Expand description
NautilusTrader adapter for Databento.
The nautilus-databento crate provides a complete integration with the Databento API for
accessing institutional-grade market data feeds across multiple venues and asset classes.
§NautilusTrader
NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems.
The system spans research, deterministic simulation, and live execution within a single event-driven architecture, providing research-to-live semantic parity.
§Feature Flags
This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case:
live(default): Enables live data functionality including thedata,factories, andlivemodules.python: Enables Python bindings from PyO3.extension-module: Builds as a Python extension module.high-precision: Enables high-precision mode to use 128-bit value types.
Modules§
- arrow
- Apache Arrow schema and encoding/decoding for Databento types.
- common
- Common functions to support Databento adapter operations.
- data
- Provides a unified data client that combines Databento’s live streaming and historical data capabilities.
- decode
- Databento message decoding functions.
- enums
- Enumerations for the Databento integration.
- factories
- Factory functions for creating Databento clients and components.
- historical
- Core Databento historical client for both Rust and Python usage.
- live
- Databento live feed handler.
- loader
- python
- Python bindings from PyO3.
- symbology
- types