DatabentoHistoricalClient

nautilus_databento::historical

Struct DatabentoHistoricalClient

pub struct DatabentoHistoricalClient {
    pub key: String,
    /* private fields */
}

Expand description

Core Databento historical client for fetching historical market data.

This client provides both synchronous and asynchronous interfaces for fetching various types of historical market data from Databento.

Fields§

§key: String

Implementations§

impl DatabentoHistoricalClient

pub fn new( key: String, publishers_filepath: PathBuf, clock: &'static AtomicTime, use_exchange_as_venue: bool, ) -> Result<Self>

Creates a new DatabentoHistoricalClient instance.

§Errors

Returns an error if client creation or publisher loading fails.

pub async fn get_dataset_range(&self, dataset: &str) -> Result<DatasetRange>

Gets the date range for a specific dataset.

§Errors

Returns an error if the API request fails.

pub async fn get_range_instruments( &self, params: RangeQueryParams, ) -> Result<Vec<InstrumentAny>>

Fetches instrument definitions for the given parameters.

§Errors

Returns an error if the API request or data processing fails.

pub async fn get_range_quotes( &self, params: RangeQueryParams, schema: Option<String>, ) -> Result<Vec<QuoteTick>>

Fetches quote ticks for the given parameters.

§Errors

Returns an error if the API request or data processing fails.

pub async fn get_range_order_book_depth10( &self, params: RangeQueryParams, depth: Option<usize>, ) -> Result<Vec<OrderBookDepth10>>

Fetches order book depth10 snapshots for the given parameters.

§Errors

Returns an error if the API request or data processing fails.

pub async fn get_range_trades( &self, params: RangeQueryParams, ) -> Result<Vec<TradeTick>>

Fetches trade ticks for the given parameters.

§Errors

Returns an error if the API request or data processing fails.

pub async fn get_range_bars( &self, params: RangeQueryParams, aggregation: BarAggregation, timestamp_on_close: bool, ) -> Result<Vec<Bar>>

Fetches bars for the given parameters.

§Errors

Returns an error if the API request or data processing fails.

pub async fn get_range_imbalance( &self, params: RangeQueryParams, ) -> Result<Vec<DatabentoImbalance>>

Fetches imbalance data for the given parameters.

§Errors

Returns an error if the API request or data processing fails.

pub async fn get_range_statistics( &self, params: RangeQueryParams, ) -> Result<Vec<DatabentoStatistics>>

Fetches statistics data for the given parameters.

§Errors

Returns an error if the API request or data processing fails.

pub async fn get_range_status( &self, params: RangeQueryParams, ) -> Result<Vec<InstrumentStatus>>

Fetches status data for the given parameters.

§Errors

Returns an error if the API request or data processing fails.

pub fn prepare_symbols_from_instrument_ids( &self, instrument_ids: &[InstrumentId], ) -> Result<Vec<String>>

Helper method to prepare symbols from instrument IDs.

§Errors

Returns an error if the symbol venue map lock is poisoned.

Trait Implementations§

impl Clone for DatabentoHistoricalClient

fn clone(&self) -> DatabentoHistoricalClient

Returns a duplicate of the value. Read more

1.0.0 · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

impl Debug for DatabentoHistoricalClient

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

Auto Trait Implementations§

impl Freeze for DatabentoHistoricalClient

impl !RefUnwindSafe for DatabentoHistoricalClient

impl Send for DatabentoHistoricalClient

impl Sync for DatabentoHistoricalClient

impl Unpin for DatabentoHistoricalClient

impl !UnwindSafe for DatabentoHistoricalClient

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

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impl<T> CloneToUninit for T
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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