API_Classification.md

Databento .NET Client - Complete API Classification

Version: 4.3.0 Generated: 2025-11-28

This document provides a comprehensive classification of every API call available in the databento-dotnet library, including input parameters and expected outputs. This library wraps databento-cpp (Databento's C++ client library) for .NET consumption.

---

Table of Contents

1. Architecture Overview
2. Client APIs
   • HistoricalClient
   • LiveClient
   • LiveBlockingClient
3. Data Models
   • Record Types
   • Supporting Structures
4. Enumerations
5. Builder Classes
   • ReferenceClient
6. Symbol Mapping APIs
7. DBN File I/O
8. Native C API Reference

---

1. Architecture Overview

The library follows a layered architecture:

┌─────────────────────────────────────────────────────────────┐
│  Application Code (C#)                                      │
│  Uses: HistoricalClient, LiveClient, LiveBlockingClient     │
└─────────────────────────────────────────────────────────────┘
                              │
                              ▼
┌─────────────────────────────────────────────────────────────┐
│  Databento.Client (.NET 8.0 / 9.0)                          │
│  High-level managed API with IAsyncEnumerable support       │
│  83 C# files providing:                                     │
│  - Client classes (Historical, Live, LiveBlocking)          │
│  - 16 DBN record types                                      │
│  - Fluent builders                                          │
│  - Symbol mapping utilities                                 │
└─────────────────────────────────────────────────────────────┘
                              │
                              ▼
┌─────────────────────────────────────────────────────────────┐
│  Databento.Interop (.NET 8.0 / 9.0)                         │
│  P/Invoke layer with SafeHandle wrappers                    │
│  - NativeMethods (P/Invoke declarations)                    │
│  - 9 SafeHandle wrapper classes                             │
│  - Native library loader                                    │
└─────────────────────────────────────────────────────────────┘
                              │
                              ▼
┌─────────────────────────────────────────────────────────────┐
│  databento_native.dll (C++ Wrapper - 3,879 lines)           │
│  C ABI wrapper around databento-cpp                         │
│  - live_client_wrapper.cpp (699 lines)                      │
│  - live_blocking_wrapper.cpp (514 lines)                    │
│  - historical_client_wrapper.cpp (1,559 lines)              │
│  - symbol_map_wrapper.cpp (293 lines)                       │
│  - dbn_file_reader_wrapper.cpp (230 lines)                  │
│  - dbn_file_writer_wrapper.cpp (200 lines)                  │
└─────────────────────────────────────────────────────────────┘
                              │
                              ▼
┌─────────────────────────────────────────────────────────────┐
│  databento-cpp (Upstream C++ Library - Submodule)           │
│  Core functionality: network, parsing, serialization        │
│  Dependencies: OpenSSL, zstd, zlib, nlohmann/json, httplib  │
└─────────────────────────────────────────────────────────────┘

Supported Platforms:

• Windows x64 (primary)
• Linux x64 & arm64
• macOS x64 & arm64

---

2. Client APIs

2.1 HistoricalClient

Interface: IHistoricalClient Implementation: HistoricalClient Purpose: Query historical market data with time range filtering Lifecycle: IAsyncDisposable

2.1.1 Construction via Builder

var client = new HistoricalClientBuilder()
    .WithApiKey(apiKey)           // Required - Databento API key
    .WithGateway(gateway)         // Optional - Bo1 (default), Bo2, Custom
    .WithAddress(host, port)      // Optional - Custom gateway (requires Custom gateway)
    .WithUpgradePolicy(policy)    // Optional - AsIs or Upgrade (default)
    .WithUserAgent(userAgent)     // Optional - Additional user agent string
    .WithTimeout(timeout)         // Optional - Request timeout (default: 30s)
    .WithLogger(logger)           // Optional - ILogger<IHistoricalClient>
    .Build();

2.1.2 Time-Range Query Methods

Method	Input Parameters	Output	Description
GetRangeAsync	dataset: string schema: Schema symbols: IEnumerable<string> startTime: DateTimeOffset endTime: DateTimeOffset cancellationToken: CancellationToken = default	IAsyncEnumerable<Record>	Query historical data for a time range
GetRangeAsync (with symbology)	Above + stypeIn: SType stypeOut: SType limit: ulong = 0	IAsyncEnumerable<Record>	Query with symbology type filtering
GetRangeToFileAsync	filePath: string dataset: string schema: Schema symbols: IEnumerable<string> startTime: DateTimeOffset endTime: DateTimeOffset cancellationToken: CancellationToken = default	Task<string>	Query and save directly to DBN file. Returns file path.
GetRangeToFileAsync (with symbology)	Above + stypeIn: SType stypeOut: SType limit: ulong = 0	Task<string>	Query with symbology and save to file

2.1.3 Metadata Query Methods

Method	Input Parameters	Output	Description
GetMetadata	dataset: string schema: Schema startTime: DateTimeOffset endTime: DateTimeOffset	IMetadata?	Get metadata for a query
ListPublishersAsync	cancellationToken: CancellationToken = default	Task<IReadOnlyList<PublisherDetail>>	List all data publishers
ListDatasetsAsync	venue: string? = null cancellationToken: CancellationToken = default	Task<IReadOnlyList<string>>	List datasets, optionally filtered by venue
ListSchemasAsync	dataset: string cancellationToken: CancellationToken = default	Task<IReadOnlyList<Schema>>	List schemas available for dataset
ListFieldsAsync	encoding: Encoding schema: Schema cancellationToken: CancellationToken = default	Task<IReadOnlyList<FieldDetail>>	List fields for encoding/schema combination
GetDatasetConditionAsync	dataset: string cancellationToken: CancellationToken = default	Task<DatasetConditionInfo>	Get dataset availability condition
GetDatasetConditionAsync (date range)	dataset: string startDate: DateTimeOffset endDate: DateTimeOffset? = null cancellationToken: CancellationToken = default	Task<IReadOnlyList<DatasetConditionDetail>>	Get condition for date range
GetDatasetRangeAsync	dataset: string cancellationToken: CancellationToken = default	Task<DatasetRange>	Get dataset time range
ListUnitPricesAsync	dataset: string cancellationToken: CancellationToken = default	Task<IReadOnlyList<UnitPricesForMode>>	List unit prices per schema

2.1.4 Billing Query Methods

Method	Input Parameters	Output	Description
GetRecordCountAsync	dataset: string schema: Schema startTime: DateTimeOffset endTime: DateTimeOffset symbols: IEnumerable<string> cancellationToken: CancellationToken = default	Task<ulong>	Get estimated record count for query
GetBillableSizeAsync	Same as above	Task<ulong>	Get billable size in bytes
GetCostAsync	Same as above	Task<decimal>	Get cost estimate in USD
GetBillingInfoAsync	Same as above	Task<BillingInfo>	Get combined billing information

