| name | databento |
| description | Professional market data access via DataBento API for all asset classes |
| version | 1.0.0 |
| triggers | ["databento","market data","futures quote","historical bars","symbol resolution"] |
DataBento Skill
Access professional market data across all asset classes through the DataBento API. This skill provides real-time quotes, historical data, symbol resolution, batch downloads, metadata discovery, and reference data.
When to Use This Skill
- Real-time Market Data: Get current quotes for ES, NQ, and other futures contracts
- Historical Analysis: Retrieve OHLCV bars and tick data for backtesting
- Symbol Management: Resolve symbols across different symbology types
- Batch Operations: Download large historical datasets efficiently
- Data Discovery: Explore available datasets, schemas, and publishers
- Reference Data: Access security master, corporate actions, and price adjustments
Prerequisites
Available Capabilities
1. Real-Time Futures Quotes
Get current price quotes for ES (E-mini S&P 500) or NQ (E-mini Nasdaq-100) futures.
Usage: "Get current ES quote" or "What's the NQ price?"
2. Historical Bars
Retrieve OHLCV historical data for futures contracts.
Usage: "Get 50 daily bars for ES" or "Show me last 20 hourly NQ candles"
3. Session Information
Identify current trading session (Asian/London/NY) based on UTC time.
Usage: "What trading session is it?" or "Check current market session"
4. Symbol Resolution
Convert symbols between different types (raw_symbol, instrument_id, continuous, etc.).
Usage: "Resolve AAPL to instrument ID" or "Convert ESM4 symbol"
5. Historical Timeseries
Stream any market data schema (trades, MBP, OHLCV) across date ranges.
Usage: "Get trades for SPY on 2024-01-15" or "Fetch MBP-1 data for TSLA"
6. Batch Downloads
Submit jobs for large historical dataset downloads.
Usage: "Submit batch job for ES daily data" or "List my batch jobs"
7. Metadata Discovery
Explore datasets, schemas, fields, and pricing information.
Usage: "List available datasets" or "What schemas does GLBX.MDP3 have?" or "Get cost for data query"
8. Reference Data
Access security master database, corporate actions, and price adjustments.
Usage: "Search securities for AAPL" or "Get dividends for MSFT" or "Fetch adjustment factors"
Configuration
Set your DataBento API key:
export DATABENTO_API_KEY="db-your-api-key-here"
Or add to your .env file:
DATABENTO_API_KEY=db-your-api-key-here
DATABENTO_DATASET=GLBX.MDP3
Examples
Get real-time quote:
"Show me the current ES futures quote"
Historical analysis:
"Get the last 100 daily bars for NQ"
Symbol resolution:
"Resolve symbols ['ESM4', 'NQM4'] in GLBX.MDP3 dataset for June 2024"
Batch download:
"Submit a batch job for ES daily OHLCV data from Jan 1 to Dec 31, 2024"
Metadata query:
"What's the cost to download trade data for SPY from Jan-Mar 2024?"
Reference data:
"Get all dividend payments for AAPL in 2024"
Rate Limiting
- Built-in rate limiting (5 requests/second for quotes)
- 30-second cache for frequently accessed data
- Automatic retry with exponential backoff
Error Handling
All operations include graceful error handling with clear messages:
- Invalid API key
- Rate limit exceeded
- Invalid symbols or datasets
- Network errors
- Data not available for requested range
Data Sources
- CME Group: ES, NQ, and other CME futures (GLBX.MDP3)
- Nasdaq: Equity data (XNAS.ITCH)
- NYSE: Equity data (XNYS.TRADES)
- OPRA: Options data
- And more: See https://databento.com/datasets
Related Documentation
