dbz-lib

The official library for working with the Databento Binary Encoding (DBZ) format.

Usage

The primary point for entrypoint for dbz_lib is the Dbz object, which represents the contents of one DBZ file or byte stream. To read a DBZ file with MBO data and print each row:

use db_def::tick::TickMsg;
use dbz_lib::Dbz;

let dbz = Dbz::from_file("20201228.mbo.dbz")?;
for tick in dbz.try_into_iter::<TickMsg>() {
    println!("{tick:?}");
}

The documentation provides an overview of all methods and features.

Documentation

FIXME: when prepping to release to crates.io

Building

dbz is written in Rust, so you'll need to have Rust installed first.

To build, run the following commands:

git clone https://github.com/databento/dbz
cd dbz
cargo build --release

Python bindings

To also include the optional Python bindings when running any cargo command, pass the --all-features flag or --features=python. For example, to build all of dbz with Python bindings, run:

cargo build --all-features

To create a Python package from dbz-lib, you'll need to install Maturin. For a Python package to develop against, run:

maturin develop -F python

This will install a package named dbz_lib in your current Python environment.

Testing

Tests are run through cargo test and are located within each module.

License

Distributed under the Apache 2.0 License.