2.1.5 Batch Job Methods

Method	Input Parameters	Output	Description
BatchSubmitJobAsync	dataset: string symbols: IEnumerable<string> schema: Schema startTime: DateTimeOffset endTime: DateTimeOffset cancellationToken: CancellationToken = default	Task<BatchJob>	Submit batch job (basic). WARNING: Incurs cost
BatchSubmitJobAsync (advanced)	Above + encoding: Encoding compression: Compression prettyPx: bool prettyTs: bool mapSymbols: bool splitSymbols: bool splitDuration: SplitDuration splitSize: ulong delivery: Delivery stypeIn: SType stypeOut: SType limit: ulong	Task<BatchJob>	Submit batch job with all options
BatchListJobsAsync	cancellationToken: CancellationToken = default	Task<IReadOnlyList<BatchJob>>	List all batch jobs
BatchListJobsAsync (filtered)	states: IEnumerable<JobState> since: DateTimeOffset cancellationToken: CancellationToken = default	Task<IReadOnlyList<BatchJob>>	List filtered batch jobs
BatchListFilesAsync	jobId: string cancellationToken: CancellationToken = default	Task<IReadOnlyList<BatchFileDesc>>	List files for batch job
BatchDownloadAsync	outputDir: string jobId: string cancellationToken: CancellationToken = default	Task<IReadOnlyList<string>>	Download all files from job
BatchDownloadAsync (single)	outputDir: string jobId: string filename: string cancellationToken: CancellationToken = default	Task<string>	Download specific file
BatchDownloadAsync (keepZip)	outputDir: string jobId: string keepZip: bool cancellationToken: CancellationToken = default	Task<IReadOnlyList<string>>	Download files; if keepZip=true, creates a zip archive and returns path to zip

2.1.6 Symbology Resolution Methods

Method	Input Parameters	Output	Description
SymbologyResolveAsync	dataset: string symbols: IEnumerable<string> stypeIn: SType stypeOut: SType startDate: DateOnly endDate: DateOnly cancellationToken: CancellationToken = default	Task<SymbologyResolution>	Resolve symbols between symbology types

---

2.2 LiveClient

Interface: ILiveClient Implementation: LiveClient Purpose: Async streaming client for real-time market data (push-based, IAsyncEnumerable) Lifecycle: IAsyncDisposable

2.2.1 Construction via Builder

var client = new LiveClientBuilder()
    .WithApiKey(apiKey)                    // Required - Databento API key
    .WithDataset(dataset)                  // Optional - Default dataset for subscriptions
    .WithSendTsOut(sendTsOut)              // Optional - Include ts_out timestamps (default: false)
    .WithUpgradePolicy(policy)             // Optional - AsIs or Upgrade (default)
    .WithHeartbeatInterval(interval)       // Optional - Connection heartbeat (default: 30s)
    .WithLogger(logger)                    // Optional - ILogger<ILiveClient>
    .WithExceptionHandler(handler)         // Optional - ExceptionCallback for error handling
    .Build();

2.2.2 Events

Event	Event Args Type	Description
DataReceived	DataReceivedEventArgs	Fired when data is received
ErrorOccurred	ErrorEventArgs	Fired when an error occurs

2.2.3 Subscription Methods

Method	Input Parameters	Output	Description
SubscribeAsync	dataset: string schema: Schema symbols: IEnumerable<string> startTime: DateTimeOffset? = null cancellationToken: CancellationToken = default	Task	Subscribe to data stream. Optional startTime enables intraday replay.
SubscribeWithSnapshotAsync	dataset: string schema: Schema symbols: IEnumerable<string> cancellationToken: CancellationToken = default	Task	Subscribe with initial MBO snapshot

2.2.4 Session Control Methods

Method	Input Parameters	Output	Description
StartAsync	cancellationToken: CancellationToken = default	Task<DbnMetadata>	Start receiving data. Returns session metadata.
StopAsync	cancellationToken: CancellationToken = default	Task	Stop receiving data
ReconnectAsync	cancellationToken: CancellationToken = default	Task	Reconnect after disconnection
ResubscribeAsync	cancellationToken: CancellationToken = default	Task	Resubscribe to all previous subscriptions

2.2.5 Streaming Methods

Method	Input Parameters	Output	Description
StreamAsync	cancellationToken: CancellationToken = default	IAsyncEnumerable<Record>	Stream records as async enumerable
BlockUntilStoppedAsync	cancellationToken: CancellationToken = default	Task	Block until stream stops
BlockUntilStoppedAsync (timeout)	timeout: TimeSpan cancellationToken: CancellationToken = default	Task<bool>	Block with timeout. Returns true if stopped, false if timeout.

---

2.3 LiveBlockingClient

Interface: ILiveBlockingClient Implementation: LiveBlockingClient Purpose: Pull-based blocking client for real-time market data (synchronous control) Lifecycle: IAsyncDisposable

2.3.1 Construction via Builder

var client = new LiveBlockingClientBuilder()
    .WithApiKey(apiKey)                    // Required - Databento API key
    .WithDataset(dataset)                  // Required - Dataset for connection (native library requirement)
    .WithSendTsOut(sendTsOut)              // Optional - Include ts_out timestamps (default: false)
    .WithUpgradePolicy(policy)             // Optional - AsIs or Upgrade (default)
    .WithHeartbeatInterval(interval)       // Optional - Connection heartbeat (default: 30s)
    .WithLogger(logger)                    // Optional - ILogger<ILiveBlockingClient>
    .Build();

2.3.2 Subscription Methods

Method	Input Parameters	Output	Description
SubscribeAsync	dataset: string schema: Schema symbols: IEnumerable<string> cancellationToken: CancellationToken = default	Task	Subscribe to data stream
SubscribeWithReplayAsync	dataset: string schema: Schema symbols: IEnumerable<string> start: DateTimeOffset cancellationToken: CancellationToken = default	Task	Subscribe with historical replay from start time
SubscribeWithSnapshotAsync	dataset: string schema: Schema symbols: IEnumerable<string> cancellationToken: CancellationToken = default	Task	Subscribe with MBO snapshot

2.3.3 Session Control Methods

Method	Input Parameters	Output	Description
StartAsync	cancellationToken: CancellationToken = default	Task<DbnMetadata>	Start stream. Blocks until metadata received.
NextRecordAsync	timeout: TimeSpan? = null cancellationToken: CancellationToken = default	Task<Record?>	Pull next record. Returns null on timeout. Use Timeout.InfiniteTimeSpan for no timeout.
ReconnectAsync	cancellationToken: CancellationToken = default	Task	Reconnect to gateway
ResubscribeAsync	cancellationToken: CancellationToken = default	Task	Resubscribe to stored subscriptions
StopAsync	cancellationToken: CancellationToken = default	Task	Stop the stream

