nautilus-databento

NautilusTrader adapter for Databento.

The nautilus-databento crate provides a complete integration with the Databento API for accessing institutional-grade market data feeds across multiple venues and asset classes.

NautilusTrader

NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems.

The system spans research, deterministic simulation, and live execution within a single event-driven architecture, providing research-to-live semantic parity.

Feature flags

This crate provides feature flags to control source code inclusion during compilation:

live (default): Enables live data functionality including the data, factories, and live modules.
python: Enables Python bindings from PyO3.
extension-module: Builds as a Python extension module.
high-precision: Enables high-precision mode to use 128-bit value types.

Documentation

See the docs for more detailed usage.

License

The source code for NautilusTrader is available on GitHub under the GNU Lesser General Public License v3.0.

NautilusTrader™ is developed and maintained by Nautech Systems, a technology company specializing in the development of high-performance trading systems. For more information, visit https://nautilustrader.io.

Use of this software is subject to the Disclaimer.