databento.com APIdatabento.com ↗
Access Databento historical market data via API. Retrieve OHLCV timeseries, list instruments, resolve symbols, and explore schemas for equities, futures, and options.
curl -X GET 'https://api.parse.bot/scraper/c56bd3f5-1c03-4bab-ac93-785a417154bb/list_datasets' \ -H 'X-API-Key: $PARSE_API_KEY'
Lists all available datasets on Databento with pricing and instrument details.
| Param | Type | Description |
|---|---|---|
| api_key | string | Databento API key for authentication. |
{
"type": "object",
"fields": {
"data": "array of dataset objects with dataset_id, dataset_name, pricing, and instrument info",
"count": "integer total number of datasets"
},
"sample": {
"data": {
"data": [
{
"dataset_id": "OPRA.PILLAR",
"asset_class": [
"Options"
],
"dataset_name": "OPRA",
"dataset_tags": [
"North America",
"Since 2013"
],
"lowest_price": "0.04",
"colloquial_name": "OPRA",
"live_data_ready": true,
"dataset_introduction": "Consolidated last sale and national BBO across all US equity options exchanges.",
"total_instrument_count": 8814
}
],
"count": 28
},
"status": "success"
}
}About the databento.com API
The Databento API exposes 5 endpoints for retrieving historical market data across US equities, futures, and options. Use get_timeseries to pull OHLCV records at daily, hourly, minute, or second granularity for symbols like AAPL or ES; use list_instruments to enumerate available symbols within a dataset such as XNAS.ITCH or GLBX.MDP3; and use resolve_symbols to map tickers between different symbology types across a specified date range.
Datasets and Instruments
The list_datasets endpoint returns all available Databento datasets, each with a dataset_id, dataset_name, pricing details, and instrument information. Once you have a dataset_id (e.g. XNAS.ITCH for Nasdaq, GLBX.MDP3 for CME Globex, OPRA.PILLAR for options), pass it to list_instruments to enumerate the symbols available in that dataset. Results include symbol, instrument_name, asset_class, sector, and volume. Pagination is controlled via limit and offset parameters.
Timeseries Data
The get_timeseries endpoint is the core data retrieval surface. Required parameters are dataset, symbols (comma-separated), and start (ISO date). The optional end parameter defaults to the latest available data when omitted. The schema parameter selects the data shape — with the default preview API key, only OHLCV schemas are available: ohlcv-1d, ohlcv-1h, ohlcv-1m, and ohlcv-1s. Each record in the records array contains a header (hd) with ts_event and instrument_id, plus open, high, low, close, and volume fields. Schemas like trades require a paid Databento API key.
Symbol Resolution and Schemas
resolve_symbols translates between symbology types (e.g. raw_symbol to instrument_id) for a given dataset and date range. The result field maps each input symbol to an array of resolution entries that include date ranges and resolved values — useful when instruments change IDs over time or when integrating with systems that use numeric instrument identifiers. The list_schemas endpoint catalogs all data schemas available on Databento, returning each schema's schema_id, schema_display_name, brief_introduction, and column_introduction, giving a complete reference for what data structures a paid API key unlocks.
- Backtesting equity strategies using daily or intraday OHLCV data from XNAS.ITCH via get_timeseries
- Building futures price history databases from GLBX.MDP3 (CME Globex) with minute-level granularity
- Enumerating all tradable symbols in a dataset by asset class and sector using list_instruments
- Mapping legacy ticker symbols to current instrument IDs across historical date ranges with resolve_symbols
- Discovering available datasets and their pricing tiers before committing to a data subscription via list_datasets
- Auditing schema column definitions for trade, quote, or OHLCV data structures using list_schemas
- Constructing multi-symbol OHLCV panels for options instruments from OPRA.PILLAR for quant research
| Tier | Price | Credits/month | Rate limit |
|---|---|---|---|
| Free | $0/mo | 100 | 5 req/min |
| Hobby | $30/mo | 1,000 | 20 req/min |
| Developer | $100/mo | 5,000 | 250 req/min |
One credit = one API call regardless of which marketplace API you call. Exceeding the rate limit returns a 429 response. Authenticate with the X-API-Key header.
Does Databento have an official developer API?+
What does get_timeseries actually return, and what schemas are available without a paid key?+
hd) with ts_event (timestamp) and instrument_id, plus open, high, low, close, and volume. Without a paid Databento API key, only the four OHLCV schemas are available: ohlcv-1d, ohlcv-1h, ohlcv-1m, and ohlcv-1s. Schemas such as trades, mbp-1, or tbbo require a paid key passed via the api_key parameter.Does resolve_symbols handle cases where a ticker changes instrument ID over time?+
result object maps each input symbol to an array of resolution entries that each carry a date range alongside the resolved value, so a single symbol can have multiple entries if its instrument ID changed across the requested date span. The stype_in and stype_out parameters control which symbology types are used on each side of the mapping.Does the API expose real-time or streaming market data?+
Does the API support tick-level data such as individual trades or order book snapshots?+
list_schemas endpoint will show schemas like trades and mbp-1 in its catalog, but get_timeseries only returns those schemas when a paid Databento API key is supplied via the api_key parameter. You can fork this API on Parse and revise it to expose tick-level schemas directly if your workflow requires them.