Enums — API Reference

HistoricalGateway

Historical API gateway selector. Currently only one entry:

• BO1 — the default historical gateway at hist.databento.com.

Used implicitly by Historical; most callers never construct this directly.

FeedMode

How a Historical price-quote/cost preview should be charged:

• HISTORICAL — vanilla historical replay.
• HISTORICAL_STREAMING — historical replay over the streaming API.
• LIVE — live streaming feed.

Passed to get_cost (default HISTORICAL).

ReconnectPolicy

Reconnect behavior for the Live client.

• NONE — disconnect is terminal.
• RECONNECT — re-establish the TCP session and re-subscribe on drop.

Exposed for parity with Databento's other clients; in this package the behavior is selected via the reconnect::Bool kwarg on stream_to_file and friends.

JobState

State of a batch job returned by list_jobs:

• RECEIVED — accepted by the API.
• QUEUED — waiting to start.
• PROCESSING — currently being assembled.
• DONE — files ready for list_files / batch_download.
• EXPIRED — past the retention window; files no longer available.

SplitDuration

Batch-output file rotation cadence — when a single job's records are sliced into multiple files by time:

• NONE — one file per job.
• DAY, WEEK, MONTH — rotate at the corresponding UTC boundary.

Passed to submit_job.

Packaging

How the batch-output files are bundled for delivery:

• NONE — files served individually.
• ZIP — single .zip archive.
• TAR — single .tar archive.

Passed to submit_job.

Delivery

Where the batch-output files are delivered:

• DOWNLOAD — fetched from the API via batch_download.
• S3 — pushed to a customer-configured S3 bucket.
• DISK — written to a customer-configured local disk (on-prem).

Passed to submit_job.

SymbologyResolution

Per-symbol resolution status returned by resolve:

• OK — fully resolved within the requested date range.
• PARTIAL — resolved for a sub-interval only (instrument expired or rolled).
• NOT_FOUND — no mapping in the requested date range.

RollRule

Continuous-contract roll rule for futures symbology:

• VOLUME — roll when next-contract volume exceeds the front.
• OPEN_INTEREST — roll when next-contract open interest exceeds the front.
• CALENDAR — roll at a fixed calendar offset (e.g. N days before expiry).

SlowReaderBehavior

How the Live gateway handles a client that reads slower than realtime:

• WARN — gateway buffers and sends stale records, emits periodic SystemMsg with code = SlowReaderWarning (2). Default for stateful schemas where dropping records would corrupt downstream state.
• SKIP — gateway drops records until the session is current, then sends an ErrorMsg with code = SkippedRecordsAfterSlowReading (7). Default for stateless schemas (MBP-1/10, CMBP-1, BBO-1s/1m, CBBO-1s/1m).

Set via the slow_reader_behavior kwarg on Live or stream_to_file.