Databento: Get Timeseries

Databento via Parse · Finance

Fetches historical market data (OHLCV) for specified symbols and dataset. Returns NDJSON records with open, high, low, close, volume and header metadata. The free preview key restricts access to the last year of data and only OHLCV schemas (ohlcv-1d, ohlcv-1h, ohlcv-1m, ohlcv-1s); other schemas require a paid key. Access Databento historical market data including datasets, instruments, timeseries OHLCV data, symbol resolution, and schema definitions across US equities, futures, and options. Fulfilled by Parse from databento.com.

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  • platform-key
Verified

Price and execution

Price
$0.02 USD credits / call
Trust tier
Verified
Execution
Managed call
Capability group
Finance

Interface snapshot

Protocol
HTTP operation
Operation
GET /scraper/c56bd3f5-1c03-4bab-ac93-785a417154bb/get_timeseries
Interface artifact
sha256:73363cf4b5b8cc599560f1fea67de373e037c6db2a78fb9f9b2260a0d4ad191b
Manifest digest
sha256:1070f0df90c35a8601a7b38c4d65cdf360c11508aef2952a768e06f667fac4ea

Request fields

  • end (string): End date in ISO format YYYY-MM-DD. Omitting returns data up to the latest available.
  • start (string, required): Start date in ISO format YYYY-MM-DD. Must be within the preview window (last ~1 year) when using the free preview key.
  • schema (string): Data schema. With the free preview key, only OHLCV schemas are supported: ohlcv-1d, ohlcv-1h, ohlcv-1m, ohlcv-1s.: Allowed values: ohlcv-1d, ohlcv-1h, ohlcv-1m, ohlcv-1s, mbo, mbp-1, mbp-10, trades, tbbo, definition, statistics, status
  • dataset (string, required): Dataset ID (e.g. XNAS.ITCH, GLBX.MDP3, OPRA.PILLAR).
  • symbols (string, required): Comma-separated symbols (e.g. AAPL,MSFT).
  • stype_in (string): Input symbol type (e.g. raw_symbol, instrument_id).
  • stype_out (string): Output symbol type (e.g. instrument_id, raw_symbol).

Example queries

  • {"end":"2026-06-11","start":"2026-06-10","schema":"ohlcv-1d","dataset":"XNAS.ITCH","symbols":"AAPL","stype_in":"raw_symbol","stype_out":"instrument_id"}

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