dbn

The official library for working with the Databento Binary Encoding (DBN, formerly DBZ).

Installation

To add the crate to an existing project, run the following command:

cargo add dbn

Usage

To read a DBN file with MBO data and print each row:

use dbn::{
    decode::dbn::Decoder,
    record::MboMsg,
};
use streaming_iterator::StreamingIterator;

let mut dbn_stream = Decoder::from_zstd_file("20201228.dbn.zst")?.decode_stream::<MboMsg>()?;
while let Some(mbo_msg) = dbn_stream.next() {
    println!("{mbo_msg:?}");
}

Documentation

See the docs for more detailed usage.

License

Distributed under the Apache 2.0 License.