DBNStore.from_file
Read data from a DBN file.
See also
databento.read_dbn is an alias for DBNStore.from_file.
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
path | PathLike[str] or str | required | The file path to read from. |
Returns
A DBNStore object.
API method
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DBNStore.from_file(
path: PathLike[str] | str,
) -> DBNStore Example usage
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import databento as db
client = db.Historical("$YOUR_API_KEY")
data = client.timeseries.get_range(
dataset="GLBX.MDP3",
symbols=["ESM2"],
schema="trades",
start="2022-06-06",
)
# Save streamed data to .dbn.zst
path = "GLBX-ESM2-20220606.trades.dbn.zst"
data.to_file(path)
# Read saved .dbn.zst
stored_data = db.DBNStore.from_file(path)
# Convert to dataframe
df = stored_data.to_df()
print(df.head()) Example response
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ts_event rtype publisher_id instrument_id action ... size flags ts_in_delta sequence symbol ts_recv ... 2022-06-06 00:00:00.070314216+00:00 2022-06-06 00:00:00.070033767+00:00 0 1 3403 T ... 1 0 18681 157862 ESM2 2022-06-06 00:00:00.090544076+00:00 2022-06-06 00:00:00.089830441+00:00 0 1 3403 T ... 1 0 18604 157922 ESM2 2022-06-06 00:00:00.807324169+00:00 2022-06-06 00:00:00.807018955+00:00 0 1 3403 T ... 4 0 18396 158072 ESM2 2022-06-06 00:00:01.317722490+00:00 2022-06-06 00:00:01.317385867+00:00 0 1 3403 T ... 1 0 22043 158111 ESM2 2022-06-06 00:00:01.317736158+00:00 2022-06-06 00:00:01.317385867+00:00 0 1 3403 T ... 7 0 17280 158112 ESM2 [5 rows x 13 columns]