DatabentoDotNet.Historical 0.10.0

DatabentoDotNet.Historical

The Databento historical HTTPS API for .NET: metadata, timeseries, batch jobs, and symbology. A port of databento-rs's historical client, all nineteen endpoints.

0.10.0 is a beta. The code is complete and tested; what is not yet settled is whether the public surface is the right shape. 1.0.0 undertakes not to break it, so the beta is when that undertaking is worth contesting — if something here is awkward to call, an issue now is much cheaper than a major version later.

Price the request before you send it

using DatabentoDotNet;
using DatabentoDotNet.Dbn;
using DatabentoDotNet.Historical;
using NodaTime;

await using var client = new HistoricalClient
{
    ApiKey = new ApiKey(Environment.GetEnvironmentVariable("DATABENTO_API_KEY")!),
};

var request = new MetadataQueryParams
{
    Dataset = "XNAS.ITCH",
    Symbols = Symbols.From(["AAPL", "MSFT"]),
    Schema = Schema.Trades,
    DateTimeRange = DateTimeRange.Between(
        Instant.FromUtc(2023, 7, 1, 0, 0, 0), Instant.FromUtc(2023, 8, 1, 0, 0, 0)),
};

decimal cost = await client.Metadata.GetCostAsync(request);
if (cost > 5.00m)
{
    Console.WriteLine($"${cost} for that range — narrowing it before pulling any data.");
    return;
}

GetCostAsync answers, in dollars, what pulling this exact range would cost — before any data moves. Deliberately not a second parameter set assembled by hand: GetRangeParams.ToQuery() renders the MetadataQueryParams for the very request you are about to send, so what was priced and what is sent cannot drift apart. SubmitJobParams carries the same conversion.

The cost comes back as decimal, not double. The API's own f64 is a Rust standard-library limitation rather than a choice, and a per-gigabyte unit price gets multiplied by a record count before a caller ever sees a figure.

Dependencies

NodaTime for every date range — DateRange and DateTimeRange, since the BCL date/time types are banned repo-wide — Microsoft.Extensions.Logging.Abstractions for the optional LoggerFactory that surfaces X-Warning, plus DatabentoDotNet.Dbn and ZstdSharp.Port.

Documentation

The API reference is the XML documentation shipped inside this package. Guides and troubleshooting are at jerbersoft.github.io/databentodotnet — start with Historical Data.

Source, issues, and roadmap: https://github.com/jerbersoft/databentodotnet.