Databento.CSharpApiClient
1.0.1
There is a newer version of this package available.
See the version list below for details.
See the version list below for details.
dotnet add package Databento.CSharpApiClient --version 1.0.1
NuGet\Install-Package Databento.CSharpApiClient -Version 1.0.1
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="Databento.CSharpApiClient" Version="1.0.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="Databento.CSharpApiClient" Version="1.0.1" />
<PackageReference Include="Databento.CSharpApiClient" />
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.
paket add Databento.CSharpApiClient --version 1.0.1
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
#r "nuget: Databento.CSharpApiClient, 1.0.1"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
#:package Databento.CSharpApiClient@1.0.1
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.
#addin nuget:?package=Databento.CSharpApiClient&version=1.0.1
#tool nuget:?package=Databento.CSharpApiClient&version=1.0.1
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
Databento.CSharpApiClient
Pure-managed C# HTTP client for the Databento Historical API.
- Timeseries streaming: DBN binary (CBBO, Trades, MBP-1) and JSON (CBBO, OHLCV, Trades, MBP-1, Definitions, Statistics)
- Metadata: datasets, schemas, fields, publishers, unit prices, conditions, date ranges
- Symbology: symbol resolution across SType encodings
- Batch jobs: submit, list, download files
- Retry / backoff: exponential + equal jitter, honours
Retry-After, configurable viaDatabentoOptions
Installation
dotnet add package Databento.CSharpApiClient
Quick start
using Databento.CSharpApiClient;
using Databento.CSharpApiClient.DataModel.Dbn;
var options = new DatabentoOptions { ApiKey = "YOUR_API_KEY" };
using var client = new DatabentoClient(options);
CbboRecordDbn[] quotes = await client.GetCbbo1sAsync(
dataset: Datasets.OpraPillar,
symbol: "SPXW 240119C04800000",
startUtc: new DateTimeOffset(2024, 1, 18, 14, 30, 0, TimeSpan.Zero),
endUtc: new DateTimeOffset(2024, 1, 18, 21, 0, 0, TimeSpan.Zero));
foreach (var q in quotes)
Console.WriteLine($"{q.TsEventUtc:O} bid={q.BidPrice:F2} ask={q.AskPrice:F2}");
Configuration
var options = new DatabentoOptions
{
ApiKey = "YOUR_API_KEY",
Timeout = TimeSpan.FromMinutes(10), // default 5m
MaxRetries = 3, // default 3
RetryBaseDelay = TimeSpan.FromSeconds(1), // default 1s
MaxRetryDelay = TimeSpan.FromSeconds(30), // default 30s
};
Clients
| Class | Encoding | Use when |
|---|---|---|
DatabentoClient |
DBN binary | Highest fidelity — nanosecond timestamps, nano-price integers, exact byte layout |
DatabentoJsonClient |
JSON | Simpler integration, all metadata + batch endpoints |
Supported datasets
| Constant | Description |
|---|---|
Datasets.OpraPillar |
OPRA options (CBBO + definitions) |
Datasets.XnasItch |
Nasdaq equities (Trades, MBP-1, OHLCV) |
Datasets.GlbxMdp3 |
CME Globex futures |
Datasets.XnyseTradesplus |
NYSE Trades+ |
License
MIT — see LICENSE.
| Product | Versions Compatible and additional computed target framework versions. |
|---|---|
| .NET | net8.0 is compatible. net8.0-android was computed. net8.0-browser was computed. net8.0-ios was computed. net8.0-maccatalyst was computed. net8.0-macos was computed. net8.0-tvos was computed. net8.0-windows was computed. net9.0 was computed. net9.0-android was computed. net9.0-browser was computed. net9.0-ios was computed. net9.0-maccatalyst was computed. net9.0-macos was computed. net9.0-tvos was computed. net9.0-windows was computed. net10.0 was computed. net10.0-android was computed. net10.0-browser was computed. net10.0-ios was computed. net10.0-maccatalyst was computed. net10.0-macos was computed. net10.0-tvos was computed. net10.0-windows was computed. |
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.
-
net8.0
- No dependencies.
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
This package is not used by any popular GitHub repositories.