DBNStore.request_full_definitions

Request for full instrument Definition(s) for all symbols based on the metadata properties. This is useful for retrieving the instrument definitions for saved DBN data.

A timeseries.get_range request is made to obtain the definitions data which will incur a cost.

Parameters

Parameter
Type
Required
Description
client
Historical
required
The historical client to use for the request (contains the API key).
path
PathLike[str] or str
optional
The path to stream the data to on disk (will then return a DBNStore).

Returns

A DBNStore object.

A full list of fields for each schema is available through Historical.metadata.list_fields.

API method 
1
2
3
4
DBNStore.request_full_definitions(
    client: Historical,
    path: PathLike[str] | str | None = None,
) -> DBNStore
Example usage 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
import databento as db

client = db.Historical(
    key="$YOUR_API_KEY",
)

trades = client.timeseries.get_range(
    dataset="GLBX.MDP3",
    symbols=["ES.FUT"],
    stype_in="parent",
    schema="trades",
    start="2022-06-06",
)

definitions = trades.request_full_definitions(client).to_df()
definitions = definitions.sort_values(["expiration", "symbol"]).set_index("expiration")

print(definitions[["symbol"]])
Example response 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
                              symbol
expiration
2022-06-17 13:30:00+00:00       ESM2
2022-06-17 13:30:00+00:00  ESM2-ESH3
2022-06-17 13:30:00+00:00  ESM2-ESM3
2022-06-17 13:30:00+00:00  ESM2-ESU2
2022-06-17 13:30:00+00:00  ESM2-ESZ2
2022-09-16 13:30:00+00:00       ESU2
2022-09-16 13:30:00+00:00  ESU2-ESH3
2022-09-16 13:30:00+00:00  ESU2-ESM3
2022-09-16 13:30:00+00:00  ESU2-ESU3
2022-09-16 13:30:00+00:00  ESU2-ESZ2
2022-12-16 14:30:00+00:00       ESZ2
2022-12-16 14:30:00+00:00  ESZ2-ESH3
2022-12-16 14:30:00+00:00  ESZ2-ESM3
2022-12-16 14:30:00+00:00  ESZ2-ESU3
2023-03-17 13:30:00+00:00       ESH3
2023-03-17 13:30:00+00:00  ESH3-ESM3
2023-03-17 13:30:00+00:00  ESH3-ESU3
2023-03-17 13:30:00+00:00  ESH3-ESZ3
2023-06-16 13:30:00+00:00       ESM3
2023-06-16 13:30:00+00:00  ESM3-ESU3
2023-06-16 13:30:00+00:00  ESM3-ESZ3
2023-09-15 13:30:00+00:00       ESU3
2023-09-15 13:30:00+00:00  ESU3-ESH4
2023-09-15 13:30:00+00:00  ESU3-ESZ3
2023-12-15 14:30:00+00:00       ESZ3
2023-12-15 14:30:00+00:00  ESZ3-ESH4
2024-03-15 13:30:00+00:00       ESH4
2024-03-15 13:30:00+00:00  ESH4-ESM4
2024-06-21 13:30:00+00:00       ESM4
2024-09-20 13:30:00+00:00       ESU4
2024-12-20 14:30:00+00:00       ESZ4
2025-12-19 14:30:00+00:00       ESZ5
2026-12-18 14:30:00+00:00       ESZ6