DBNStore.replay

Replay data by passing records sequentially to the given callback.

Refer to the List of fields by schema article for documentation on the fields contained with each record type.

Parameters

Parameter
Type
Required
Description
callback
Callable
required
The callback function or method to be dispatched on every event.

Returns

None

API method 
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DBNStore.replay(
    callback: Callable[[DBNRecord], None],
) -> None
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"],
    start="2022-06-06",
)


def print_large_trades(trade):
    size = getattr(trade, "size", 0)
    if size >= 200:
        print(trade)


data.replay(print_large_trades)
Example response 
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TradeMsg(ts_recv=1654524078342408839, pretty_ts_recv='2022-06-06T14:01:18.342408839Z', rtype=<RType.MBP_0: 0>, publisher_id=GLBX.MDP3.GLBX (1), instrument_id=3403, ts_event=1654524078339857609, pretty_ts_event='2022-06-06T14:01:18.339857609Z', action='T', side='B', depth=0, price=4164000000000, pretty_price=4164, size=291, flags=0, ts_in_delta=20352, sequence=3605032)
TradeMsg(ts_recv=1654524133737794739, pretty_ts_recv='2022-06-06T14:02:13.737794739Z', rtype=<RType.MBP_0: 0>, publisher_id=GLBX.MDP3.GLBX (1), instrument_id=3403, ts_event=1654524133736900455, pretty_ts_event='2022-06-06T14:02:13.736900455Z', action='T', side='B', depth=0, price=4160000000000, pretty_price=4160, size=216, flags=0, ts_in_delta=28024, sequence=3659203)
TradeMsg(ts_recv=1654538295589900967, pretty_ts_recv='2022-06-06T17:58:15.589900967Z', rtype=<RType.MBP_0: 0>, publisher_id=GLBX.MDP3.GLBX (1), instrument_id=3403, ts_event=1654538295588752739, pretty_ts_event='2022-06-06T17:58:15.588752739Z', action='T', side='B', depth=0, price=4140000000000, pretty_price=4140, size=200, flags=0, ts_in_delta=21708, sequence=10031624)