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


### Snapshot

Users can request a snapshot for a live subscription to obtain the recent order book state without [replaying](https://databento.com/docs/api-live/basics/intraday-replay.md) the whole trading session.
This is only supported for the [MBO](https://databento.com/docs/schemas/mbo.md) schema.

More details can be found in this [article](https://databento.com/docs/conventions/mbo-snapshot.md).

#### Example usage

```python
import databento as db

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

# Subscribe to live snapshot
client.subscribe(
    dataset="GLBX.MDP3",
    schema="mbo",
    symbols="ES.FUT",
    stype_in="parent",
    snapshot=True,
)
```