---

3. Data Models

3.1 Record Types

All record types inherit from the base Record class:

public abstract class Record
{
    public long TimestampNs { get; set; }        // Timestamp in nanoseconds since Unix epoch
    public byte RType { get; set; }              // Record type identifier
    public ushort PublisherId { get; set; }      // Publisher ID
    public uint InstrumentId { get; set; }       // Instrument ID
    public DateTimeOffset Timestamp { get; }     // Convenience property (derived from TimestampNs)
    internal byte[]? RawBytes { get; set; }      // Raw DBN bytes for serialization
}

TradeMessage

Size: 48 bytes | RType: 0x00 | Schema: trades

Property	Type	Description
Price	long	Trade price (fixed-point, 9 decimal places)
Size	uint	Trade size (volume)
Action	Action	Trade action (Trade, Fill, etc.)
Side	Side	Trade side (Bid, Ask, None)
Flags	byte	Trade flags
Depth	byte	Trade depth
Sequence	uint	Sequence number
PriceDecimal	decimal	Convenience: Price / 1,000,000,000

MboMessage

Size: 56 bytes | RType: 0xA0 | Schema: mbo

Property	Type	Description
OrderId	ulong	Order ID
Price	long	Order price (fixed-point)
Size	uint	Order size
Flags	byte	Order flags
ChannelId	byte	Channel ID
Action	Action	Order action (Add, Modify, Cancel, Trade, Fill, Clear)
Side	Side	Order side
TsRecv	long	Receive timestamp (ns)
TsInDelta	int	Timestamp delta
Sequence	uint	Sequence number

Mbp1Message

Size: 80 bytes | RType: 0x01 | Schema: mbp-1

Property	Type	Description
Price	long	Price (fixed-point)
Size	uint	Size
Action	Action	Action type
Side	Side	Side
Flags	byte	Flags
Depth	byte	Depth
TsRecv	long	Receive timestamp (ns)
TsInDelta	int	Timestamp delta
Sequence	uint	Sequence number
Level	BidAskPair	Best bid/ask level

Mbp10Message

Size: 368 bytes | RType: 0x0A | Schema: mbp-10

Same as Mbp1Message plus:

Property	Type	Description
Levels	BidAskPair[10]	Array of 10 price levels

OhlcvMessage

Size: 56 bytes | RTypes: 0x20-0x24 | Schemas: ohlcv-1s, ohlcv-1m, ohlcv-1h, ohlcv-1d, ohlcv-eod

Property	Type	Description
Open	long	Open price (fixed-point)
High	long	High price (fixed-point)
Low	long	Low price (fixed-point)
Close	long	Close price (fixed-point)
Volume	ulong	Volume

RType mapping:

• 0x20: OHLCV 1-second
• 0x21: OHLCV 1-minute
• 0x22: OHLCV 1-hour
• 0x23: OHLCV 1-day
• 0x24: OHLCV end-of-day

StatusMessage

Size: 40 bytes | RType: 0x12 | Schema: status

Property	Type	Description
TsRecv	long	Receive timestamp (ns)
Action	StatusAction	Status action (PreOpen, Trading, Halt, Close, etc.)
Reason	StatusReason	Status reason (Scheduled, SurveillanceIntervention, etc.)
TradingEvent	TradingEvent	Trading event type
IsTrading	TriState	Trading status (Yes, No, NotAvailable)
IsQuoting	TriState	Quoting status
IsShortSellRestricted	TriState	Short sell restriction

InstrumentDefMessage

Size: 520 bytes | RType: 0x13 | Schema: definition

Property	Type	Description
TsRecv	long	Receive timestamp (ns)
MinPriceIncrement	long	Tick size (fixed-point)
DisplayFactor	long	Display factor
Expiration	long	Expiration timestamp (ns)
Activation	long	Activation timestamp (ns)
HighLimitPrice	long	High limit price (fixed-point)
LowLimitPrice	long	Low limit price (fixed-point)
MaxPriceVariation	long	Max price variation (fixed-point)
StrikePrice	long	Strike price for options (fixed-point)
RawInstrumentId	ulong	Raw 64-bit instrument ID
UnderlyingId	uint	Underlying instrument ID
MarketDepth	int	Market depth
ContractMultiplier	int	Contract multiplier
Currency	string	Currency code (e.g., "USD")
SettlCurrency	string	Settlement currency
RawSymbol	string	Raw symbol string (71 chars max)
Group	string	Security group (21 chars max)
Exchange	string	Exchange code (5 chars max)
Asset	string	Asset class (11 chars max)
Cfi	string	CFI code (7 chars max)
SecurityType	string	Security type (7 chars max)
UnitOfMeasure	string	Unit of measure (31 chars max)
Underlying	string	Underlying symbol (21 chars max)
InstrumentClass	InstrumentClass	Instrument class (Future, Call, Put, Stock, etc.)
MatchAlgorithm	MatchAlgorithm	Match algorithm (FIFO, ProRata, etc.)
MaturityYear	ushort	Maturity year
MaturityMonth	byte	Maturity month (1-12)
MaturityDay	byte	Maturity day (1-31)
LegCount	ushort	Number of legs (multi-leg instruments)
LegIndex	ushort	Leg index (0-based)
LegInstrumentId	uint	Leg instrument ID
LegRawSymbol	string	Leg raw symbol (71 chars max)
LegSide	Side	Leg side

Convenience properties: StrikePriceDecimal, HighLimitPriceDecimal, LowLimitPriceDecimal, MinPriceIncrementDecimal, ExpirationTime, TsRecvTime

ImbalanceMessage

Size: 112 bytes | RType: 0x14 | Schema: imbalance

Property	Type	Description
TsRecv	long	Receive timestamp (ns)
RefPrice	long	Reference price (fixed-point)
AuctionTime	long	Auction time (ns)
PairedQty	ulong	Paired quantity
TotalImbalanceQty	ulong	Total imbalance quantity
Side	Side	Imbalance side

StatMessage

Size: 80 bytes | RType: 0x18 | Schema: statistics

Property	Type	Description
TsRecv	long	Receive timestamp (ns)
TsRef	long	Reference timestamp (ns)
Price	long	Price (fixed-point)
Quantity	long	Quantity
Sequence	uint	Sequence number
TsInDelta	int	Timestamp delta
StatType	ushort	Statistic type
ChannelId	ushort	Channel ID
UpdateAction	byte	Update action
StatFlags	byte	Statistic flags

ErrorMessage

Size: 320 bytes | RType: 0x15

Property	Type	Description
Error	string	Error message (302 chars max)
Code	ErrorCode	Error code
IsLast	bool	Is last error in sequence

SystemMessage

Size: 320 bytes | RType: 0x17

Property	Type	Description
Message	string	System message (303 chars max)
Code	SystemCode	System code (Heartbeat, SubscriptionAck, SlowReaderWarning, etc.)

