nautechsystems / nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester
https://nautilustrader.io
GNU Lesser General Public License v3.0
1.97k stars 449 forks source link

Databento integration #1491

Open cjdsellers opened 7 months ago

cjdsellers commented 7 months ago

Add an initial integration for Databento covering US equities, futures, options on futures and equity options.

Still to go:

wayneadams commented 7 months ago

Up voting for priority planning 🙏