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Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data

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dbn

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Libraries and a CLI tool for working with Databento Binary Encoding (DBN) files and streams. Python bindings for dbn are provided in the databento-dbn package.

The Databento Binary Encoding (DBN) is an efficient highly-compressible binary encoding suitable for bulk financial time series data.

Features

  • Performant binary encoding and decoding
  • Highly compressible with Zstandard
  • Extendable fixed-width schemas

Usage

See the respective READMEs for usage details:

License

Distributed under the Apache 2.0 License.

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Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data

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