In simple English
This tool downloads financial market data into your Python program. It connects to the Databento service using an internet key. You can get past records of trades or stream live prices as they happen. The library handles raw data files and turns them into tables. You need a paid account with Databento to make this work.
What it is
A Python software library that connects to the Databento market data service. It provides commands to request historical trades, stream live order books, and convert the results into dataframes.
What it is good for
Building trading bots, backtesting investment strategies, or analyzing financial market data in Python.
- Downloads historical market records and streams live prices with one tool.
- Converts binary market data directly into pandas dataframes (a 2D labeled data structure in Python).
- Includes built-in helpers to replay market events step by step.
- Requires an active, paid account and an API key (a secret password your program uses to connect to an API) from Databento.
- Needs Python 3.10 or newer to run.
- Depends on large math libraries like numpy (a Python library for working with large lists of numbers), which can take time to install.
Writing custom HTTP requests to fetch and parse raw financial feeds.
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pip install -U databento