Databento.CSharpApiClient 1.2.2

There is a newer version of this package available.
See the version list below for details.

dotnet add package Databento.CSharpApiClient --version 1.2.2

NuGet\Install-Package Databento.CSharpApiClient -Version 1.2.2

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="1.2.2" />

For projects that support PackageReference, copy this XML node into the project file to reference the package.

<PackageVersion Include="Databento.CSharpApiClient" Version="1.2.2" />
                    

                            Directory.Packages.props

<PackageReference Include="Databento.CSharpApiClient" />
                    

                            Project file

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 1.2.2

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: Databento.CSharpApiClient, 1.2.2"

#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@1.2.2

#: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=1.2.2
                    

                            Install as a Cake Addin

#tool nuget:?package=Databento.CSharpApiClient&version=1.2.2
                    

                            Install as a Cake Tool

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 and JSON — full schema coverage (MBO, MBP-1/10, CBBO, BBO, TBBO, TCBBO, CMBP-1, Trades, OHLCV, Status, Imbalance, Statistics, Definitions, Symbol Mapping)
Metadata: datasets, schemas, fields, publishers, unit prices, conditions, date ranges, record count, cost
Symbology: symbol resolution across SType encodings
Batch jobs: submit, list, download files
Retry / backoff: exponential + equal jitter, honours Retry-After, configurable via DatabentoOptions

See CHANGELOG.md for the full version history.

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	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.

Product

.NET

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.

Version	Downloads	Last Updated
1.2.3	113	6/24/2026
1.2.2	121	6/15/2026
1.2.1	109	6/13/2026
1.2.0	103	6/13/2026
1.1.0	106	6/12/2026
1.0.1	101	6/12/2026
1.0.0	107	6/12/2026

v1.2.2 — 2026-06-15

Fixed
- JSON client returned zero records for responses whose numeric fields are string-encoded
(pretty_px=true, e.g. "price":"4.000000000"): such values now read into the numeric DTO
properties via JsonNumberHandling.AllowReadingFromString.
- A record that fails to deserialize now throws DatabentoException instead of being silently
dropped, so a parse failure can no longer masquerade as an empty result.

Added
- Symbol package (.snupkg) + Source Link for step-into debugging.

v1.2.1 — 2026-06-13 (docs/metadata update; no API changes)
See v1.2.0 below for the full feature release.

v1.2.0 — 2026-06-13

Added
- DatabentoJsonClient: full Historical API JSON coverage — new schemas: mbo, mbp-10,
bbo-1s, bbo-1m, tbbo, tcbbo, cmbp-1, status, imbalance, symbol_mapping; new metadata
endpoints: list_conditions, get_record_count, get_billable_size, get_cost.
- DatabentoClient (DBN binary): full schema coverage — MboRecordDbn, Mbp10RecordDbn,
TbboRecordDbn, TcbboRecordDbn, Cmbp1RecordDbn, BboRecordDbn, StatusRecordDbn,
ImbalanceRecordDbn, StatisticsRecordDbn, DefinitionRecordDbn, SymbolMappingRecordDbn.
- Adaptive MBO body layout: handles DBN v1 (40-byte, no channel_id) and v2 (48-byte).

Fixed
- TBBO decoder now accepts rtype 0x01 (Mbp1) as sent by the live Databento API.

Full history: https://github.com/mrut2pac/Databento.CSharpApiClient/blob/main/CHANGELOG.md