DBNStore.to_parquet

Write data to a file in Apache parquet format.

Parameters

Parameter	Type	Required	Description
`path`	PathLike[str] or str	required	The file path to write the data to.
`price_type`	PriceType or str, default "float"	optional	The price type to use for price fields. If "fixed", prices will have a type of `int` in fixed decimal format; each unit representing 1e-9 or 0.000000001. If "float", prices will have a type of `float`.
`pretty_ts`	bool, default True	optional	Whether timestamp columns are converted to tz-aware `pyarrow.TimestampType` (UTC).
`map_symbols`	bool, default True	optional	If symbology mappings from the metadata should be used to create a 'symbol' column, mapping the instrument ID to its raw symbol for every record.
`schema`	Schema or str	optional	The data record schema for the output parquet file. Must be one of the values from list_schemas. This is only required when reading a `DBNStore` with mixed record types.
`mode`	str	optional	The file write mode to use, either "x" or "w". Defaults to "w".
`**kwargs`	Any	optional	Keyword arguments to pass to pyarrow.parquet.ParquetWriter. These can be used to override the default behavior of the writer.

API method

DBNStore.to_parquet(
    path: PathLike[str] | str,
    price_type: PriceType | str = "float",
    pretty_ts: bool = True,
    map_symbols: bool = True,
    schema: Schema | str | None = None,
    mode: Literal["w", "x"] = "w",
    **kwargs: Any,
) -> None

Example usage

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 .parquet
data.to_parquet("GLBX-ESM2-20220606-trades.parquet")