The official Python client library for Databento
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Sep 22, 2026 - Python
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databento
Here are 21 public repositories matching this topic...
Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
rust encoding serialization storage zero-copy market-data low-latency zstd tick-data binary-encoding databento
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Sep 18, 2026 - Rust
The official Rust client library for Databento
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Sep 22, 2026 - Rust
The official C++ client library for Databento
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Sep 21, 2026 - C++
High-performance .NET client for Databento market data - Live streaming, historical queries, and reference data APIs
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Sep 7, 2026 - C#
Build TradingView-aligned futures bars from Databento data and backtest your own strategies. Designed for AI-assisted development.
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Aug 13, 2026 - Python
Inspectable execution simulator for order-book replay and latency-aware fill simulation
python hft quantitative-finance algorithmic-trading market-simulator order-book limit-order-book backtesting market-microstructure trading-systems execution-simulator market-replay databento order-book-replay market-structure latency-simulation order-simulator execution-modeling fill-simulation latency-modeling
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Aug 30, 2026 - Python
Databento, CME's official feed, 1-minute bars, continuous unadjusted front-month ES, 2010 to 2026, about twenty dollars.
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Jul 21, 2026 - Python
Production-ready OHLCV pipeline: Download 1-second bars from Databento, aggregate to higher timeframes, validate data integrity
python timeseries trading market-data quantitative-finance financial-data data-pipeline ohlcv databento
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Mar 26, 2026 - Python
Low-latency C++20 limit order book & matching engine. Price-time priority, ~45 ns median matching-path op, validated on real Nasdaq MBO/ITCH data (Databento).
cmake cpp market-data low-latency quantitative-finance order-book limit-order-book systems-programming matching-engine performance-optimization market-microstructure trading-systems high-frequency-trading cpp20 nasdaq-itch databento
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Aug 18, 2026 - C++
Deterministic, offline replay of CME Micro E-mini (MES) sessions with a fail-closed Topstep risk-state journal. Research only, alert-only, never submits orders.
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Sep 21, 2026 - Python
Browser-based futures replay simulator + live monitor with custom metric calculation and threshold alerting.
javascript python real-time time-series trading websockets data-visualization market-data futures fastapi databento
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May 28, 2026 - Python
Command-line downloader for Databento historical market data
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Sep 20, 2026 - Rust
Fail-closed market-data acquisition, canonicalization and causal research platform for CME NQ/MNQ futures.
python reproducible-research data-engineering market-data parquet quantitative-finance futures backtesting databento
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Sep 3, 2026 - Python
R client for the Databento market data HTTP API: tibbles and parquet, no Python and no DBN decoder, with a wire-level equivalence suite against the official Python client.
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Sep 21, 2026 - R
C++17 header-only backtesting framework for algorithmic trading on tick data, with CSV/Parquet support and an ImGui/ImPlot GUI
cpp imgui header-only cpp17 parquet trading-strategies quantitative-finance backtester algorithmic-trading tick-data backtesting implot databento
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Sep 23, 2026 - C++
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