Source: https://databento.com/docs/api-live/basics/intraday-replay


### Intraday replay

Our live API offers intraday replay within the last 24 hours.
On weekends and other periods when data isn't being published, the gateway may report less than 24 hours of replay available.
Users can connect to the live service and request data from a particular start time.
Data will be filtered on `ts_event` for all schemas except CBBO and BBO, which will be filtered on `ts_recv`.

A different start time can be specified for each subscription.
There can be multiple subscriptions for the same schema, with each subscription having a different start time.
When the session starts, records will be immediately replayed for each schema.
A replay completed [SystemMsg](https://databento.com/docs/api-live/basics/system-messages.md) will be sent for each replayed schema once it catches up to real-time data.
Once a session has started, newly added subscriptions are not eligible for intraday replay.

As a special case for the `GLBX.MDP3` dataset, we also provide replay of the entire weekly session in the MBO and definition schemas
outside of the 24-hour window to aid with recovery, as these schemas are highly stateful.

Pass `start=0` to easily request the full replay history available for each schema.

Our Python client library supports several convenient date formats, such as [pd.Timestamp](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.Timestamp.html), [Python datetime](https://docs.python.org/3/library/datetime.html#datetime-objects), [Python date](https://docs.python.org/3/library/datetime.html#date-objects), [ISO 8601](https://www.iso.org/iso-8601-date-and-time-format.html) strings, or [UNIX timestamps](https://en.wikipedia.org/wiki/Unix_time) in nanoseconds.
Refer to the [Dates and times](https://databento.com/docs/api-live/basics/dates-and-times.md) article for more information on how our client library handles timestamps.

#### Example usage

```python
import databento as db

# Create a live client
client = db.Live(key="$YOUR_API_KEY")

# Subscribe with a specified start time for intraday replay
client.subscribe(
    dataset="GLBX.MDP3",
    schema="trades",
    symbols="ES.FUT",
    stype_in="parent",
    start="2023-04-17T09:00:00",
)
```