Databento Python Client
JSON →The official Python client library for Databento, providing fast, lightweight access to both live and historical market data from multiple venues and asset classes. It supports various schemas like MBO, MBP, OHLCV, and trades, and features an efficient Databento Binary Encoding (DBN) for data storage. The library is actively maintained with frequent releases, currently at version 0.75.0, offering consistent message schemas across live and historical data.
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Resources
API endpoints
full doc /v1/registry/databento
install /v1/registry/databento/install
compatibility /v1/registry/databento/compatibility