| name | Databento C++ Extension |
| description | Python bindings for Databento's C++ Historical API. |
Databento C++ Extension (databento_ext)
High-performance Cython bindings for Databento's C++ API.
Installation
Run python3 setup.py build_ext --inplace in extensions/cpp/databento/cython/.
Requires cmake to fetch dependencies first.
Usage
import databento_ext
builder = databento_ext.PyHistoricalBuilder().set_key_from_env()
client = builder.build()
Status
- Historical Builder: ✅ Implemented (Cython)
- Historical Client: ✅ Implemented (Cython)
- Live Data: 🚧 Pending Migration
- DuckDB Connector: 🚧 Pending Migration (Requires re-implementing
timeseries_to_duckdb with new Cython types)
Dependencies
libdatabento (Static)
zstd, openssl, curl, brotli (System libraries)