Databento

NautilusTrader offers an adapter for integrating with the Databento API and Databento Binary Encoding (DBN) format data. This includes loading historical data from disk into Nautilus objects for research and backtesting purposes, as well as subscribing to real-time data feeds to support live trading.

Tip

For testing purposes, Databento currently offers $125 USD in free data credits for new account sign-ups.

Overview

The following adapter classes are available:

  • DatabentoDataLoader which allows loading Databento Binary Encoding (DBN) data from disk.

  • DatabentoInstrumentProvider which connects to the Databento API to provide latest or historical instrument definitions.

  • DatabentoDataClient which allows requesting historical market data and subscribing to real-time data feeds.