Security master

Reference.security_master.get_last

Make a streaming request for the latest security master data from Databento.

Each record represents a unique listing for a security.

The resulting data frame will be indexed and sorted by ts_effective.

See also

Security master dataset guide for further details.

Parameters

Parameter
Type
Required
Description
symbols
list or str
optional
The symbols to filter for. Takes up to 2,000 symbols per request. If more than 1 symbol is specified, the data is merged and sorted by time. If 'ALL_SYMBOLS' or None then will select all symbols by default.
stype_in
SType or str, default 'raw_symbol'
optional
The symbology type of input symbols. Use any of 'raw_symbol', 'nasdaq_symbol', 'isin', 'us_code', 'bbg_comp_id', 'bbg_comp_ticker', 'figi', 'figi_ticker', 'listing_id', 'issuer_id', 'security_id'.
countries
list or str
optional
The listing countries to filter for. Takes any number of country codes per request as two letter ISO 3166-1 alpha-2 strings. If not specified then will select all countries by default. See CNTRY enum.
security_types
list or str
optional
The security types to filter for. If not specified then will select all security types by default. See SECTYPE enum.
allocate_isins
bool, default True
optional
Whether the request should allocate any new ISINs for plans that are ISIN-limited. The request will drop any rows that would create new allocations.

Returns

pandas.Dataframe

The data converted into a DataFrame.

See also

Security master field descriptions for further details.

API method 
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Reference.security_master.get_last(
    symbols: Iterable[str] | str | None = None,
    stype_in: SType | str = "raw_symbol",
    countries: list[str] | str | None = None,
    security_types: list[str] | str | None = None,
    allocate_isins: bool = True,
) -> pd.DataFrame
Example usage 
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import databento as db

client = db.Reference("$YOUR_API_KEY")

df_raw = client.security_master.get_last(
    symbols=["AAPL"],
    countries=["US"],
)

print(df_raw.head())
Example response 
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                                          ts_record listing_id listing_group_id security_id issuer_id listing_status listing_source listing_created_date listing_date delisting_date issuer_name security_type security_description primary_exchange exchange operating_mic symbol nasdaq_symbol local_code          isin   us_code   bbg_comp_id bbg_comp_ticker          figi figi_ticker  fisn                   lei   sic     cik  gics   naics   cic     cfi incorporation_country listing_country register_country trading_currency  multi_currency segment_mic_name segment_mic  structure  lot_size  par_value par_value_currency voting  vote_per_sec  shares_outstanding shares_outstanding_date                       ts_created
ts_effective
2024-07-19 00:00:00+00:00 2024-08-05 02:41:52+00:00   L-135825         LG-35825     S-33449   I-30017              L              M           2001-05-05   1980-12-12           None   Apple Inc           EQS      Ordinary Shares           USNASD   USNASD          XNAS   AAPL          AAPL       AAPL  US0378331005  37833100  BBG000B9XRY4         AAPL US  BBG000B9Y5X2     AAPL UW   NaN  HWUPKR0MPOU8FGXBT394  3571  320193   NaN  334111  US31  ESVUFR                    US              US               US              USD           False    Global Select        XNGS        NaN       100          0                USD      V             1         15204137000              2024-07-19 2024-11-11 22:41:29.670132+00:00

Reference.security_master.get_range

Make a streaming request for security master point-in-time (PIT) time series data from Databento.

Each record represents the status of a unique listing for a security with an effective date.

The specified index will be used to filter the time range and order the records. It will also be set as the index of the resulting data frame.

See also

Security master dataset guide for further details.

Parameters

Parameter
Type
Required
Description
start
pd.Timestamp, datetime, date, str, or int
required
The inclusive start of the request range. Takes pd.Timestamp, Python datetime, Python date, ISO 8601 string, or UNIX timestamp in nanoseconds. Assumes UTC as timezone unless otherwise specified.
end
pd.Timestamp, datetime, date, str, or int
optional
The exclusive end of the request range. Takes pd.Timestamp, Python datetime, Python date, ISO 8601 string, or UNIX timestamp in nanoseconds. Assumes UTC as timezone unless otherwise specified. If None, then will return all data available after start.
index
str, default 'ts_effective'
optional
The index column to use for filtering the start and end time range and record ordering. Use any of 'ts_effective' or 'ts_record'.
symbols
list or str
optional
The symbols to filter for. Takes up to 2,000 symbols per request. If more than 1 symbol is specified, the data is merged and sorted by time. If 'ALL_SYMBOLS' or None then will select all symbols by default.
stype_in
SType or str, default 'raw_symbol'
optional
The symbology type of input symbols. Use any of 'raw_symbol', 'nasdaq_symbol', 'isin', 'us_code', 'bbg_comp_id', 'bbg_comp_ticker', 'figi', 'figi_ticker', 'listing_id', 'issuer_id', 'security_id'.
countries
list or str
optional
The listing countries to filter for. Takes any number of country codes per request as two letter ISO 3166-1 alpha-2 strings. If not specified then will select all countries by default. See CNTRY enum.
security_types
list or str
optional
The security types to filter for. If not specified then will select all security types by default. See SECTYPE enum.
allocate_isins
bool, default True
optional
Whether the request should allocate any new ISINs for plans that are ISIN-limited. The request will drop any rows that would create new allocations.

