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Add an initial integration for [Databento](https://databento.com/) covering US equities, futures, options on futures and equity options.
- Data loader for Databento Binary Encoding (DBN) files
- Feed…
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# Feature Request
Refactor `InteractiveBrokersInstrumentProvider` to accept Databento symbology as an option, while keeping the original Interactive Brokers symbology intact. This will enhance flex…
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(Reddit) Quants would like to query other market data sources:
# REST - HTTP
| Source | Auth | Example |
| ------------- | ------------- | ----------- |
| [Polygon.io](https://polygon.io/docs…
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Cílem je zajistit co nejpřesnější synchronizovaný čas na produkčním a testovacím serveru.
As suggested here https://www.reddit.com/r/algotrading/s/3SnpemkFCu
[Zadání a řešení](https://g.co/gemin…
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Did some decent starter research on what systems will work for production grade data feed collaboration.
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I'm going to list some *top picks* and what I deem to be pros/cons; comes with a check-m…
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# Feature Request: Concatenation of DBN files in a single stream
When working with files with high granularity, it is common to have directories with hundreds or even thousands of DBN files. In suc…
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### Expected Behavior
import databento
### Actual Behavior
I'm unable to run any cell with import databento, either my kernel crashes or it just run indefinitely
### Steps to Reproduce the …
edlaf updated
2 weeks ago
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Possible data sources:
- Berkeley API list: https://guides.lib.berkeley.edu/c.php?g=4395&p=7995952
- World bank: https://data.worldbank.org/ (free)
- IMF: https://www.imf.org/en/Data (free)
- OE…
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# Feature Request
Due to the high cost of subscribing to the order book, especially for strategies that run multiple instruments and are not high-frequency, it is important to consider the utility of…
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### Expected Behavior
When request data, stype_in shows a enum(parent etc)
### Actual Behavior
stype_in always show 255
### Steps to Reproduce the Problem
import databento as db
client =…