Table of Contents

Class SymbologyClient

Namespace
DatabentoDotNet.Historical
Assembly
DatabentoDotNet.Historical.dll

The symbology.* endpoints: what instrument ids a set of symbols had, over a range of days.

public sealed class SymbologyClient
Inheritance
SymbologyClient
Inherited Members

Examples

// FromQuery derives the resolution from the range request rather than restating it, so the
// mapping covers exactly the window the records come from. Resolving a different window than you
// download is the mistake this overload exists to prevent.
Resolution resolution = await client.Symbology.ResolveAsync(ResolveParams.FromQuery(request));

foreach ((string rawSymbol, IReadOnlyList<MappingInterval> intervals) in resolution.Mappings)
{
    foreach (MappingInterval interval in intervals)
    {
        // Half-open: the mapping holds from StartDate up to but not including EndDate. An
        // instrument id is unique only within its interval.
        Console.WriteLine($"{rawSymbol} {interval.StartDate}..{interval.EndDate} -> {interval.Symbol}");
    }
}

// A symbol the dataset does not know, or knows for only part of the window, is reported rather
// than thrown. Checking both is the difference between a resolution and an assumption.
Console.WriteLine($"not found: {string.Join(", ", resolution.NotFound)}");
Console.WriteLine($"partial:   {string.Join(", ", resolution.Partial)}");

TsSymbolMap symbols = resolution.ToSymbolMap();

Remarks

Reached through Symbology rather than constructed. Port of upstream's SymbologyClient (symbology.rs:14-18), which holds a mutable borrow of the outer client; this holds a reference, there being no borrow checker to satisfy.

One endpoint, and it is free — symbology.resolve moves no market data, so nothing here is gated behind the opt-in that timeseries.get_range and batch.submit_job carry.

Methods

ResolveAsync(ResolveParams, CancellationToken)

Resolves symbols from one symbology to another over a range of UTC days — for example a raw symbol to an instrument id, ESM2 → 3403.

public Task<Resolution> ResolveAsync(ResolveParams parameters, CancellationToken cancellationToken = default)

Parameters

parameters ResolveParams

What to resolve, from which symbology to which, over which days.

cancellationToken CancellationToken

Cancels the request.

Returns

Task<Resolution>

The resolution, with the request's two symbology types attached.

Remarks

Port of upstream's resolve (symbology.rs:29-50). POST, with every parameter in the form body — see ToFormParameters() for the field order and for why end_date goes on the wire unchanged.

A symbol that does not resolve is not an error. The API answers HTTP 200 whether or not anything resolved, so no DatabentoApiException is thrown for it and the returned Resolution's NotFound and Partial are the only signal. See Resolution for what each bucket means and for why a symbol appears in Mappings regardless of which one it landed in.

Exceptions

ArgumentNullException

parameters is null.

DatabentoApiException

The API answered with a non-success status.

JsonException

The response body was not a resolution: one of result, partial or not_found was absent, or a mapping interval was missing one of its own three keys. A body that omitted result would otherwise read as a valid answer in which nothing resolved and nothing was reported missing.

Edit this page