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

•DataBento API key (set DATABENTO_API_KEY environment variable)
•Get your API key at https://databento.com

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:

bash

export DATABENTO_API_KEY="db-your-api-key-here"

Or add to your .env file:

code

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