export_to_parquet
Query historical market data from Databento and export it to Parquet format for analysis, specifying dataset, symbols, schema, date range, and output path.
Instructions
Query historical data and export directly to Parquet format
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| dataset | Yes | Dataset name (e.g., 'GLBX.MDP3') | |
| symbols | Yes | Comma-separated list of symbols | |
| schema | Yes | Data schema (e.g., 'trades', 'ohlcv-1m') | |
| start | Yes | Start date (YYYY-MM-DD or ISO 8601) | |
| end | Yes | End date (YYYY-MM-DD or ISO 8601) | |
| output_path | Yes | Path for output Parquet file | |
| compression | No | Parquet compression (default: 'snappy') | snappy |