SymbolMappingMessage

Size: 176 bytes | RType: 0x16

Property	Type	Description
STypeIn	SType	Input symbology type
STypeInSymbol	string	Input symbol (71 chars max)
STypeOut	SType	Output symbology type
STypeOutSymbol	string	Output symbol (71 chars max)
StartTs	long	Start timestamp (ns)
EndTs	long	End timestamp (ns)

BboMessage

Size: 80 bytes | RTypes: 0xC3 (bbo-1s), 0xC4 (bbo-1m) | Schemas: bbo-1s, bbo-1m

Property	Type	Description
Price	long	Price (fixed-point)
Size	uint	Size
Side	Side	Side
Flags	byte	Flags
TsRecv	long	Receive timestamp (ns)
Sequence	uint	Sequence number
Level	BidAskPair	Best bid/ask

CbboMessage

Size: 80 bytes | RTypes: 0xC0 (cbbo-1s), 0xC1 (cbbo-1m) | Schemas: cbbo-1s, cbbo-1m

Property	Type	Description
Price	long	Price (fixed-point)
Size	uint	Size
Side	Side	Side
Flags	byte	Flags
TsRecv	long	Receive timestamp (ns)
Sequence	uint	Sequence number
Level	ConsolidatedBidAskPair	Consolidated best bid/ask

Cmbp1Message

Size: 80 bytes | RType: 0xB1 | Schema: cmbp-1

Property	Type	Description
Price	long	Price (fixed-point)
Size	uint	Size
Action	Action	Action type
Side	Side	Side
Flags	byte	Flags
TsRecv	long	Receive timestamp (ns)
TsInDelta	int	Timestamp delta
Level	ConsolidatedBidAskPair	Consolidated level

TcbboMessage

Size: 80 bytes | RType: 0xC2 | Schema: tcbbo

Trade with Consolidated BBO - same structure as Cmbp1Message.

---

3.2 Supporting Structures

BidAskPair (32 bytes)

Property	Type	Description
BidPrice	long	Bid price (fixed-point)
AskPrice	long	Ask price (fixed-point)
BidSize	uint	Bid size
AskSize	uint	Ask size
BidCount	uint	Bid order count
AskCount	uint	Ask order count

ConsolidatedBidAskPair (32 bytes)

Property	Type	Description
BidPrice	long	Bid price (fixed-point)
AskPrice	long	Ask price (fixed-point)
BidSize	uint	Bid size
AskSize	uint	Ask size
BidPublisher	ushort	Bid publisher ID
AskPublisher	ushort	Ask publisher ID

DbnMetadata

Property	Type	Description
Version	byte	DBN version
Dataset	string	Dataset name
Schema	Schema	Schema type
Start	DateTimeOffset	Start time
End	DateTimeOffset	End time
Limit	ulong?	Record limit
StypeIn	SType	Input symbology type
StypeOut	SType	Output symbology type
Symbols	string[]	Symbols array
MappingsCount	int	Number of symbol mappings

---

4. Enumerations

Schema

Value	Code	API String	Description
Mbo	0	mbo	Market by order (full order book)
Mbp1	1	mbp-1	Market by price level 1 (top of book)
Mbp10	2	mbp-10	Market by price level 10 (10 levels)
Tbbo	3	tbbo	Trades with BBO
Trades	4	trades	All trades
Ohlcv1S	5	ohlcv-1s	OHLCV 1 second bars
Ohlcv1M	6	ohlcv-1m	OHLCV 1 minute bars
Ohlcv1H	7	ohlcv-1h	OHLCV 1 hour bars
Ohlcv1D	8	ohlcv-1d	OHLCV 1 day bars (UTC)
Definition	9	definition	Instrument definitions
Statistics	10	statistics	Market statistics
Status	11	status	Trading status events
Imbalance	12	imbalance	Auction imbalances
OhlcvEod	13	ohlcv-eod	OHLCV end of day (session-based)
Cmbp1	14	cmbp-1	Consolidated MBP-1
Cbbo1S	15	cbbo-1s	Consolidated BBO 1 second
Cbbo1M	16	cbbo-1m	Consolidated BBO 1 minute
Tcbbo	17	tcbbo	Trades with consolidated BBO
Bbo1S	18	bbo-1s	BBO 1 second
Bbo1M	19	bbo-1m	BBO 1 minute

SType (Symbology Type)

Value	Code	API String	Description
InstrumentId	0	instrument_id	Numeric instrument ID
RawSymbol	1	raw_symbol	Raw exchange symbol
Smart	2	smart	Smart routing
Continuous	3	continuous	Continuous contracts (e.g., ES.c.0)
Parent	4	parent	Parent symbol
NasdaqSymbol	5	nasdaq_symbol	NASDAQ symbol
CmsSymbol	6	cms_symbol	CMS symbol
Isin	7	isin	ISIN identifier
UsCode	8	us_code	US code
BbgCompId	9	bbg_comp_id	Bloomberg company ID
BbgCompTicker	10	bbg_comp_ticker	Bloomberg ticker
Figi	11	figi	FIGI identifier
FigiTicker	12	figi_ticker	FIGI ticker

Side

Value	Code	Description
Ask	'A' (65)	Ask/offer side
Bid	'B' (66)	Bid side
None	'N' (78)	No side

Action

Value	Code	Description
Modify	'M' (77)	Order modification
Trade	'T' (84)	Trade execution
Fill	'F' (70)	Order fill
Cancel	'C' (67)	Order cancellation
Add	'A' (65)	Order addition
Clear	'R' (82)	Clear/reset
None	'N' (78)	No action

InstrumentClass

Value	Code	Description
Unknown	0	Unknown
Bond	'B' (66)	Bond
Call	'C' (67)	Call option
Future	'F' (70)	Future
Stock	'K' (75)	Stock
MixedSpread	'M' (77)	Mixed spread
Put	'P' (80)	Put option
FutureSpread	'S' (83)	Future spread
OptionSpread	'T' (84)	Option spread
FxSpot	'X' (88)	FX spot
CommoditySpot	'Y' (89)	Commodity spot

MatchAlgorithm

Value	Code	Description
Undefined	'0' (48)	Undefined
Fifo	'F' (70)	First in, first out
Configurable	'K' (75)	Configurable
ProRata	'C' (67)	Pro-rata allocation
FifoLmm	'T' (84)	FIFO with lead market maker
ThresholdProRata	'O' (79)	Threshold pro-rata
FifoTopLmm	'S' (83)	FIFO top with LMM
ThresholdProRataLmm	'Q' (81)	Threshold pro-rata with LMM
Eurodollar	'Y' (89)	Eurodollar

