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dbn-go Tools

This directory contains command-line tools that use the dbn-go library to interact with the Databento API.

It includes:

dbn-go-hist

dbn-go-hist is a command-line tool to interact with the Databento Historical API. You can see an example of exercising it in this script file. It requires your Databento API Key to be set with --key or preferably via the DATABENTO_API_KEY environment variable.

CAUTION: This program may incur billing!

$ dbn-go-hist --help
dbn-go-hist queries the Databento Historical API.

Usage:
  dbn-go-hist [command]

Available Commands:
  completion        Generate the autocompletion script for the specified shell
  cost              Queries Databento Hist for the cost and size of a GetRange query
  dataset-condition Queries Databento Hist for condition of a dataset
  dataset-range     Queries Databento Hist for date range of a dataset
  datasets          Queries Databento Hist for datasets and prints them
  fields            Queries Databento Hist for fields of a schema/encoding and prints them
  files             Lists files for the given Databento Hist JobID
  get-range         Download a range of data from the Hist API
  help              Help about any command
  jobs              Lists Databento Hist jobs
  publishers        Queries Databento Hist for publishers and prints them
  resolve           Resolve symbols via the Databento Symbology API
  schemas           Queries Databento Hist for publishers and prints them
  submit-job        Submit a data request job to the Hist API
  tui               dbn-go-hist TUI
  unit-prices       Queries Databento Hist for unit prices of a dataset

Flags:
  -h, --help         help for dbn-go-hist
  -k, --key string   Databento API key (or use DATABENT_API_KEY envvar)

Use "dbn-go-hist [command] --help" for more information about a command.

Simple invocation:

$ dbn-go-hist datasets
DBEQ.BASIC
GLBX.MDP3
IFEU.IMPACT
NDEX.IMPACT
OPRA.PILLAR
XNAS.ITCH

dbn-go-live

dbn-go-live is a command-line tool to subscribe to a Live Databento stream and write it to a file. It requires your Databento API Key to be set with --key or preferably via the DATABENTO_API_KEY environment variable.

CAUTION: This program incurs billing!

$ dbn-go-live --help
usage: dbn-go-live -d <dataset> -s <schema> [opts] symbol1 symbol2 ...

  -d, --dataset string          Dataset to subscribe to 
  -e, --encoding dbn.Encoding   Encoding of the output ('dbn', 'csv', 'json') (default dbn)
  -h, --help                    Show help
  -k, --key string              Databento API key (or set 'DATABENTO_API_KEY' envvar)
  -o, --out string              Output filename for DBN stream ('-' for stdout)
  -s, --schema stringArray      Schema to subscribe to (multiple allowed)
  -i, --sin dbn.SType           Input SType of the symbols. One of instrument_id, id, instr, raw_symbol, raw, smart, continuous, parent, nasdaq, cms (default raw_symbol)
  -t, --start string            Start time to request as ISO 8601 format (default: now)
  -v, --verbose                 Verbose logging

Simple invocation:

$ dbn-go-live -d DBEQ.BASIC -s ohlcv-1h -o foo.dbn -v -t QQQ SPY 

Simple Docker invocation:

$ docker run -it --rm \
    -e DATABENTO_API_KEY \
    -v ${pwd}/dbn \
    ghcr.io/nimblemarkets/dbn-go:0.0.11 \
    /usr/local/bin/dbn-go-live -d DBEQ.BASIC -s ohlcv-1h -o /dbn/foo.dbn -v -t QQQ SPY 

dbn-go-tui

dbn-go-tui is a terminal user interface for your Databento account. It requires your Databento API Key to be set with --key or preferably via the DATABENTO_API_KEY environment variable. The TUI may also be invoked via dbn-go-hist tui.

It has four main pages. See the bottom of each page for key bindings.

Jobs List your batch jobs and their files, then download them
Downloads Status of the Downloads from the Jobs page
Datasets List datasets, their schemas, and costs
Publishers List publishers and their datasets

Here are some screenshots of each TUI page:

Jobs
Jobs TUI Page

Downloads
Downloads TUI Page

Datasets
Datasets TUI Page

Publishers
Publishers TUI Page