HTTP API

0.36.0 - TBD

Enhancements

Added support for year split_duration for batch job file splitting
Added new venues, datasets, and publishers for US Equities Securities Information Processors
Added a new endpoint /batch.get_job_details which returns the full details for a specified batch job
Added short parameter to /batch.list_jobs to allow early migration to the upcoming short response format
Added an allocate_isins parameter to /adjustment_factors.get_range, /corporate_actions.get_range, /security_master.get_range, and /security_master.get_last to control whether new ISINs are allocated for plans that are ISIN-limited
Added an optional dataset parameter to /metadata.list_fields. If not provided, the returned fields are for the latest DBN encoding version, which may not match a specific dataset's schema

0.35.0 - 2025-08-19

Breaking changes

Removed bill_id field from the response of /batch.submit_job and /batch.list_jobs endpoints

Enhancements

Added per-schema availability ranges to the response of the /metadata.get_dataset_range endpoint

0.34.1 - 2025-06-17

Enhancements

Changed the following Venue, Publisher, and Dataset descriptions:
"ICE Futures Europe (Financials)" renamed to "ICE Europe Financials"
"ICE Futures Europe (Commodities)" renamed to "ICE Europe Commodities"

0.34.0 - 2025-06-09

Breaking changes

Updated the names of several subfields in the /corporate_actions.get_range response, under the date_info, event_info, and rate_info fields. The following subfields were renamed:
decl_currency renamed to declared_currency
decl_gross_amount renamed to declared_gross_amount
f_x_rate renamed to fx_rate
iss_new_name renamed to issuer_new_name
iss_old_name renamed to issuer_old_name
new_bbg_company_id renamed to new_bbg_comp_id
new_bbg_company_tk renamed to new_bbg_comp_ticker
new_bbg_exh_id renamed to new_figi
new_bbg_exh_tk renamed to new_figi_ticker
new_min_tra_qty renamed to new_min_trading_qty
new_mktsg_id renamed to new_market_segment_id
new_reg_s144_a renamed to new_reg_s144a
new_unit_sec_id renamed to new_unit_security_id
offeree_iss_id renamed to offeree_issuer_id
offeror_iss_id renamed to offeror_issuer_id
old_bbg_company_id renamed to old_bbg_comp_id
old_bbg_company_tk renamed to old_bbg_comp_ticker
old_bbg_exh_id renamed to old_figi
old_bbg_exh_tk renamed to old_figi_ticker
old_min_tra_qty renamed to old_min_trading_qty
old_mktsg_id renamed to old_market_segment_id
old_reg_s144_a renamed to old_reg_s144a
old_unit_sec_id renamed to old_unit_security_id
pp_sec_id renamed to pp_security_id
poolfactor renamed to pool_factor
pre_offer_q_ty renamed to pre_offer_qty
qual_st_cap_gains renamed to qual_short_term_cap_gains
redem_percentage renamed to redemption_percentage
st_cap_gains renamed to short_term_cap_gains
sec_new_name renamed to security_new_name
sec_old_name renamed to security_old_name
section199_a_foreign_tax_paid renamed to section199a_foreign_tax_paid
section199_a_inc_div renamed to section199a_inc_div
section199_a_st_cap_gain renamed to section199a_short_term_cap_gain
tra_isin renamed to trading_isin
tra_sec_id renamed to trading_security_id
us_deposit_receiptateto_currency renamed to usd_rate_to_currency
cashbak renamed to cash_back
companyulsory_acq_date renamed to compulsory_acq_date
frankdiv renamed to franked_div
lead_plntiff_deadline_date renamed to lead_plaintiff_deadline_date
maxprice renamed to max_price
minprice renamed to min_price
redem_premium renamed to redemption_premium
redem_price renamed to redemption_price
unit_frankdiv renamed to unfranked_div

0.33.0 - 2024-12-10

Enhancements

Removed deprecated packaging parameter from batch.submit_job. Job files can be downloaded individually or as zip files after the job completes

0.32.0 - 2024-11-26

Enhancements

Introduced POST variants of the following endpoints to complement their existing GET versions:
POST /metadata.get_record_count(...)
POST /metadata.get_billable_size(...)
POST /metadata.get_cost(...)

0.31.0 - 2024-11-12

Deprecations

The packaging parameter for batch.submit_job is deprecated and will be removed on 2024-12-10. To download all batched files as a dynamic ZIP from the batch/download endpoint, use '{job_id}.zip' as the filename instead.

0.30.0 - 2024-09-24

This release introduces the corporate actions and adjustment factors datasets for the reference data API, both with global coverage. The corporate actions dataset provides point-in-time (PIT) corporate action events, while the adjustment factors dataset provides end-of-day price adjustments for capital events, supporting multiple currencies for the same event. You can read more about the release here.

