openapi: 3.0.3 info: title: Databento Historical and Reference Batch API description: Databento's Historical HTTP API serves historical financial market data and reference data over REST. A request selects a dataset (e.g. GLBX.MDP3, XNAS.ITCH, DBEQ.BASIC), one or more symbols, a schema (MBO full order book, MBP-1, MBP-10, trades, OHLCV bars, statistics, definition, and more), and a time range, and receives normalized records in Databento Binary Encoding (DBN), CSV, or JSON. Endpoints are grouped as metadata (catalog discovery and cost estimation), timeseries (streaming data retrieval), symbology (symbol resolution), batch (asynchronous flat-file jobs), and reference (security master, corporate actions, adjustment factors). Requests authenticate with HTTP Basic auth using your Databento API key as the username and an empty password. Live market data is delivered separately over a raw TCP binary DBN protocol (with CRAM authentication) and is NOT part of this REST document. version: '0' contact: name: Databento url: https://databento.com license: name: Databento Terms url: https://databento.com/terms servers: - url: https://hist.databento.com/v0 description: Databento Historical and Reference HTTP API security: - apiKeyBasicAuth: [] tags: - name: Batch description: Submit and manage asynchronous flat-file download jobs. paths: /batch.submit_job: post: operationId: batchSubmitJob tags: - Batch summary: Submit batch job description: Submits an asynchronous batch job that materializes a historical request into downloadable flat files, optionally split by day, symbol, or size. requestBody: required: true content: application/x-www-form-urlencoded: schema: type: object required: - dataset - symbols - schema - start properties: dataset: type: string symbols: type: string schema: type: string start: type: string end: type: string encoding: type: string enum: - dbn - csv - json compression: type: string enum: - none - zstd split_duration: type: string split_symbols: type: boolean split_size: type: integer responses: '200': description: The created batch job with its id and state. '401': $ref: '#/components/responses/Unauthorized' '422': $ref: '#/components/responses/ValidationError' /batch.list_jobs: get: operationId: batchListJobs tags: - Batch summary: List batch jobs description: Lists batch jobs for the account, optionally filtered by state and submission time. parameters: - name: states in: query schema: type: string description: Comma-separated states such as received, queued, processing, done, expired. - name: since in: query schema: type: string responses: '200': description: A list of batch jobs. '401': $ref: '#/components/responses/Unauthorized' /batch.list_files: get: operationId: batchListFiles tags: - Batch summary: List batch files description: Lists the output files for a completed batch job, including HTTPS and FTP download URIs and hashes. parameters: - name: job_id in: query required: true schema: type: string responses: '200': description: A list of files with download URIs. '401': $ref: '#/components/responses/Unauthorized' '404': $ref: '#/components/responses/NotFound' components: responses: ValidationError: description: The request parameters failed validation. content: application/json: schema: $ref: '#/components/schemas/Error' NotFound: description: The requested resource was not found. content: application/json: schema: $ref: '#/components/schemas/Error' Unauthorized: description: Missing or invalid API key. content: application/json: schema: $ref: '#/components/schemas/Error' schemas: Error: type: object properties: detail: type: string description: A human-readable description of the error. case_id: type: string description: An identifier for the error case, useful when contacting support. securitySchemes: apiKeyBasicAuth: type: http scheme: basic description: HTTP Basic authentication. Supply your Databento API key (prefixed with db-) as the username and leave the password empty.