The official Python client library for Databento

python api http client real-time tcp python3 market-data historical databento

• Updated Nov 3, 2026
• Python

Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data

rust encoding serialization storage zero-copy market-data low-latency zstd tick-data binary-encoding databento

• Updated Nov 11, 2026
• Rust

Plataforma de trading gratis y de código abierto para Mac (con guía para portarla a Windows con Claude): footprint, DOM, backtesting anti-sobreoptimización y estrategias con IA. 100 % local.

macos crypto csharp trading dotnet avalonia trading-platform futures algorithmic-trading backtesting claude binance source-available order-flow apple-silicon databento rithmic claude-code walk-forward-optimization footprint-chart

• Updated Nov 3, 2026
• C#

The official Rust client library for Databento

http real-time tcp async market-data historical-data tick-data databento

• Updated Oct 27, 2026
• Rust

The official C++ client library for Databento

http real-time tcp market-data low-latency historical-data tick-data binary-encoding databento

• Updated Nov 3, 2026
• C++

Golang Web Service Example using Databento and DuckDB

golang openapi duckdb databento

• Updated May 22, 2025
• HTML

High-performance .NET client for Databento market data - Live streaming, historical queries, and reference data APIs

real-time csharp trading dotnet nuget market-data financial-data historical-data dbn databento

• Updated Sep 7, 2026
• C#

A Databento-CME extension, and Workspace Application, for the Open Data Platform by OpenBB.

futures cme databento openbb

• Updated Nov 10, 2025
• Python

Algorithmic Trading Strategy in Python with Databento Price Data and MongoDB

python algorithm mongodb trading databento

• Updated Aug 3, 2024
• Python

Inspectable execution simulator for order-book replay and latency-aware fill simulation

python hft quantitative-finance algorithmic-trading market-simulator order-book limit-order-book backtesting market-microstructure trading-systems execution-simulator market-replay databento order-book-replay market-structure latency-simulation order-simulator execution-modeling fill-simulation latency-modeling

• Updated Aug 30, 2026
• Python

Build TradingView-aligned futures bars from Databento data and backtest your own strategies. Designed for AI-assisted development.

python market-data futures backtesting tradingview ohlcv databento claude-ai

• Updated Aug 13, 2026
• Python

Independent, open-source tools for archiving and exporting Databento data. No official connection with Databento, Inc.

csharp trading dotnet s3 market-data futures order-book backtesting databento

• Updated Nov 11, 2026
• C#

Databento-based Market Simulation built with Rust, Svelte, Docker, Nix, and Kubernetes.

docker kubernetes rust svelte tokio axum databento

• Updated Jul 21, 2026
• Rust

C++17 header-only backtesting framework for algorithmic trading on tick data, with CSV/Parquet support and an ImGui/ImPlot GUI

cpp imgui header-only cpp17 parquet trading-strategies quantitative-finance backtester algorithmic-trading tick-data backtesting implot databento

• Updated Nov 6, 2026
• C++

Databento, CME's official feed, 1-minute bars, continuous unadjusted front-month ES, 2010 to 2026, about twenty dollars.

quantitative-finance cva vwap databento

• Updated Jul 21, 2026
• Python

NQ/MNQ prop challenge toolkit: order-flow playbook, journal and simulator, backtests, screen agent, Trading Desk app

python computer-vision trading quantitative-finance futures backtesting order-flow databento llm nautilus-trader

• Updated Oct 13, 2026
• Python

Production-ready OHLCV pipeline: Download 1-second bars from Databento, aggregate to higher timeframes, validate data integrity

python timeseries trading market-data quantitative-finance financial-data data-pipeline ohlcv databento

• Updated Mar 26, 2026
• Python

Low-latency C++20 limit order book & matching engine. Price-time priority, ~45 ns median matching-path op, validated on real Nasdaq MBO/ITCH data (Databento).

cmake cpp market-data low-latency quantitative-finance order-book limit-order-book systems-programming matching-engine performance-optimization market-microstructure trading-systems high-frequency-trading cpp20 nasdaq-itch databento

• Updated Aug 18, 2026
• C++

Polymarket S&P 500 (SPX) open predictor: forecasts the official opening print from futures, news and auction data

finance trading algotrading quant quantitative-finance futures algorithmic-trading stock-prediction prediction-markets backtesting stock-market-prediction market-microstructure sp500 prediction-market trading-strategy spx databento llm polymarket polymarket-api

• Updated Oct 25, 2026
• Python

Backtest Python trading strategies against a full day of real Nasdaq order-by-order data, replayed exactly through a C++20 matching engine. Queue-position fills, latency, PnL and Sharpe; CLI, Python API and a sandboxed web UI.

low-latency algorithmic-trading order-book matching-engine pybind11 backtesting market-microstructure high-frequency-trading cpp20 streamlit databento

• Updated Oct 18, 2026
• C++