Size limits
There is no size limit for either stream or batch download requests. Batch download is more manageable for large datasets, so we recommend using batch download for requests over 5 GB.
You can also manage the size of your request by splitting it into multiple, smaller requests. The historical API allows you to make stream and batch download requests with time ranges specified up to nanosecond resolution. You can also use the limit parameter in any request to limit the number of data records returned from the service.
Batch download supports different delivery methods which can be specified using the delivery parameter.
Example usage
1 2 3 4 5 6 7 8 9 10 11 12
import databento as db
client = db.Historical("$YOUR_API_KEY")
job = client.batch.submit_job(
dataset="GLBX.MDP3",
symbols="CLZ7",
schema="trades",
start="2022-06-06T00:00:00",
end="2022-06-10T00:10:00",
limit=10000,
)