A library (
dbz-lib) and CLI tool (
dbz-cli) for working with Databento Binary Encoding (DBZ) files. Python bindings for
dbz-lib are provided in the
The Databento Binary Encoding + Zstandard compression (DBZ) is an efficient highly compressible binary encoding suitable for bulk financial time series data, which includes a metadata header.
- Performant binary encoding and decoding
- Highly compressible with Zstandard
- Extendable fixed-width schemas
- Metadata header in a leading zstd skippable frame
The DBZ format relies on a compliant Zstandard decompressor to read the data. The basic metadata can be read without the need for zstd, as it is not compressed, however the symbology portion is.
See the respective READMEs for usage details:
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
cargo build --release
For the Python bindings, you'll need Maturin installed as well. To install the bindings for your active Python environment, run the following:
maturin develop --release
python -c 'import dbz_python'""
Tests are run through
Distributed under the Apache 2.0 License.