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NuGet-Paket

StockSharp.Databento

The Databento connector connects StockSharp to a professional market-data and analytics service. It translates provider-specific data and operations into the unified StockSharp message model, so applications can use the same subscriptions and workflows across different venues. More info on web site https://stocksharp.com/store/

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Installation

dotnet add package StockSharp.Databento --version 5.0.0

README

Databento Connector

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The Databento connector connects StockSharp to a professional market-data and analytics service. It translates provider-specific data and operations into the unified StockSharp message model, so applications can use the same subscriptions and workflows across different venues.

Key capabilities

  • Typical coverage: equities, futures, options, FX and CFDs, bonds and fixed income, commodities, indices.
  • Instrument discovery and provider reference data.
  • Market data supported by the adapter: Level 1 quotes, tick trades, order books, candles and order-log events.
  • Historical data requests for charting, analysis, and backtesting.
  • Real-time subscriptions through the provider's streaming transport.
  • This adapter is intended for market data and does not route orders.
  • Provider-specific transport, sessions, and data formats are hidden behind the standard StockSharp API.

Typical use

Use this connector to feed charts, market-data storage, analytics, research workflows, and strategy testing with provider data.

Available instruments, data depth, trading permissions, rate limits, and service availability are controlled by Databento and by the connected account or API plan.

Versionshinweise

Await multicast async event handlers

Abhängigkeiten

net10.0