Returns

pd.Dataframe

The data converted into a DataFrame.

See also

Security master field descriptions for further details.

API method 
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Reference.security_master.get_range(
    start: pd.Timestamp | datetime | date | str | int,
    end: pd.Timestamp | datetime | date | str | int | None = None,
    index: str = "ts_effective",
    symbols: Iterable[str] | str | None = None,
    stype_in: SType | str = "raw_symbol",
    countries: list[str] | str | None = None,
    security_types: list[str] | str | None = None,
    allocate_isins: bool = True,
) -> pd.DataFrame
Example usage 
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import databento as db

client = db.Reference("$YOUR_API_KEY")

df_raw = client.security_master.get_range(
    symbols=["AAPL"],
    countries=["US"],
    start="2005-01-01",
)

print(df_raw.head(10))
Example response 
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                                          ts_record listing_id listing_group_id security_id issuer_id listing_status listing_source listing_created_date listing_date delisting_date          issuer_name security_type security_description primary_exchange exchange operating_mic symbol nasdaq_symbol local_code          isin   us_code   bbg_comp_id bbg_comp_ticker          figi figi_ticker  fisn                   lei   sic     cik  gics   naics   cic     cfi incorporation_country listing_country register_country trading_currency  multi_currency segment_mic_name segment_mic  structure  lot_size  par_value par_value_currency voting  vote_per_sec  shares_outstanding shares_outstanding_date                       ts_created
ts_effective
2004-11-19 00:00:00+00:00 2004-12-06 15:09:30+00:00   L-135825         LG-35825     S-33449   I-30017              L              M           2001-05-05   1980-12-12           None  Apple Computer Inc.           EQS      Ordinary Shares           USNASD   USNASD          XNAS   AAPL          AAPL       AAPL  US0378331005  37833100  BBG000B9XRY4         AAPL US  BBG000B9Y5X2     AAPL UW   NaN  HWUPKR0MPOU8FGXBT394  3571  320193   NaN  334111  US31  ESVUFR                    US              US               US              USD           False    Global Select        XNGS        NaN       100          0                USD      V             1           402057856              2004-11-19 2024-11-11 22:41:24.780487+00:00
2005-01-25 00:00:00+00:00 2005-02-03 16:00:32+00:00   L-135825         LG-35825     S-33449   I-30017              L              M           2001-05-05   1980-12-12           None  Apple Computer Inc.           EQS      Ordinary Shares           USNASD   USNASD          XNAS   AAPL          AAPL       AAPL  US0378331005  37833100  BBG000B9XRY4         AAPL US  BBG000B9Y5X2     AAPL UW   NaN  HWUPKR0MPOU8FGXBT394  3571  320193   NaN  334111  US31  ESVUFR                    US              US               US              USD           False    Global Select        XNGS        NaN       100          0                USD      V             1           408585970              2005-01-25 2024-11-11 22:41:24.780487+00:00
2005-02-28 00:00:00+00:00 2005-03-01 15:28:04+00:00   L-135825         LG-35825     S-33449   I-30017              L              M           2001-05-05   1980-12-12           None  Apple Computer Inc.           EQS      Ordinary Shares           USNASD   USNASD          XNAS   AAPL          AAPL       AAPL  US0378331005  37833100  BBG000B9XRY4         AAPL US  BBG000B9Y5X2     AAPL UW   NaN  HWUPKR0MPOU8FGXBT394  3571  320193   NaN  334111  US31  ESVUFR                    US              US               US              USD           False    Global Select        XNGS        NaN       100          0                USD      V             1           817171940              2005-02-28 2024-11-11 22:41:24.780487+00:00
2005-04-22 00:00:00+00:00 2005-05-06 14:06:41+00:00   L-135825         LG-35825     S-33449   I-30017              L              M           2001-05-05   1980-12-12           None  Apple Computer Inc.           EQS      Ordinary Shares           USNASD   USNASD          XNAS   AAPL          AAPL       AAPL  US0378331005  37833100  BBG000B9XRY4         AAPL US  BBG000B9Y5X2     AAPL UW   NaN  HWUPKR0MPOU8FGXBT394  3571  320193   NaN  334111  US31  ESVUFR                    US              US               US              USD           False    Global Select        XNGS        NaN       100          0                USD      V             1           823933916              2005-04-22 2024-11-11 22:41:24.780487+00:00
