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Environment:Nautechsystems Nautilus trader Databento API Credentials

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Knowledge Sources
Domains Infrastructure, Data_Providers
Last Updated 2026-02-10 08:30 GMT

Overview

Databento market data API credentials environment providing API key authentication for historical data loading and live streaming.

Description

The Databento adapter provides access to historical and live market data from the Databento platform. The API key is sourced from the `DATABENTO_API_KEY` environment variable when not explicitly passed in the configuration. Databento provides normalized market data in DBN format which the `DatabentoDataLoader` converts into NautilusTrader data types (trade ticks, quote ticks, bars, OHLCV, etc.).

Usage

This environment is required when using the Databento adapter for data loading or live data streaming. It is specifically needed by the `DatabentoDataLoader.from_dbn_file()` method for historical data conversion and by the Databento live client configuration.

System Requirements

Category Requirement Notes
Network Internet access to Databento API For live streaming and historical data downloads
Account Databento account with API key Free tier available for limited historical data

Dependencies

Python Packages

  • `databento` (Databento Python client, installed separately)

Credentials

  • `DATABENTO_API_KEY`: Databento API secret key. Sourced automatically from environment if not passed to config.

Quick Install

# Install Databento client
pip install databento

# Set API key
export DATABENTO_API_KEY="your-databento-api-key"

Code Evidence

API key sourcing from `adapters/databento/config.py:26-28`:

api_key : str, optional
    The Databento API secret key.
    If ``None`` then will source the `DATABENTO_API_KEY` environment variable.

Common Errors

Error Message Cause Solution
`RuntimeError: Environment variable 'DATABENTO_API_KEY' not set` API key not in environment Set `export DATABENTO_API_KEY=...` or pass key directly to config
`ImportError` for databento module databento package not installed `pip install databento`

Compatibility Notes

  • DBN format: Databento uses its proprietary DBN binary format. The `DatabentoDataLoader` handles conversion to NautilusTrader types.
  • Timeout: The `timeout_initial_load` parameter defaults to 15.0 seconds for initial instrument loading.

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