map_symbols_json

Use a symbology.json file to insert a symbols key into records of an existing JSON file. The result is written to out_file.

Parameters

Parameter
Type
Required
Description
symbology_file
PathLike[str] or str
required
Path to a symbology.json file to use as a symbology source.
json_file
PathLike[str] or str
required
Path to a JSON file that contains encoded DBN data.
out_file
PathLike[str] or str
optional
Path to a file to write results to. If unspecified, _mapped will be appended to the csv_file name.

Returns

Path to the written file.

API method 
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map_symbols_json(
    symbology_file: PathLike[str] | str,
    json_file: PathLike[str] | str,
    out_file: PathLike[str] | str | None = None,
) -> Path:
Example usage 
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import databento as db

result = db.map_symbols_json(
    "symbology.json",
    "xnas-itch-20230821-20230825.ohlcv-1d.json",
)

print(result.read_text())
Example response 
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{"hd":{"ts_event":"1692576000000000000","rtype":35,"publisher_id":2,"instrument_id":523},"open":"133550000000","high":"135200000000","low":"132710000000","close":"134360000000","volume":"11015261","symbol":"AMZN"}
{"hd":{"ts_event":"1692576000000000000","rtype":35,"publisher_id":2,"instrument_id":7290},"open":"439090000000","high":"472900000000","low":"437260000000","close":"470990000000","volume":"11098972","symbol":"NVDA"}
{"hd":{"ts_event":"1692576000000000000","rtype":35,"publisher_id":2,"instrument_id":10157},"open":"217000000000","high":"233500000000","low":"217000000000","close":"233380000000","volume":"21336884","symbol":"TSLA"}
{"hd":{"ts_event":"1692576000000000000","rtype":35,"publisher_id":2,"instrument_id":7130},"open":"430170000000","high":"434700000000","low":"0","close":"433000000000","volume":"68661","symbol":"NOC"}
{"hd":{"ts_event":"1692662400000000000","rtype":35,"publisher_id":2,"instrument_id":10161},"open":"236710000000","high":"241550000000","low":"229560000000","close":"232870000000","volume":"17069349","symbol":"TSLA"}
{"hd":{"ts_event":"1692662400000000000","rtype":35,"publisher_id":2,"instrument_id":523},"open":"135320000000","high":"135900000000","low":"133740000000","close":"134200000000","volume":"8133698","symbol":"AMZN"}
{"hd":{"ts_event":"1692662400000000000","rtype":35,"publisher_id":2,"instrument_id":7293},"open":"475120000000","high":"483440000000","low":"453340000000","close":"457910000000","volume":"11700447","symbol":"NVDA"}
{"hd":{"ts_event":"1692662400000000000","rtype":35,"publisher_id":2,"instrument_id":7132},"open":"431610000000","high":"438480000000","low":"0","close":"437740000000","volume":"86950","symbol":"NOC"}
{"hd":{"ts_event":"1692748800000000000","rtype":35,"publisher_id":2,"instrument_id":523},"open":"135120000000","high":"137860000000","low":"133220000000","close":"137060000000","volume":"11430081","symbol":"AMZN"}
{"hd":{"ts_event":"1692748800000000000","rtype":35,"publisher_id":2,"instrument_id":7296},"open":"463190000000","high":"518870000000","low":"452080000000","close":"502150000000","volume":"13361964","symbol":"NVDA"}
{"hd":{"ts_event":"1692748800000000000","rtype":35,"publisher_id":2,"instrument_id":7135},"open":"0","high":"440000000000","low":"0","close":"434030000000","volume":"68411","symbol":"NOC"}
{"hd":{"ts_event":"1692748800000000000","rtype":35,"publisher_id":2,"instrument_id":10163},"open":"236590000000","high":"243750000000","low":"226500000000","close":"240810000000","volume":"13759234","symbol":"TSLA"}
{"hd":{"ts_event":"1692835200000000000","rtype":35,"publisher_id":2,"instrument_id":7287},"open":"508190000000","high":"512600000000","low":"466720000000","close":"468700000000","volume":"21611800","symbol":"NVDA"}
{"hd":{"ts_event":"1692835200000000000","rtype":35,"publisher_id":2,"instrument_id":10154},"open":"242000000000","high":"244140000000","low":"228180000000","close":"229980000000","volume":"13724054","symbol":"TSLA"}
{"hd":{"ts_event":"1692835200000000000","rtype":35,"publisher_id":2,"instrument_id":7126},"open":"433650000000","high":"437730000000","low":"0","close":"429880000000","volume":"54570","symbol":"NOC"}
{"hd":{"ts_event":"1692835200000000000","rtype":35,"publisher_id":2,"instrument_id":521},"open":"137250000000","high":"137820000000","low":"131410000000","close":"131880000000","volume":"11990573","symbol":"AMZN"}