Client library

Client libraries are written in programming languages like Python and streamline the process of integrating external data sources or connecting market data feeds to your trading infrastructure. By abstracting the complexity of handling authentication, structuring requests, and processing responses, they save time and minimize the need for low-level coding, offering a more user-friendly and efficient way to interact with services.

Databento offers client libraries in Python, Rust, and C++ for both historical and live data, enabling seamless integration with existing systems built in modern trading languages and popular data analysis libraries like Pandas and Polars. Users can build their first Databento application in as little as four lines of code, making it faster and easier to access market data.