Databento.CSharpApiClient

Pure-managed C# HTTP client for the Databento Historical API.

• Timeseries streaming: DBN binary and JSON — full schema coverage (MBO, MBP-1/10, CBBO, BBO, TBBO, TCBBO, CMBP-1, Trades, OHLCV, Status, Imbalance, Statistics, Definitions, Symbol Mapping)
• Metadata: datasets, schemas, fields, publishers, unit prices, conditions, date ranges, record count, cost
• Symbology: symbol resolution across SType encodings
• Batch jobs: submit, list, download files
• Retry / backoff: exponential + equal jitter, honours Retry-After, configurable via DatabentoOptions

See CHANGELOG.md for the full version history.

Installation

dotnet add package Databento.CSharpApiClient

Quick start

using Databento.CSharpApiClient;
using Databento.CSharpApiClient.DataModel.Dbn;

var options = new DatabentoOptions { ApiKey = "YOUR_API_KEY" };
using var client = new DatabentoClient(options);

CbboRecordDbn[] quotes = await client.GetCbbo1sAsync(
    dataset: Datasets.OpraPillar,
    symbol: "SPXW 240119C04800000",
    startUtc: new DateTimeOffset(2024, 1, 18, 14, 30, 0, TimeSpan.Zero),
    endUtc:   new DateTimeOffset(2024, 1, 18, 21, 0,  0, TimeSpan.Zero));

foreach (var q in quotes)
    Console.WriteLine($"{q.TsEventUtc:O}  bid={q.BidPrice:F2}  ask={q.AskPrice:F2}");

Configuration

var options = new DatabentoOptions
{
    ApiKey        = "YOUR_API_KEY",
    Timeout       = TimeSpan.FromMinutes(10),  // default 5m
    MaxRetries    = 3,                          // default 3
    RetryBaseDelay = TimeSpan.FromSeconds(1),  // default 1s
    MaxRetryDelay  = TimeSpan.FromSeconds(30), // default 30s
};

Clients

Class	Encoding	Use when
DatabentoClient	DBN binary	Highest fidelity — nanosecond timestamps, nano-price integers, exact byte layout
DatabentoJsonClient	JSON	Simpler integration, all metadata + batch endpoints

Supported datasets

Constant	Description
Datasets.OpraPillar	OPRA options (CBBO + definitions)
Datasets.XnasItch	Nasdaq equities (Trades, MBP-1, OHLCV)
Datasets.GlbxMdp3	CME Globex futures
Datasets.XnyseTradesplus	NYSE Trades+

License

MIT — see LICENSE.