StatusAction

Value	Code	Description
None	0	No action
PreOpen	1	Pre-open
PreCross	2	Pre-cross
Quoting	3	Quoting
Cross	4	Cross
Rotation	5	Rotation
NewPriceIndication	6	New price indication
Trading	7	Trading
Halt	8	Halt
Pause	9	Pause
Suspend	10	Suspend
PreClose	11	Pre-close
Close	12	Close
PostClose	13	Post-close
Closed	14	Closed
PrivateAuction	200	Private auction

StatusReason

Value	Code	Description
None	0	No reason
Scheduled	1	Scheduled
SurveillanceIntervention	2	Surveillance intervention
MarketEvent	3	Market event
InstrumentActivation	4	Instrument activation
InstrumentExpiration	5	Instrument expiration
Recovery	6	Recovery
Compliance	7	Compliance
Regulatory	8	Regulatory
AdministrativeEnd	9	Administrative end
AdministrativeSuspend	10	Administrative suspend
NotAvailable	11	Not available

ErrorCode

Value	Code	Description
AuthFailed	1	Authentication failed
ApiKeyDeactivated	2	API key deactivated
ConnectionLimitExceeded	3	Connection limit exceeded
SymbolResolutionFailed	4	Symbol resolution failed
InvalidSubscription	5	Invalid subscription
InternalError	6	Internal gateway error
Unset	255	No error code specified

SystemCode

Value	Code	Description
Heartbeat	0	Connection heartbeat
SubscriptionAck	1	Subscription acknowledged
SlowReaderWarning	2	Slow reader warning
ReplayCompleted	3	Replay caught up with real-time
EndOfInterval	4	End of interval signal
Unset	255	No system code specified

Configuration Enums

HistoricalGateway

Value	Description
Bo1	Primary gateway (bo1.databento.com)
Bo2	Secondary gateway (bo2.databento.com)
Custom	Custom gateway address

VersionUpgradePolicy

Value	Description
AsIs	Keep original DBN version
Upgrade	Upgrade to latest DBN version

Encoding

Value	API String	Description
Dbn	dbn	Databento Binary Encoding
Csv	csv	Comma-separated values
Json	json	JSON format

Compression

Value	API String	Description
None	none	No compression
Zstd	zstd	Zstandard compression
Gzip	gzip	Gzip compression

SplitDuration

Value	API String	Description
None	none	No splitting
Day	day	Split by day
Week	week	Split by week
Month	month	Split by month

Delivery

Value	Description
Download	Direct download
S3	AWS S3 delivery
Disk	Local disk

JobState

Value	API String	Description
Received	received	Job received
Queued	queued	Job queued
Processing	processing	Job processing
Done	done	Job completed
Expired	expired	Job expired

DatasetCondition

Value	API String	Description
Available	available	Dataset available
Degraded	degraded	Degraded availability
Pending	pending	Availability pending
Missing	missing	Dataset missing

RType (Record Type Identifier)

Critical enum for DBN binary protocol message routing. Values match databento-cpp enums.hpp.

Value	Code (Hex)	Description
Mbp0	0x00	Trade messages
Mbp1	0x01	Market by Price Level 1
Mbp10	0x0A	Market by Price Level 10
OhlcvDeprecated	0x11	Deprecated OHLCV format
Status	0x12	Trading status messages
InstrumentDef	0x13	Instrument definitions
Imbalance	0x14	Order imbalances
Error	0x15	Error messages
SymbolMapping	0x16	Symbol mapping messages
System	0x17	System messages / heartbeats
Statistics	0x18	Market statistics
Ohlcv1S	0x20	OHLCV 1 second bars
Ohlcv1M	0x21	OHLCV 1 minute bars
Ohlcv1H	0x22	OHLCV 1 hour bars
Ohlcv1D	0x23	OHLCV 1 day bars
OhlcvEod	0x24	OHLCV end of day bars
Mbo	0xA0	Market by Order (full order book)
Cmbp1	0xB1	Consolidated Market by Price Level 1
Cbbo1S	0xC0	Consolidated BBO 1 second
Cbbo1M	0xC1	Consolidated BBO 1 minute
Tcbbo	0xC2	Trade with Consolidated BBO
Bbo1S	0xC3	BBO 1 second
Bbo1M	0xC4	BBO 1 minute

TradingEvent

Value	Code	Description
None	0	No trading event
NoCancel	1	No cancel period
ChangeTradingSession	2	Trading session change
ImpliedMatchingOn	3	Implied matching enabled
ImpliedMatchingOff	4	Implied matching disabled

TriState

Value	Code	Description
NotAvailable	'~' (126)	Value not available
No	'N' (78)	No / False
Yes	'Y' (89)	Yes / True

UserDefinedInstrument

Value	Code	Description
No	'N' (78)	Not user-defined
Yes	'Y' (89)	User-defined instrument

SecurityUpdateAction

Value	Code	Description
Add	'A' (65)	Security added
Modify	'M' (77)	Security modified
Delete	'D' (68)	Security deleted

PricingMode

Value	Code	Description
Historical	0	Historical batch data pricing
HistoricalStreaming	1	Historical streaming data pricing
Live	2	Live streaming data pricing

ConnectionState

Value	Description
Disconnected	Not connected to gateway
Connecting	Connecting to gateway
Connected	Connected and authenticated
Streaming	Actively streaming data
Reconnecting	Reconnecting after disconnection
Stopped	Stopped by user

ExceptionAction

Value	Description
Continue	Continue processing after the exception
Stop	Stop streaming and clean up

---

5. Builder Classes

HistoricalClientBuilder

Method	Parameter	Type	Required	Default	Description
WithApiKey	apiKey	string	Yes*	-	Databento API key
WithKeyFromEnv	-	-	Yes*	-	Set API key from DATABENTO_API_KEY env var
WithGateway	gateway	HistoricalGateway	No	Bo1	API gateway selection
WithAddress	host, port	string, ushort	No	-	Custom gateway address (sets gateway to Custom)
WithUpgradePolicy	policy	VersionUpgradePolicy	No	Upgrade	DBN version upgrade policy
WithUserAgent	userAgent	string	No	-	Additional user agent string
WithTimeout	timeout	TimeSpan	No	30 seconds	Request timeout (must be positive)
WithLogger	logger	ILogger<IHistoricalClient>	No	-	Logger for diagnostics
Build	-	-	-	-	Returns IHistoricalClient

*One of WithApiKey or WithKeyFromEnv is required.

