Snapshot

Users can request a snapshot for a live subscription to obtain the recent order book state without replaying the whole trading session. This is only supported for the MBO schema.

More details can be found in this article.

Example usage 
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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,
)