Enhancements

Added corporate_actions.get_range(...) endpoint
Added adjustment_factors.get_range(...) endpoint

0.29.0 - 2024-09-03

Deprecations

The TAR packaging option (tar) for batch.submit_job is deprecated and will be removed at a future date. We recommend you switch to the ZIP packaging option (zip), which will remain available.

0.28.0 - 2024-06-25

Enhancements

Added support for the status schema for the GLBX.MDP3 dataset

0.27.0 - 2024-06-04

Breaking changes

Removed the start_date and end_date keys in the response from /metadata.get_dataset_range

0.26.0 - 2024-05-14

Enhancements

Added start and end keys to the response from /metadata.get_dataset_range to provide time resolution and an exclusive end time

Deprecations

The start_date and end_date keys in the response from /metadata.get_dataset_range will be removed in a future release. Use the new start and end keys instead, which include time resolution

0.25.0 - 2024-03-26

Breaking changes

Removed the forward-fill behavior of end parameters with unspecified months, days, hours, minutes, or seconds

0.24.0 - 2024-03-06

Deprecations

The forward-fill behavior of end parameters with unspecified months, days, hours, minutes, or seconds will be removed. To ensure consistent time ranges between old and new behavior: specify an explicit end as an ISO 8601 string up to seconds resolution, or a UNIX nanoseconds integer. See https://to.dbn.to/api-change-2024-03-27

0.23.0 - 2024-02-15

Enhancements

A /timeseries.get_range request which contains one or more unresolved symbols will return a warning message in the response's warnings header
A /timeseries.get_range request will now return a 206 Partial Content status code if one or more symbols were not resolved

0.22.0 - 2024-02-06

Enhancements

A /timeseries.get_range request with a date range that contains one or more days with a condition other than available will return a warning message in the response's warnings header

0.21.0 - 2024-01-30

Breaking changes

Reduced /batch.submit_job rate limit down from 20/second to 20/minute

0.20.0 - 2024-01-18

This release introduces live and historical ICE Europe Commodities iMpact (IFEU.IMPACT) and ICE Endex iMpact (NDEX.IMPACT) data. The datasets cover European futures and options for all energy and commodities products, including all listed outrights, spreads, and options combinations. You can read more about the release here.

Enhancements

Added the IFEU.IMPACT and NDEX.IMPACT datasets, does not yet include our mbo, mbp-10, mbp-1, and tbbo schemas

0.19.0 - 2023-10-17

Breaking changes

Standardized timestamps in responses to ISO 8601 format with a T separator and Z suffix for UTC
Renamed mappings field in the symbology.json to result to match the /symbology.resolve endpoint response

0.18.0 - 2023-10-11

Bug fixes

Fixed an issue where /timeseries.get_range requests for OHLCV schemas and stype_in=parent with an intraday start would always return no data

0.17.0 - 2023-10-04

This release introduces the Databento Equities Basic dataset (DBEQ.BASIC), our first bundle of live and historical US equities data. The bundle includes five proprietary feeds—NYSE Chicago Integrated, IEX TOPS, NYSE National Trades, NYSE National BBO, and MIAX Pearl Equities Depth of Market—that can be licensed for distribution, display, and non-display applications at no cost. You can read more about the release here.

Enhancements

Added the DBEQ.BASIC dataset

0.16.0 - 2023-09-26

Breaking changes

Symbology mappings no longer include unresolved symbols, this change affects DBN metadata and /symbology.resolve responses
Changed batch job symbology.csv schema (now a row per date)

Bug fixes

Fixed symbology resolution on weekends (now uses mappings from previous Friday)
Fixed consistent streaming of CSV header when no data is found for a request

0.15.0 - 2023-09-19

This release includes customization options which improve data usability for CSV and JSON text encodings, as well as providing a way to split files by raw symbols for batch jobs.

Enhancements

Added pretty_px option for /timeseries.get_range and /batch.submit_job, which formats prices to the correct scale using the fixed-precision scalar 1e-9 (available for CSV and JSON text encodings)
Added pretty_ts option for /timeseries.get_range and /batch.submit_job, which formats timestamps as ISO 8601 strings (available for CSV and JSON text encodings)
Added map_symbols option for /timeseries.get_range and /batch.submit_job, which appends a symbol field to each text-encoded record (available for CSV and JSON text encodings)
Added split_symbols option for /batch.submit_job, which will split files by raw symbol

0.14.0 - 2023-08-29

This release introduces the OPRA (Options Price Reporting Authority) dataset (OPRA.PILLAR) for the historical and live APIs, covering all 16 national exchanges. This not only includes options on single name equities, but also on indices, e.g., Cboe VIX options, SPX options, and certain volatility benchmark indices like SPIKE and VSPKE. You can read more about the release here.