LiveClientBuilder

Method	Parameter	Type	Required	Default	Description
WithApiKey	apiKey	string	Yes*	-	Databento API key
WithKeyFromEnv	-	-	Yes*	-	Set API key from DATABENTO_API_KEY env var
WithDataset	dataset	string	No	-	Default dataset for subscriptions
WithSendTsOut	sendTsOut	bool	No	false	Include ts_out timestamps in records
WithUpgradePolicy	policy	VersionUpgradePolicy	No	Upgrade	DBN version upgrade policy
WithHeartbeatInterval	interval	TimeSpan	No	30 seconds	Heartbeat interval (must be positive)
WithLogger	logger	ILogger<ILiveClient>	No	-	Logger for diagnostics
WithExceptionHandler	handler	ExceptionCallback	No	-	Exception handler for streaming errors
WithAutoReconnect	enabled	bool	No	false	Enable automatic reconnection on failure
WithRetryPolicy	policy	RetryPolicy	No	Default	Configure retry behavior for connections
WithHeartbeatTimeout	timeout	TimeSpan	No	90 seconds	Stale connection detection timeout
WithResilienceOptions	options	ResilienceOptions	No	-	Full resilience configuration
Build	-	-	-	-	Returns ILiveClient

*One of WithApiKey or WithKeyFromEnv is required.

LiveBlockingClientBuilder

Method	Parameter	Type	Required	Default	Description
WithApiKey	apiKey	string	Yes*	-	Databento API key
WithKeyFromEnv	-	-	Yes*	-	Set API key from DATABENTO_API_KEY env var
WithDataset	dataset	string	Yes	-	Dataset for connection (native library requirement)
WithSendTsOut	sendTsOut	bool	No	false	Include ts_out timestamps in records
WithUpgradePolicy	policy	VersionUpgradePolicy	No	Upgrade	DBN version upgrade policy
WithHeartbeatInterval	interval	TimeSpan	No	30 seconds	Heartbeat interval (must be positive)
WithLogger	logger	ILogger<ILiveBlockingClient>	No	-	Logger for diagnostics
Build	-	-	-	-	Returns ILiveBlockingClient

*One of WithApiKey or WithKeyFromEnv is required.

ReferenceClientBuilder

Method	Parameter	Type	Required	Default	Description
WithApiKey	apiKey	string	Yes*	-	Databento API key
WithKeyFromEnv	-	-	Yes*	-	Set API key from DATABENTO_API_KEY env var
WithGateway	gateway	HistoricalGateway	No	Bo1	API gateway selection
WithLogger	logger	ILogger<IReferenceClient>	No	-	Logger for diagnostics
WithHttpClient	httpClient	HttpClient	No	-	Pre-configured HttpClient (e.g., from IHttpClientFactory)
Build	-	-	-	-	Returns IReferenceClient

*One of WithApiKey or WithKeyFromEnv is required (or the DATABENTO_API_KEY env var must be set).

---

5.1 ReferenceClient

Interface: IReferenceClient Implementation: ReferenceClient Purpose: Query reference data including corporate actions, adjustment factors, and security master data Lifecycle: IAsyncDisposable

5.1.1 Construction via Builder

var client = new ReferenceClientBuilder()
    .WithKeyFromEnv()             // Or .WithApiKey(apiKey)
    .WithGateway(gateway)         // Optional - Bo1 (default), Bo2, Custom
    .WithLogger(logger)           // Optional - ILogger<IReferenceClient>
    .WithHttpClient(httpClient)   // Optional - Pre-configured HttpClient
    .Build();

5.1.2 Sub-APIs

Property	Type	Description
CorporateActions	ICorporateActionsApi	Corporate actions reference data
AdjustmentFactors	IAdjustmentFactorsApi	Adjustment factors reference data
SecurityMaster	ISecurityMasterApi	Security master reference data

5.1.3 ICorporateActionsApi

Method	Input Parameters	Output	Description
GetRangeAsync	start: DateTimeOffset end: DateTimeOffset? = null index: string = "event_date" symbols: IEnumerable<string>? = null stypeIn: SType = RawSymbol events: IEnumerable<string>? = null countries: IEnumerable<string>? = null exchanges: IEnumerable<string>? = null securityTypes: IEnumerable<string>? = null flatten: bool = true pit: bool = false cancellationToken: CancellationToken = default	Task<List<CorporateActionRecord>>	Get corporate actions time series data

5.1.4 IAdjustmentFactorsApi

Method	Input Parameters	Output	Description
GetRangeAsync	start: DateTimeOffset end: DateTimeOffset? = null symbols: IEnumerable<string>? = null stypeIn: SType = RawSymbol countries: IEnumerable<string>? = null securityTypes: IEnumerable<string>? = null cancellationToken: CancellationToken = default	Task<List<AdjustmentFactorRecord>>	Get adjustment factors time series data

5.1.5 ISecurityMasterApi

Method	Input Parameters	Output	Description
GetLastAsync	symbols: IEnumerable<string>? = null stypeIn: SType = RawSymbol countries: IEnumerable<string>? = null securityTypes: IEnumerable<string>? = null cancellationToken: CancellationToken = default	Task<List<SecurityMasterRecord>>	Get latest security master data
GetRangeAsync	start: DateTimeOffset end: DateTimeOffset? = null index: string = "ts_effective" symbols: IEnumerable<string>? = null stypeIn: SType = RawSymbol countries: IEnumerable<string>? = null securityTypes: IEnumerable<string>? = null cancellationToken: CancellationToken = default	Task<List<SecurityMasterRecord>>	Get security master PIT time series data

---

6. Symbol Mapping APIs

IMetadata

Method	Input	Output	Description
GetSymbol	instrumentId: uint	string?	Get symbol for instrument ID (null if not found)
Contains	instrumentId: uint	bool	Check if mapping exists
CreateSymbolMap	-	ITsSymbolMap	Create timeseries symbol map (for multi-day data)
CreateSymbolMapForDate	date: DateOnly	IPitSymbolMap	Create point-in-time symbol map (for single day/live)

ITsSymbolMap (Timeseries Symbol Map)

For historical data spanning multiple days where symbols may change.

Property/Method	Input	Output	Description
IsEmpty	-	bool	Whether map is empty
Size	-	int	Number of mappings
Find	date: DateOnly, instrumentId: uint	string?	Find symbol for date and ID
At	date: DateOnly, instrumentId: uint	string	Get symbol (throws KeyNotFoundException if not found)
Find	record: Record	string?	Find symbol for record (extracts date and ID)
At	record: Record	string	Get symbol for record (throws if not found)

IPitSymbolMap (Point-in-Time Symbol Map)

For live data or single-day historical data.

