Crate databento

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The official Databento client library. It provides clients for fast, safe streaming of both real-time and historical market data through similar interfaces. The library is built on top of the tokio asynchronous runtime and Databento’s efficient binary encoding.

You can find getting started tutorials, full API method documentation, examples with output on the Databento docs site.

§Feature flags

By default both features are enabled.

  • historical: enables the historical client for data older than 24 hours
  • live: enables the live client for real-time and intraday historical data

Re-exports§

  • pub use error::Error;
  • pub use error::Result;
  • pub use historical::Client as HistoricalClient;
    historical
  • pub use live::Client as LiveClient;
    live
  • pub use dbn;

Modules§

  • error
    Types for errors received from the API and occurring in the clients.
  • historicalhistorical
    Historical client and related API types.
  • livelive
    The Live client and related API types. Used for both real-time data and intraday historical.

Structs§

  • ApiKey
    A struct for holding an API key that implements Debug, but will only print the last five characters of the key.

Enums§