get_historical_data
Retrieve historical market data for financial symbols, including trades, OHLCV bars, and order book depth, from Databento's datasets for analysis and research purposes.
Instructions
Retrieve historical market data for symbols from Databento.
Examples:
Get ES futures trades: dataset="GLBX.MDP3", symbols="ES.FUT", start="2024-01-15", end="2024-01-15", schema="trades"
Get AAPL OHLCV bars: dataset="XNAS.ITCH", symbols="AAPL", start="2024-01-01", end="2024-01-31", schema="ohlcv-1m"
Get BTC order book: dataset="GLBX.MDP3", symbols="BTC.FUT", schema="mbp-10"
Tips:
Use
explain=trueto preview query without executingUse
force_refresh=trueto bypass cacheStart with small date ranges and use
limitparameter
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| dataset | Yes | Dataset name (e.g., 'GLBX.MDP3' for CME Globex, 'XNAS.ITCH' for Nasdaq) | |
| symbols | Yes | Comma-separated list of symbols (e.g., 'ES.FUT', 'AAPL, MSFT') | |
| start | Yes | Start date in YYYY-MM-DD or ISO 8601 format (e.g., '2024-01-15') | |
| end | Yes | End date in YYYY-MM-DD or ISO 8601 format (e.g., '2024-01-16') | |
| schema | No | Data schema: 'trades', 'ohlcv-1m', 'ohlcv-1h', 'ohlcv-1d', 'mbp-1', 'mbp-10', 'tbbo', 'mbo' | trades |
| limit | No | Maximum records to return (default: 1000, max: 100000) | |
| explain | No | Preview query estimates without executing (no API call) | |
| force_refresh | No | Bypass cache and fetch fresh data |