Property/Method	Input	Output	Description
IsEmpty	-	bool	Whether map is empty
Size	-	int	Number of mappings
Find	instrumentId: uint	string?	Find symbol for ID
At	instrumentId: uint	string	Get symbol (throws KeyNotFoundException if not found)
Find	record: Record	string?	Find symbol for record
At	record: Record	string	Get symbol for record (throws if not found)
OnRecord	record: Record	void	Update map from record (processes SymbolMappingMessage)
OnSymbolMapping	symbolMapping: SymbolMappingMessage	void	Update map from symbol mapping message directly

---

7. DBN File I/O

IDbnFileReader

Method	Input	Output	Description
GetMetadata	-	DbnMetadata	Get file metadata
ReadRecordsAsync	cancellationToken: CancellationToken = default	IAsyncEnumerable<Record>	Read all records as async stream

Lifecycle: Implements both IDisposable and IAsyncDisposable

IDbnFileWriter

Method	Input	Output	Description
WriteRecord	record: Record	void	Write single record
WriteRecords	records: IEnumerable<Record>	void	Write multiple records
Flush	-	void	Flush buffered data to disk

Lifecycle: Implements both IDisposable and IAsyncDisposable

---

8. Native C API Reference

The native layer (databento_native.dll) provides a C ABI for P/Invoke interoperability.

8.1 Opaque Handle Types

Handle Type	Description
DbentoLiveClientHandle	Live client handle (threaded mode)
DbentoHistoricalClientHandle	Historical client handle
DbentoMetadataHandle	Query metadata handle
DbentoTsSymbolMapHandle	Timeseries symbol map handle
DbentoPitSymbolMapHandle	Point-in-time symbol map handle
DbnFileReaderHandle	DBN file reader handle
DbnFileWriterHandle	DBN file writer handle
DbentoSymbologyResolutionHandle	Symbology resolution result handle
DbentoUnitPricesHandle	Unit prices result handle

8.2 Callback Function Types

// Record callback - invoked for each received record
typedef void (*RecordCallback)(
    const uint8_t* record_bytes,    // Raw DBN record data
    size_t record_length,           // Length in bytes
    uint8_t record_type,            // RType value
    void* user_data                 // User context
);

// Error callback - invoked on errors
typedef void (*ErrorCallback)(
    const char* error_message,      // Error description
    int error_code,                 // Error code (negative = error)
    void* user_data                 // User context
);

// Metadata callback - invoked for session metadata (Phase 15)
typedef void (*MetadataCallback)(
    const char* metadata_json,      // JSON metadata string
    size_t metadata_length,         // Length in bytes
    void* user_data                 // User context
);

8.3 Live Client Functions

Function	Parameters	Return	Description
dbento_live_create	api_key, error_buffer, error_buffer_size	Handle or NULL	Create live client
dbento_live_create_ex	api_key, dataset, send_ts_out, upgrade_policy, heartbeat_interval_secs, error_buffer, error_buffer_size	Handle or NULL	Create with extended config
dbento_live_subscribe	handle, dataset, schema, symbols[], symbol_count, error_buffer, error_buffer_size	0 or error	Subscribe to stream
dbento_live_subscribe_with_snapshot	Same as subscribe	0 or error	Subscribe with snapshot
dbento_live_subscribe_with_replay	+ start_time_ns	0 or error	Subscribe with replay
dbento_live_start	handle, on_record, on_error, user_data, error_buffer, error_buffer_size	0 or error	Start receiving
dbento_live_start_ex	+ on_metadata	0 or error	Start with metadata callback
dbento_live_stop	handle	void	Stop receiving
dbento_live_reconnect	handle, error_buffer, error_buffer_size	0 or error	Reconnect
dbento_live_resubscribe	handle, error_buffer, error_buffer_size	0 or error	Resubscribe
dbento_live_get_connection_state	handle	0-3	Get connection state
dbento_live_destroy	handle	void	Destroy and free

8.4 LiveBlocking Client Functions

Function	Parameters	Return	Description
dbento_live_blocking_create_ex	api_key, dataset, send_ts_out, upgrade_policy, heartbeat_interval_secs, error_buffer, error_buffer_size	Handle or NULL	Create blocking client
dbento_live_blocking_subscribe	handle, dataset, schema, symbols[], symbol_count, error_buffer, error_buffer_size	0 or error	Subscribe
dbento_live_blocking_subscribe_with_replay	+ start_time_ns	0 or error	Subscribe with replay
dbento_live_blocking_subscribe_with_snapshot	Same as subscribe	0 or error	Subscribe with snapshot
dbento_live_blocking_start	handle, metadata_buffer, metadata_buffer_size, error_buffer, error_buffer_size	0 or error	Start and get metadata
dbento_live_blocking_next_record	handle, record_buffer, record_buffer_size, out_record_length, out_record_type, timeout_ms, error_buffer, error_buffer_size	0=success, 1=timeout, negative=error	Get next record
dbento_live_blocking_reconnect	handle, error_buffer, error_buffer_size	0 or error	Reconnect
dbento_live_blocking_resubscribe	handle, error_buffer, error_buffer_size	0 or error	Resubscribe
dbento_live_blocking_stop	handle	void	Stop
dbento_live_blocking_destroy	handle	void	Destroy and free

8.5 Historical Client Functions

Function	Parameters	Return	Description
dbento_historical_create	api_key, error_buffer, error_buffer_size	Handle or NULL	Create historical client
dbento_historical_get_range	handle, dataset, schema, symbols[], symbol_count, start_time_ns, end_time_ns, on_record, user_data, error_buffer, error_buffer_size	0 or error	Query time range
dbento_historical_get_range_to_file	handle, file_path, dataset, schema, symbols[], symbol_count, start_time_ns, end_time_ns, error_buffer, error_buffer_size	0 or error	Query to file
dbento_historical_get_range_with_symbology	+ stype_in, stype_out, limit	0 or error	Query with symbology
dbento_historical_get_range_to_file_with_symbology	+ stype_in, stype_out, limit	0 or error	Query to file with symbology
dbento_historical_get_metadata	handle, dataset, schema, start_time_ns, end_time_ns, error_buffer, error_buffer_size	Metadata handle or NULL	Get metadata
dbento_historical_destroy	handle	void	Destroy and free

8.6 Metadata Functions

Function	Parameters	Return	Description
dbento_metadata_get_symbol_mapping	handle, instrument_id, symbol_buffer, symbol_buffer_size	0 or error	Get symbol for ID
dbento_metadata_destroy	handle	void	Destroy metadata
dbento_metadata_list_datasets	handle, venue, error_buffer, error_buffer_size	JSON string or NULL	List datasets
dbento_metadata_list_publishers	handle, error_buffer, error_buffer_size	JSON string or NULL	List publishers
dbento_metadata_list_schemas	handle, dataset, error_buffer, error_buffer_size	JSON string or NULL	List schemas
dbento_metadata_list_fields	handle, encoding, schema, error_buffer, error_buffer_size	JSON string or NULL	List fields
dbento_metadata_get_dataset_condition	handle, dataset, error_buffer, error_buffer_size	JSON string or NULL	Get condition
dbento_metadata_get_dataset_condition_with_date_range	handle, dataset, start_date, end_date, error_buffer, error_buffer_size	JSON string or NULL	Get condition for date range
dbento_metadata_get_dataset_range	handle, dataset, error_buffer, error_buffer_size	JSON string or NULL	Get time range
dbento_metadata_get_record_count	handle, dataset, schema, start_time_ns, end_time_ns, symbols[], symbol_count, error_buffer, error_buffer_size	uint64 (UINT64_MAX on error)	Get record count
dbento_metadata_get_billable_size	Same as above	uint64 (UINT64_MAX on error)	Get billable size
dbento_metadata_get_cost	Same as above	JSON string or NULL	Get cost estimate
dbento_metadata_get_billing_info	Same as above	JSON string or NULL	Get billing info

