Namespace DatabentoDotNet.Historical
Classes
- BatchClient
The
batch.*endpoints: jobs that produce files on Databento's side, and the transfer of those files to this one.
- BatchFileDescription
One file belonging to a batch job.
- BatchJob
Everything the API knows about one batch job.
- BatchJobSummary
The three fields ListJobsAsync(ListJobsParams?, CancellationToken) returns for each job.
- BatchWireStrings
Wire-string conversions for the three enums the
batch.*endpoints carry.
- DatabentoApiException
The Databento API rejected a request: the HTTP response carried a non-success status code.
- DatasetConditionDetail
The condition of a dataset on a particular day.
- DatasetRange
The available range for a dataset.
- DownloadParams
The parameter set DownloadAsync(DownloadParams, CancellationToken) takes.
- FieldDetail
The details about a field in a schema.
- GetDatasetConditionParams
The parameters for
metadata.get_dataset_condition, which reports data availability and quality for a dataset.
- GetRangeParams
The parameter set
timeseries.get_rangetakes: what to download, over what range, and named in which symbology.
- HistoricalClient
A client for Databento's historical HTTPS API: metadata, symbology, timeseries queries older than 24 hours, and batch jobs.
- HistoricalGatewayExtensions
Extension methods for HistoricalGateway.
- ListFieldsParams
The parameters for
metadata.list_fields, which lists the record fields for a schema and encoding.
- ListJobsParams
The filters
batch.list_jobstakes. Both are optional.
- MetadataClient
The
metadata.*endpoints: what a dataset holds, and what a request for it would cost.
- MetadataQueryParams
The parameter set the three
metadata.*billing endpoints take.
- MetadataWireStrings
Wire-string conversions for the two enums the
metadata.*responses carry.
- PublisherDetail
The details about a publisher.
- Resolution
The answer to a
symbology.resolverequest: what each symbol resolved to, over which dates, and which symbols did not fully resolve.
- ResolveParams
The parameters for
symbology.resolve: which symbols to resolve, from which symbology to which, over which UTC dates.
- SubmitJobParams
The parameter set
batch.submit_jobtakes.
- SymbologyClient
The
symbology.*endpoints: what instrument ids a set of symbols had, over a range of days.
- TimeseriesClient
The
timeseries.*endpoints: the market data itself.
- TimeseriesReader
An asynchronous reader over a DBN record stream: what GetRangeAsync(GetRangeParams, CancellationToken) and GetRangeToFileAsync(GetRangeParams, string, CancellationToken) hand back.
- UnitPricesForMode
The unit prices for a particular FeedMode.
Structs
- DateRange
A half-open UTC date interval: an inclusive Start date and an exclusive End date. Every Databento historical endpoint that queries by calendar date, rather than by exact instant, takes one of these.
- DateTimeRange
A half-open UTC interval on the timeline: an inclusive Start instant and an exclusive End instant. This is the type the historical endpoints that query by exact time, rather than by calendar date, take.
Enums
- DatasetCondition
The condition of a dataset on a single day.
- Delivery
How a batch job's files are delivered once it has been processed.
- FeedMode
A type of data feed.
- HistoricalGateway
A Databento historical API gateway.
- JobState
The stage a batch job has reached.
- SplitDuration
The time interval a batch job's output is split into separate files at.