DBNStore.to_ndarray

Converts data to a numpy N-dimensional array. Each element will contain a Python representation of the binary fields as a Tuple.

Parameters

Parameter
Type
Required
Description
schema
Schema or str
optional
The data record schema for the output array. Must be one of the values from list_schemas. This is only required when reading a DBNStore with mixed record types.
count
int
optional
If set, instead of returning a single np.ndarray a NDArrayIterator instance will be returned. When iterated, this object will yield a np.ndarray with at most count elements until the entire contents of the DBNStore are exhausted.

Returns

A numpy.ndarray object.

API method
1
2
3
4
DBNStore.to_ndarray(
    schema: Schema | str | None = None,
    count: int | None = None,
) -> np.ndarray | NDArrayIterator
Example usage
1
2
3
4
5
6
7
8
9
10
11
12
import databento as db

client = db.Historical("$YOUR_API_KEY")

data = client.timeseries.get_range(
    dataset="GLBX.MDP3",
    symbols=["ESM2"],
    start="2022-06-06",
)

array = data.to_ndarray()
print(array[0].item())
Example response
1
2
3
4
5
6
7
8
9
10
11
12
13
14
(12,
0,
1,
3403,
1654473600070033767,
4108500000000,
1,
b'T',
b'A',
0,
0,
1654473600070314216,
18681,
157862)