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Home Page: https://databento.com
License: Apache License 2.0
The official Rust client library for Databento
Home Page: https://databento.com
License: Apache License 2.0
Please add timeout methods to LiveClientBuilder
and HistoricalClientBuilder
to detect network issues.
Currently it is not clear whether databento::live::Subscription::start
refers to ts_event
or ts_recv
, which makes it tricky to resume from a disconnect in a perfectly correct way. I have been told that only ts_recv
is guaranteed to be monotonic, but dbn::record::Record::raw_index_ts()
currently is defined to be self.header().ts_event
.
Nothing exists in this github repo and the documentation page here - https://docs.databento.com/examples/order-book/limit-order-book
The docs say:
The end date time (inclusive).
But it also says:
A closed interval with an inclusive start time and an exclusive end time.
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