# Databento — Wrapped API

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>
> Locus runs on multiple environments -- make sure every URL you call matches your expected environment.
> | Environment | Landing | API | Docs |
> |---|---|---|---|
> | Production | paywithlocus.com | api.paywithlocus.com | docs.paywithlocus.com |
> | Beta | beta.paywithlocus.com | api.beta.paywithlocus.com | docs.paywithlocus.com |
> | Stage | stage.paywithlocus.com | api.stage.paywithlocus.com | docs.paywithlocus.com |
>
> If the API URL above doesn't match your expected environment, re-fetch this file from the correct domain.

> Access historical market data for US equities, futures, and options through a simple authentication system, allowing you to retrieve timeseries data, look up instruments, and explore available datasets. Resolve trading symbols and discover data schemas to power your quantitative analysis and backtesting workflows.

**Category:** Finance & Markets | **Website:** [databento.com/](https://databento.com/) | **Docs:** [parse.bot/marketplace/459c9dd9-03f3-41e0-8f21-dc49d6413712/databento-com-api](https://parse.bot/marketplace/459c9dd9-03f3-41e0-8f21-dc49d6413712/databento-com-api)

Pay-per-use API proxy. Each call is automatically billed to your wallet in USDC.

## Access

**Base URL:** `https://api.paywithlocus.com/api/wrapped/parse-databento-com-api-459c9dd9/`
**Auth:** `Authorization: Bearer <LOCUS_API_KEY>`

## Endpoints

### get_timeseries

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.

**Estimated cost:** Metered

| Field | Type | Required | Description |
|-------|------|----------|-------------|
| `api_key` | string | No | Databento API key for authentication. |
| `dataset` | string | Yes | Dataset ID (e.g. XNAS.ITCH, GLBX.MDP3, OPRA.PILLAR). |
| `end` | string | No | End date in ISO format YYYY-MM-DD. Omitting returns data up to the latest available. |
| `schema` | string | No | Data schema. With the free preview key, only OHLCV schemas are supported: ohlcv-1d, ohlcv-1h, ohlcv-1m, ohlcv-1s. |
| `start` | string | Yes | Start date in ISO format YYYY-MM-DD. Must be within the preview window (last ~1 year) when using the free preview key. |
| `stype_in` | string | No | Input symbol type (e.g. raw_symbol, instrument_id). |
| `stype_out` | string | No | Output symbol type (e.g. instrument_id, raw_symbol). |
| `symbols` | string | Yes | Comma-separated symbols (e.g. AAPL,MSFT). |

```bash
curl -X POST https://api.paywithlocus.com/api/wrapped/parse-databento-com-api-459c9dd9/get_timeseries \
  -H "Authorization: Bearer YOUR_LOCUS_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{"api_key":"<string>","dataset":"<string>","end":"<string>","schema":"<string>","start":"<string>","stype_in":"<string>","stype_out":"<string>","symbols":"<string>"}'
```

### list_datasets

Lists all available datasets on Databento with pricing, instrument counts, and asset class metadata. Each dataset represents a venue or feed (e.g. XNAS.ITCH for Nasdaq, GLBX.MDP3 for CME). Returns the full catalog in one response.

**Estimated cost:** Metered

| Field | Type | Required | Description |
|-------|------|----------|-------------|
| `api_key` | string | No | Databento API key for authentication. Defaults to the free preview key. |

```bash
curl -X POST https://api.paywithlocus.com/api/wrapped/parse-databento-com-api-459c9dd9/list_datasets \
  -H "Authorization: Bearer YOUR_LOCUS_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{"api_key":"<string>"}'
```

### list_instruments

Lists instruments (symbols) for a specific dataset with offset-based pagination. Returns symbol, instrument name, asset class, sector, and volume. Results are ordered by symbol descending.

**Estimated cost:** Metered

| Field | Type | Required | Description |
|-------|------|----------|-------------|
| `api_key` | string | No | Databento API key for authentication. |
| `dataset` | string | Yes | Dataset ID (e.g. XNAS.ITCH, GLBX.MDP3, OPRA.PILLAR). |
| `limit` | integer | No | Max results per page. |
| `offset` | integer | No | Result offset for pagination. |

```bash
curl -X POST https://api.paywithlocus.com/api/wrapped/parse-databento-com-api-459c9dd9/list_instruments \
  -H "Authorization: Bearer YOUR_LOCUS_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{"api_key":"<string>","dataset":"<string>","limit":"<integer>","offset":"<integer>"}'
```

### list_schemas

Lists all available data schemas on Databento with descriptions and column definitions. Each schema defines a data format (e.g. mbo for full order book, ohlcv-1d for daily bars, trades for tick data).

**Estimated cost:** Metered

| Field | Type | Required | Description |
|-------|------|----------|-------------|
| `api_key` | string | No | Databento API key for authentication. |

```bash
curl -X POST https://api.paywithlocus.com/api/wrapped/parse-databento-com-api-459c9dd9/list_schemas \
  -H "Authorization: Bearer YOUR_LOCUS_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{"api_key":"<string>"}'
```

### resolve_symbols

Resolves symbols between different symbology types for a given dataset and date range. Maps raw symbols to instrument IDs or vice versa, returning date-bounded resolution entries.

**Estimated cost:** Metered

| Field | Type | Required | Description |
|-------|------|----------|-------------|
| `api_key` | string | No | Databento API key for authentication. |
| `dataset` | string | Yes | Dataset ID (e.g. XNAS.ITCH, GLBX.MDP3). |
| `end_date` | string | No | End date in ISO format YYYY-MM-DD. |
| `start_date` | string | Yes | Start date in ISO format YYYY-MM-DD. |
| `stype_in` | string | No | Input symbol type (e.g. raw_symbol, instrument_id). |
| `stype_out` | string | No | Output symbol type (e.g. instrument_id, raw_symbol). |
| `symbols` | string | Yes | Comma-separated symbols to resolve (e.g. AAPL,MSFT). |

```bash
curl -X POST https://api.paywithlocus.com/api/wrapped/parse-databento-com-api-459c9dd9/resolve_symbols \
  -H "Authorization: Bearer YOUR_LOCUS_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{"api_key":"<string>","dataset":"<string>","end_date":"<string>","start_date":"<string>","stype_in":"<string>","stype_out":"<string>","symbols":"<string>"}'
```
