Struct DatabentoHistoricalClient 

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

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_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.

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

Performs copy-assignment from source.

impl Debug for DatabentoHistoricalClient

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

Formats the value using the given formatter.