Enhancements

Added the OPRA.PILLAR dataset, does not yet include Global Trading Hours (GTH)

0.13.0 - 2023-08-23

Enhancements

Added a symbology.csv to batch download support files for the csv encoding
Changed /symbology.resolve to support input symbology of instrument_id and output of raw_symbol

0.12.0 - 2023-08-10

This release includes improvements to the ergonomics of our metadata API, you can read more about the changes here. Note that the /timeseries.get_range and /symbology.resolve endpoints both accept POST and GET requests, with POST being the primary and recommended method.

Breaking changes

Changed /batch.submit_job to now require form-encoded data
Changed /metadata.list_publishers response to an ordered list of publisher details objects
Changed /metadata.list_fields response to an ordered list of field detail objects for a particular schema and encoding
Changed /metadata.list_fields to now require the schema and encoding query parameters
Changed /metadata.list_unit_prices response to a list of unit prices for each feed mode and data schema
Changed /metadata.list_unit_prices to now require the dataset query parameter
Removed /metadata.list_unit_prices mode and schema query parameters
Removed /metadata.list_field dataset query parameter

0.11.0 - 2023-07-25

This release includes updates to the fields in text encodings (CSV and JSON), you can read more about the changes here.

Breaking changes

Changed CSV encoding column ordering for most schemas
Changed JSON encoding to serialize header fields in nested hd object (consistency with how levels are serialized)
Changed JSON encoding to encode all 64-bit integers as strings to avoid loss of precision when converting to double-precision floating point
Added rtype field/column to MBP schemas that was previously excluded
Added depth field/column to MBP schemas that was previously excluded
Renamed JSON fields bid_oq_* and ask_oq_* to bid_ct_* and ask_ct_* respectively
Renamed security_group to group for the definition schema

0.10.0 - 2023-07-06

Enhancements

Added warnings header for API responses
Added POST request support for timeseries.get_range and symbology.resolve endpoints
Improved behavioral consistency of query params start, end, start_date and end_date across the API (exclusive end)
Relaxed 10 minute minimum request time range restriction
Added rtype to encoded CSV and JSON

Deprecations

Deprecated symbology section in the metadata.json for batch downloads (will be removed in a future version after July 3rd)

Bug fixes

Fixed handling of certain errors involving invalid parent or continuous symbols (no longer a HTTP 500 error)

0.9.0 - 2023-06-01

Enhancements

Added additional batch download support data files (condition.json and symbology.json)

Breaking changes

Removed support for sunset /timeseries.stream endpoint
Removed support for legacy stypes

0.8.0 - 2023-05-01

Enhancements

Added additional field last_modified_date to /metadata.get_dataset_condition response
Added degraded, pending and missing condition variants for /metadata.get_dataset_condition
Added last_modified_date field to batch.get_dataset_condition response

Breaking changes

Renamed product_id field to instrument_id
Renamed symbol field in definitions to raw_symbol
Renamed the cost field to cost_usd for /batch.submit_job and /batch.list_jobs (value now expressed as US dollars)
Removed bad condition variant from batch.get_dataset_condition

Deprecations

Deprecated stype product_id in favor of instrument_id
Deprecated stype native in favor of raw_symbol
Deprecated stype smart in favor of separate parent and continuous stypes

0.7.0 - 2023-04-07

Breaking changes

Removed /metadata.list_compressions endpoint (redundant with docs)
Removed /metadata.list_encodings endpoint (redundant with docs)
Removed optional start and end params from /metadata.list_schemas endpoint (redundant)
Changed parsing of end and end_date params throughout the API

0.6.0 - 2023-03-10

Breaking changes

Changed metadata.get_dataset_condition response to an array of conditions per date

0.5.0 - 2023-03-03

Enhancements

Added /batch.list_files endpoint for listing batch job file details
Integrated DBN encoding 0.3.2

Breaking changes

Renamed /timeseries.stream to /timeseries.get_range

0.4.0 - 2022-12-02

Added /metadata.get_dataset_condition endpoint to discover availability and quality
Improved smart symbology resolution

0.3.0 - 2022-08-30

Added Databento Binary Encoding (DBZ) streaming and batch downloads
Added initial smart symbology support
Further improved consistency of parameter and field names

0.2.0 - 2021-12-10

Added historical APIs for metadata, time series and symbology
Added streaming and batch download support
Added native product ID and symbol support
Added sizing and pricing functionality
Improved error handling, size limits and rate limits
Improved consistency of field names between schemas

0.1.0 - 2021-08-30

Added support for server-streaming RPC over HTTP
Added basic schemas and encoding (binary, CSV, JSON) support
Added new datasets: CME Globex MDP 3.0