8.7 Symbol Map Functions

Function	Parameters	Return	Description
dbento_metadata_create_symbol_map	metadata_handle, error_buffer, error_buffer_size	TsSymbolMap handle or NULL	Create TS symbol map
dbento_metadata_create_symbol_map_for_date	metadata_handle, year, month, day, error_buffer, error_buffer_size	PitSymbolMap handle or NULL	Create PIT symbol map
dbento_ts_symbol_map_is_empty	handle	1=empty, 0=not empty, -1=error	Check if empty
dbento_ts_symbol_map_size	handle	size_t	Get mapping count
dbento_ts_symbol_map_find	handle, year, month, day, instrument_id, symbol_buffer, symbol_buffer_size	0 or error	Find symbol
dbento_ts_symbol_map_destroy	handle	void	Destroy
dbento_pit_symbol_map_is_empty	handle	1=empty, 0=not empty, -1=error	Check if empty
dbento_pit_symbol_map_size	handle	size_t	Get mapping count
dbento_pit_symbol_map_find	handle, instrument_id, symbol_buffer, symbol_buffer_size	0 or error	Find symbol
dbento_pit_symbol_map_on_record	handle, record_bytes, record_length	0 or error	Update from record
dbento_pit_symbol_map_destroy	handle	void	Destroy

8.8 Batch Functions

Function	Parameters	Return	Description
dbento_batch_submit_job	handle, dataset, schema, symbols[], symbol_count, start_time_ns, end_time_ns, error_buffer, error_buffer_size	JSON string or NULL	Submit batch job
dbento_batch_list_jobs	handle, error_buffer, error_buffer_size	JSON string or NULL	List jobs
dbento_batch_list_files	handle, job_id, error_buffer, error_buffer_size	JSON string or NULL	List files for job
dbento_batch_download_all	handle, output_dir, job_id, error_buffer, error_buffer_size	JSON array or NULL	Download all files
dbento_batch_download_file	handle, output_dir, job_id, filename, error_buffer, error_buffer_size	File path or NULL	Download file

8.9 DBN File I/O Functions

Function	Parameters	Return	Description
dbento_dbn_file_open	file_path, error_buffer, error_buffer_size	Reader handle or NULL	Open DBN file
dbento_dbn_file_get_metadata	handle, error_buffer, error_buffer_size	JSON string or NULL	Get metadata
dbento_dbn_file_next_record	handle, record_buffer, record_buffer_size, out_record_length, out_record_type, error_buffer, error_buffer_size	0=success, 1=EOF, negative=error	Read next record
dbento_dbn_file_close	handle	void	Close reader
dbento_dbn_file_create	file_path, metadata_json, error_buffer, error_buffer_size	Writer handle or NULL	Create DBN file
dbento_dbn_file_write_record	handle, record_bytes, record_length, error_buffer, error_buffer_size	0 or error	Write record
dbento_dbn_file_close_writer	handle	void	Close writer

8.10 Symbology Resolution Functions

Function	Parameters	Return	Description
dbento_historical_symbology_resolve	handle, dataset, symbols[], symbol_count, stype_in, stype_out, start_date, end_date, error_buffer, error_buffer_size	Resolution handle or NULL	Resolve symbols
dbento_symbology_resolution_mappings_count	handle	size_t	Get mappings count
dbento_symbology_resolution_get_mapping_key	handle, index, key_buffer, key_buffer_size	0 or error	Get mapping key
dbento_symbology_resolution_get_intervals_count	handle, symbol_key	size_t	Get intervals count
dbento_symbology_resolution_get_interval	handle, symbol_key, interval_index, start_date_buffer, start_date_buffer_size, end_date_buffer, end_date_buffer_size, symbol_buffer, symbol_buffer_size	0 or error	Get interval
dbento_symbology_resolution_partial_count	handle	size_t	Get partial symbols count
dbento_symbology_resolution_get_partial	handle, index, symbol_buffer, symbol_buffer_size	0 or error	Get partial symbol
dbento_symbology_resolution_not_found_count	handle	size_t	Get not found count
dbento_symbology_resolution_get_not_found	handle, index, symbol_buffer, symbol_buffer_size	0 or error	Get not found symbol
dbento_symbology_resolution_get_stype_in	handle	int (SType) or -1	Get input stype
dbento_symbology_resolution_get_stype_out	handle	int (SType) or -1	Get output stype
dbento_symbology_resolution_destroy	handle	void	Destroy

8.11 Unit Prices Functions

Function	Parameters	Return	Description
dbento_historical_list_unit_prices	handle, dataset, error_buffer, error_buffer_size	UnitPrices handle or NULL	List unit prices
dbento_unit_prices_get_modes_count	handle	size_t	Get modes count
dbento_unit_prices_get_mode	handle, mode_index	int (FeedMode 0-2) or -1	Get feed mode
dbento_unit_prices_get_schema_count	handle, mode_index	size_t	Get schema count
dbento_unit_prices_get_schema_price	handle, mode_index, schema_index, out_schema, out_price	0 or error	Get schema price
dbento_unit_prices_destroy	handle	void	Destroy

8.12 Memory Management

Function	Parameters	Return	Description
dbento_free_string	str	void	Free string allocated by native library

---

Summary Statistics

Category	Count
Client Interfaces	4 (IHistoricalClient, ILiveClient, ILiveBlockingClient, IReferenceClient)
Builder Classes	4 (HistoricalClientBuilder, LiveClientBuilder, LiveBlockingClientBuilder, ReferenceClientBuilder)
Record Types	16 (TradeMessage, MboMessage, Mbp1Message, Mbp10Message, OhlcvMessage, StatusMessage, InstrumentDefMessage, ImbalanceMessage, StatMessage, ErrorMessage, SystemMessage, SymbolMappingMessage, BboMessage, CbboMessage, Cmbp1Message, TcbboMessage)
Schemas	20
Symbology Types	13
Enumerations	27
Native Functions	80+
Total C# Files	~83
Total C++ Lines	~3,879

---

Document generated from databento-dotnet v4.3.0 source code analysis.