Expand description
NautilusTrader adapter for Databento.
The nautilus-databento
crate provides a complete integration with the Databento API for
accessing institutional-grade market data feeds across multiple venues and asset classes.
§Platform
NautilusTrader is an open-source, high-performance, production-grade algorithmic trading platform, providing quantitative traders with the ability to backtest portfolios of automated trading strategies on historical data with an event-driven engine, and also deploy those same strategies live, with no code changes.
NautilusTrader’s design, architecture, and implementation philosophy prioritizes software correctness and safety at the highest level, with the aim of supporting mission-critical, trading system backtesting and live deployment workloads.
§Feature flags
This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case:
live
(default): Enables live data functionality including thedata
,factories
, andlive
modules.python
: Enables Python bindings from PyO3.extension-module
: Builds as a Python extension module (used withpython
).high-precision
: Enables high-precision mode to use 128-bit value types.
Modules§
- common
- Common functions to support Databento adapter operations.
- data
- Provides a unified data client that combines Databento’s live streaming and historical data capabilities.
- decode
- enums
- Enumerations for the Databento integration.
- factories
- Factory functions for creating Databento clients and components.
- historical
- Core Databento historical client for both Rust and Python usage.
- live
- loader
- python
- Python bindings from PyO3.
- symbology
- types