Corporate and Stock Market Data
Data Bento
Databento.com
API Key
In order to utilize Data Bento on the davinci platform, you need to obtain an API key. Once you receive your API key, you need to add
it to your
profile tokens.
Add the token with
- url = https://hist.databento.com/
- Type: http basic auth scheme
- key = username
- value = your assigned api key
Note, are multiple URL's that you may need to access from databento. You will need to add a token for each base URL that you will access.
The URL given above gives access to the historical database.
Proxy
Data bento is a provider which requires a
proxy
or some other mechanism in order to access using davinci tools. (check with the data-bento team )
Using a proxy will also allow you to manange and maintain your API access token locally if you wish. See the proxy documentation
for more information.
Code
Once you have entered your api key as a profile, you can access data bento data.
The typical way to access the data is through a URL. The speicific URL tha you will need for any given dataset can be found
in the
databento api documentation.
let data = await $url('https//hist.databento.com/v0/timeseries.get_range?dataset=GLBX.MDP3&symbols=ESM2&schema=ohlcv-1s&start=2022-06-06T14:30&end=2022-06-06T14:40');
The
databento module
provides a method for retrieving the data. The above code can also be accomplished with the following.