. - Multiple schemas such as MBO, MBP, top of book, OHLCV, last sale, and more. - Fully normalized, i.e. identical message schemas for both live and historical data, across multiple asset classes. - Provides mappings between different symbology systems, including smart symbology for futures rollovers. - Point-in-time instrument definitions, free of look-ahead bias and retroactive adjustments. - Reads and stores market data in an extremely efficient file format using Databento Binary Encoding. - Event-driven market replay, including at high-frequency order book granularity. - Support for batch download of flat files. - Support for pandas, CSV, and JSON. Documentation The best place to begin is with our Getting started guide. You can find our full client API reference on the Historical Reference and Live Reference sections of our documentation. See also the Examples section for various tutorials and code samples. Requirements The library is fully compatible with distributions of Anaconda 2023.x and above. The minimum dependencies as found in the pyproject.toml are also listed below: - python = \"^3.10\" - aiohttp = \"^3.8.3\" - databento-dbn = \" 0.67.0\" - numpy = \" =1.23.5\" - pandas = \" =1.5.3\" - pip-system-certs = \" =4.0\" (Windows only) - pyarrow = \" =13.0.0\" - requests = \" =2.25.1\" - zstandard = \" =0.21.0\" Instal","default_branch":null,"files":null,"tree":[],"storefront":"/r/databento","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/databento/databento-python/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."}