├── .gitattributes ├── .github ├── ISSUE_TEMPLATE.md ├── PULL_REQUEST_TEMPLATE.md └── workflows │ ├── release.yml │ └── test.yml ├── .gitignore ├── CHANGELOG.md ├── CODE_OF_CONDUCT.md ├── CONTRIBUTING.md ├── LICENSE ├── README.md ├── databento ├── __init__.py ├── common │ ├── __init__.py │ ├── bentologging.py │ ├── constants.py │ ├── cram.py │ ├── dbnstore.py │ ├── enums.py │ ├── error.py │ ├── http.py │ ├── iterator.py │ ├── parsing.py │ ├── publishers.py │ ├── symbology.py │ ├── system.py │ ├── types.py │ └── validation.py ├── historical │ ├── __init__.py │ ├── api │ │ ├── __init__.py │ │ ├── batch.py │ │ ├── metadata.py │ │ ├── symbology.py │ │ └── timeseries.py │ └── client.py ├── live │ ├── __init__.py │ ├── client.py │ ├── gateway.py │ ├── protocol.py │ └── session.py ├── py.typed ├── reference │ ├── __init__.py │ ├── api │ │ ├── __init__.py │ │ ├── adjustment.py │ │ ├── corporate.py │ │ └── security.py │ └── client.py └── version.py ├── examples ├── historical_batch_download.py ├── historical_batch_download_async.py ├── historical_batch_list_files.py ├── historical_batch_list_jobs.py ├── historical_batch_submit_job.py ├── historical_metadata.py ├── historical_metadata_get_billable_size.py ├── historical_metadata_get_cost.py ├── historical_metadata_get_dataset_condition.py ├── historical_metadata_get_dataset_range.py ├── historical_metadata_get_record_count.py ├── historical_metadata_list_unit_price.py ├── historical_symbology_resolve.py ├── historical_timeseries_async.py ├── historical_timeseries_disk_io.py ├── historical_timeseries_from_file.py ├── historical_timeseries_replay.py ├── historical_timeseries_to_df.py ├── historical_timeseries_to_file.py ├── historical_timeseries_to_ndarray.py ├── live_smoke_test.py ├── reference_adjustment_factors.py ├── reference_corporate_actions.py ├── reference_security_master_get_last.py └── reference_security_master_get_range.py ├── notebooks └── quickstart.ipynb ├── pyproject.toml ├── scripts ├── build.sh ├── lint.sh └── test.sh └── tests ├── __init__.py ├── conftest.py ├── data ├── EQUS.MINI │ ├── test_data.bbo-1m.dbn.zst │ ├── test_data.bbo-1s.dbn.zst │ ├── test_data.definition.dbn.zst │ ├── test_data.mbp-1.dbn.zst │ ├── test_data.ohlcv-1d.dbn.zst │ ├── test_data.ohlcv-1h.dbn.zst │ ├── test_data.ohlcv-1m.dbn.zst │ ├── test_data.ohlcv-1s.dbn.zst │ ├── test_data.tbbo.dbn.zst │ └── test_data.trades.dbn.zst ├── GLBX.MDP3 │ ├── test_data.bbo-1m.dbn.zst │ ├── test_data.bbo-1s.dbn.zst │ ├── test_data.definition.dbn.zst │ ├── test_data.mbo.dbn.zst │ ├── test_data.mbp-1.dbn.zst │ ├── test_data.mbp-10.dbn.zst │ ├── test_data.ohlcv-1d.dbn.zst │ ├── test_data.ohlcv-1h.dbn.zst │ ├── test_data.ohlcv-1m.dbn.zst │ ├── test_data.ohlcv-1s.dbn.zst │ ├── test_data.statistics.dbn.zst │ ├── test_data.status.dbn.zst │ ├── test_data.tbbo.dbn.zst │ └── test_data.trades.dbn.zst ├── IFEU.IMPACT │ ├── test_data.bbo-1m.dbn.zst │ ├── test_data.bbo-1s.dbn.zst │ ├── test_data.definition.dbn.zst │ ├── test_data.mbo.dbn.zst │ ├── test_data.mbp-1.dbn.zst │ ├── test_data.mbp-10.dbn.zst │ ├── test_data.ohlcv-1d.dbn.zst │ ├── test_data.ohlcv-1h.dbn.zst │ ├── test_data.ohlcv-1m.dbn.zst │ ├── test_data.ohlcv-1s.dbn.zst │ ├── test_data.statistics.dbn.zst │ ├── test_data.tbbo.dbn.zst │ └── test_data.trades.dbn.zst ├── LIVE │ └── test_data.live.dbn.zst ├── NDEX.IMPACT │ ├── test_data.bbo-1m.dbn.zst │ ├── test_data.bbo-1s.dbn.zst │ ├── test_data.definition.dbn.zst │ ├── test_data.mbo.dbn.zst │ ├── test_data.mbp-1.dbn.zst │ ├── test_data.mbp-10.dbn.zst │ ├── test_data.ohlcv-1d.dbn.zst │ ├── test_data.ohlcv-1h.dbn.zst │ ├── test_data.ohlcv-1m.dbn.zst │ ├── test_data.ohlcv-1s.dbn.zst │ ├── test_data.statistics.dbn.zst │ ├── test_data.tbbo.dbn.zst │ └── test_data.trades.dbn.zst ├── OPRA.PILLAR │ ├── test_data.cbbo-1m.dbn.zst │ ├── test_data.cbbo-1s.dbn.zst │ ├── test_data.definition.dbn.zst │ ├── test_data.mbp-1.dbn.zst │ ├── test_data.ohlcv-1d.dbn.zst │ ├── test_data.ohlcv-1h.dbn.zst │ ├── test_data.ohlcv-1m.dbn.zst │ ├── test_data.ohlcv-1s.dbn.zst │ ├── test_data.statistics.dbn.zst │ ├── test_data.tbbo.dbn.zst │ └── test_data.trades.dbn.zst ├── REFERENCE │ ├── test_data.adjustment-factors.jsonl │ ├── test_data.corporate-actions-pit.jsonl │ ├── test_data.corporate-actions.jsonl │ └── test_data.security-master.jsonl ├── XNAS.ITCH │ ├── test_data.definition.dbn.zst │ ├── test_data.imbalance.dbn.zst │ ├── test_data.mbo.dbn.zst │ ├── test_data.mbp-1.dbn.zst │ ├── test_data.mbp-10.dbn.zst │ ├── test_data.ohlcv-1d.dbn.zst │ ├── test_data.ohlcv-1h.dbn.zst │ ├── test_data.ohlcv-1m.dbn.zst │ ├── test_data.ohlcv-1s.dbn.zst │ ├── test_data.tbbo.dbn.zst │ └── test_data.trades.dbn.zst ├── __init__.py └── generator.py ├── mockliveserver ├── __init__.py ├── __main__.py ├── controller.py ├── fixture.py ├── server.py └── source.py ├── test_bento_compression.py ├── test_bento_data_source.py ├── test_common_cram.py ├── test_common_enums.py ├── test_common_iterator.py ├── test_common_parsing.py ├── test_common_symbology.py 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