astadmistry/dbn

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

dbn

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:

• dbn: Rust library crate
• dbn-cli: CLI crate providing a dbn binary
• databento-dbn: Python package

License

Distributed under the Apache 2.0 License.