Standards and conventions

Frequently-used fields, normalization conventions, symbology, encodings, and more.

Common fields, types, and enums

Date and timestamp formats, price formats, record types, flags, and more.

The reasons behind the design of Databento's normalization format.

A guide to our raw symbol, instrument ID, parent, and continuous symbology types.

Databento Binary Encoding

Fast, zero-copy message encoding and storage format for market data.

Zstandard (zstd)

This lossless compression algorithm is recommended for historical requests.

Historical only

Reconstruct the order book with MBO snapshot.

Reference data enums

Specifies descriptions for enumeration field values in reference data responses.