2005-07-22 00:00:00+00:00 2005-08-04 14:39:03+00:00   L-135825         LG-35825     S-33449   I-30017              L              M           2001-05-05   1980-12-12           None  Apple Computer Inc.           EQS      Ordinary Shares           USNASD   USNASD          XNAS   AAPL          AAPL       AAPL  US0378331005  37833100  BBG000B9XRY4         AAPL US  BBG000B9Y5X2     AAPL UW   NaN  HWUPKR0MPOU8FGXBT394  3571  320193   NaN  334111  US31  ESVUFR                    US              US               US              USD           False    Global Select        XNGS        NaN       100          0                USD      V             1           829829296              2005-07-22 2024-11-11 22:41:24.780487+00:00
2005-11-18 00:00:00+00:00 2005-12-02 15:25:18+00:00   L-135825         LG-35825     S-33449   I-30017              L              M           2001-05-05   1980-12-12           None  Apple Computer Inc.           EQS      Ordinary Shares           USNASD   USNASD          XNAS   AAPL          AAPL       AAPL  US0378331005  37833100  BBG000B9XRY4         AAPL US  BBG000B9Y5X2     AAPL UW   NaN  HWUPKR0MPOU8FGXBT394  3571  320193   NaN  334111  US31  ESVUFR                    US              US               US              USD           False    Global Select        XNGS        NaN       100          0                USD      V             1           842767948              2005-11-18 2024-11-11 22:41:24.780487+00:00
2006-01-25 00:00:00+00:00 2006-02-07 15:32:26+00:00   L-135825         LG-35825     S-33449   I-30017              L              M           2001-05-05   1980-12-12           None  Apple Computer Inc.           EQS      Ordinary Shares           USNASD   USNASD          XNAS   AAPL          AAPL       AAPL  US0378331005  37833100  BBG000B9XRY4         AAPL US  BBG000B9Y5X2     AAPL UW   NaN  HWUPKR0MPOU8FGXBT394  3571  320193   NaN  334111  US31  ESVUFR                    US              US               US              USD           False    Global Select        XNGS        NaN       100          0                USD      V             1           848612359              2006-01-25 2024-11-11 22:41:24.780487+00:00
2006-04-26 00:00:00+00:00 2006-05-09 14:36:54+00:00   L-135825         LG-35825     S-33449   I-30017              L              M           2001-05-05   1980-12-12           None  Apple Computer Inc.           EQS      Ordinary Shares           USNASD   USNASD          XNAS   AAPL          AAPL       AAPL  US0378331005  37833100  BBG000B9XRY4         AAPL US  BBG000B9Y5X2     AAPL UW   NaN  HWUPKR0MPOU8FGXBT394  3571  320193   NaN  334111  US31  ESVUFR                    US              US               US              USD           False    Global Select        XNGS        NaN       100          0                USD      V             1           850508144              2006-04-26 2024-11-11 22:41:24.780487+00:00
2006-12-13 00:00:00+00:00 2007-01-02 15:42:39+00:00   L-135825         LG-35825     S-33449   I-30017              L              M           2001-05-05   1980-12-12           None  Apple Computer Inc.           EQS      Ordinary Shares           USNASD   USNASD          XNAS   AAPL          AAPL       AAPL  US0378331005  37833100  BBG000B9XRY4         AAPL US  BBG000B9Y5X2     AAPL UW   NaN  HWUPKR0MPOU8FGXBT394  3571  320193   NaN  334111  US31  ESVUFR                    US              US               US              USD           False    Global Select        XNGS        NaN       100          0                USD      V             1           859273757              2006-12-13 2024-11-11 22:41:24.780487+00:00
2007-01-11 00:00:00+00:00 2007-01-11 00:00:00+00:00   L-135825         LG-35825     S-33449   I-30017              L              M           2001-05-05   1980-12-12           None            Apple Inc           EQS      Ordinary Shares           USNASD   USNASD          XNAS   AAPL          AAPL       AAPL  US0378331005  37833100  BBG000B9XRY4         AAPL US  BBG000B9Y5X2     AAPL UW   NaN  HWUPKR0MPOU8FGXBT394  3571  320193   NaN  334111  US31  ESVUFR                    US              US               US              USD           False    Global Select        XNGS        NaN       100          0                USD      V             1           859273757              2006-12-13 2024-11-11 22:41:29.670132+00:00