Quickstart

$ cargo add databento

use std::time::{Duration, Instant};

use databento::{
    dbn::{PitSymbolMap, SType, Schema, TradeMsg},
    live::Subscription,
    LiveClient,
};

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    let mut client = LiveClient::builder()
        .key("YOUR_API_KEY")?
        .dataset("GLBX.MDP3")
        .build()
        .await?;
    client
        .subscribe(
            Subscription::builder()
                .symbols("ES.FUT")
                .schema(Schema::Trades)
                .stype_in(SType::Parent)
                .build(),
        )
        .await?;
    client.start().await?;
    let mut symbol_map = PitSymbolMap::new();
    let now = Instant::now();
    while let Some(rec) = client.next_record().await? {
        if let Some(trade) = rec.get::<TradeMsg>() {
            let symbol = &symbol_map[trade.hd.instrument_id];
            println!("Received trade for {symbol}: {trade:?}");
        } else {
            symbol_map.on_record(rec)?;
        }
        if now.elapsed() > Duration::from_secs(10) {
            break;
        }
    }
    Ok(())
}

use std::time::{Duration, Instant};

use databento::{
    dbn::{
        ErrorMsg, OhlcvMsg, PitSymbolMap, RType, Record, Schema,
    },
    live::Subscription,
    LiveClient,
};

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    let mut client = LiveClient::builder()
        .key_from_env()?
        .dataset("GLBX.MDP3")
        .build()
        .await?;
    client
        .subscribe(
            Subscription::builder()
                .symbols(vec!["ESZ5", "ESZ5 C6000"])
                .schema(Schema::Ohlcv1S)
                .start(time::OffsetDateTime::UNIX_EPOCH)
                .build(),
        )
        .await?;
    client.start().await?;
    let mut symbol_map = PitSymbolMap::new();
    let now = Instant::now();
    while let Some(rec) = client.next_record().await? {
        match rec.rtype()? {
            RType::Ohlcv1S => {
                let bar = rec.get::<OhlcvMsg>().unwrap();
                println!(
                    "Received bar for {}: {bar:?}",
                    symbol_map[bar.hd.instrument_id]
                );
            }
            RType::SymbolMapping => {
                symbol_map.on_record(rec)?;
            }
            RType::System => {
                break;
            }
            RType::Error => {
                eprintln!(
                    "Received error from gateway: {}",
                    rec.get::<ErrorMsg>().unwrap().err()?
                );
                break;
            }
            rtype => {
                eprintln!("Received record with unexpected rtype {rtype:?}");
            }
        }
        if now.elapsed() > Duration::from_secs(10) {
            break;
        }
    }
    Ok(())
}

$ cargo add databento

use databento::{
    reference::{corporate::GetRangeParams, Country, Event},
    ReferenceClient,
};
use time::macros::date;

let mut client =
    ReferenceClient::builder().key("YOUR_API_KEY")?.build()?;
let corporate_actions = client
    .corporate_actions()
    .get_range(
        &GetRangeParams::builder()
            .symbols("MSFT")
            .start(date!(2019 - 01 - 01))
            .end(date!(2024 - 08 - 01))
            .events([Event::Div])
            .countries([Country::Us])
            .build(),
    )
    .await?;
println!("{corporate_actions:#?}");