Historical.symbology.resolve

Resolve a list of symbols from an input symbology type, to an output symbology type.

Take, for example, a raw symbol to an instrument ID: ESM2 → 3403.

Parameters

Parameter	Type	Required	Description
`dataset`	Dataset or str	required	The dataset code (string identifier). Must be one of the values from list_datasets.
`symbols`	Iterable[str \| int] or str or int	required	The symbols to resolve. Takes up to 2,000 symbols per request. Use `'ALL_SYMBOLS'` to request all symbols (not available for every dataset).
`stype_in`	SType or str	required	The symbology type of input `symbols`. Must be one of 'raw_symbol', 'instrument_id', 'parent', or 'continuous'.
`stype_out`	SType or str	required	The symbology type of output symbols. Must be one of 'raw_symbol', 'instrument_id', 'parent', or 'continuous'. Must be a valid symbology combination with `stype_in`. See symbology combinations.
`start_date`	date or str	required	The inclusive UTC start date of the request range as a Python date or ISO 8601 date string.
`end_date`	date or str	optional	The exclusive UTC end date of the request range as a Python date or ISO 8601 date string. Defaults to the forward filled value of `start` based on the resolution provided.

Returns

dict[str, Any]

The results for the symbology resolution.

See also

For more information on symbology resolution, visit our symbology documentation.

Field	Type	Description
`result`	dict[str, list[dict[str, str]]	The symbology mapping result. For each requested symbol, a list of symbology mappings is provided.
`symbols`	list[str]	The requested symbols.
`stype_in`	str	The requested input symbology type.
`stype_out`	str	The requested output symbology type.
`start_date`	str	The requested symbology start date as an ISO 8601 date string.
`end_date`	str	The requested symbology end date as an ISO 8601 date string.
`partial`	list[str]	The list of symbols, if any, that partially resolved inside the start date and end date interval.
`not_found`	list[str]	The list of symbols, if any, that failed to resolve inside the start date and end date interval.
`message`	str	A short message indicating the overall symbology result. Can be one of: "OK", or "Partially resolved", or "Not found"
`status`	int	A numerical status field indicating the overall symbology result. Can be one of: 0 (OK), 1 (Partially resolved), or 2 (Not found).

API method

Historical.symbology.resolve(
    dataset: Dataset | str,
    symbols: Iterable[str | int] | str | int,
    stype_in: SType | str,
    stype_out: SType | str,
    start_date: date | str,
    end_date: date | str | None = None,
) -> dict[str, Any]

Example usage

import databento as db

client = db.Historical("$YOUR_API_KEY")

result = client.symbology.resolve(
    dataset="GLBX.MDP3",
    symbols=["ESM2"],
    stype_in="raw_symbol",
    stype_out="instrument_id",
    start_date="2022-06-01",
    end_date="2022-06-30",
)
print(result)

Example response

{
    "result": {
        "ESM2": [
            {
                "d0": "2022-06-01",
                "d1": "2022-06-26",
                "s": "3403"
            }
        ]
    },
    "symbols": [
        "ESM2"
    ],
    "stype_in": "raw_symbol",
    "stype_out": "instrument_id",
    "start_date": "2022-06-01",
    "end_date": "2022-06-30",
    "partial": [],
    "not_found": [],
    "message": "OK",
    "status": 0
}