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Update docs
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cjdsellers committed Mar 3, 2024
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50 changes: 25 additions & 25 deletions docs/integrations/databento.md
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Expand Up @@ -12,9 +12,9 @@ The capabilities of this adapter include:
- Subscribing to real-time data feeds which is converted to Nautilus objects to support live trading and sandbox environments

```{tip}
[Databento](https://databento.com/signup) currently offers 125 USD in free data credits for new account sign-ups.
With careful requests, this is more than enough for testing and evaluation purposes.
[Databento](https://databento.com/signup) currently offers 125 USD in free data credits (historical data only) for new account sign-ups.
With careful requests, this is more than enough for testing and evaluation purposes.
It's recommended you make use of the [/metadata.get_cost](https://docs.databento.com/api-reference-historical/metadata/metadata-get-cost) endpoint.
```

Expand Down Expand Up @@ -55,19 +55,19 @@ The following Databento schemas are supported by NautilusTrader:

| Databento schema | Nautilus type |
|------------------|------------------------------|
| `MBO` | `OrderBookDelta` |
| `MBP_1` | `QuoteTick` & `TradeTick` |
| `MBP_10` | `OrderBookDepth10` |
| `TBBO` | `QuoteTick` & `TradeTick` |
| `TRADES` | `TradeTick` |
| `OHLCV_1S` | `Bar` |
| `OHLCV_1M` | `Bar` |
| `OHLCV_1H` | `Bar` |
| `OHLCV_1D` | `Bar` |
| `DEFINITION` | `Instrument` (various types) |
| `IMBALANCE` | `DatabentoImbalance` (under development) |
| `STATISTICS` | `DatabentoStatistics` (under development) |
| `STATUS` | Not yet available |
| MBO | `OrderBookDelta` |
| MBP_1 | `QuoteTick` + `TradeTick` |
| MBP_10 | `OrderBookDepth10` |
| TBBO | `QuoteTick` + `TradeTick` |
| TRADES | `TradeTick` |
| OHLCV_1S | `Bar` |
| OHLCV_1M | `Bar` |
| OHLCV_1H | `Bar` |
| OHLCV_1D | `Bar` |
| DEFINITION | `Instrument` (various types) |
| IMBALANCE | `DatabentoImbalance` (under development) |
| STATISTICS | `DatabentoStatistics` (under development) |
| STATUS | Not yet available |

## Performance considerations

Expand Down Expand Up @@ -99,17 +99,17 @@ decoded to the appropriate Nautilus `Instrument` types.

The following Databento instrument classes are supported by NautilusTrader:

| Databento instrument class | Nautilus instrument type
| Databento instrument class | Nautilus instrument type |
|----------------------------|------------------------------|
| `BOND` | Not available |
| `CALL` | `OptionsContract` |
| `FUTURE` | `FuturesContract` |
| `STOCK` | `Equity |
| `MIXEDSPREAD` | `OptionsSpread` |
| `PUT` | `OptionsContract` |
| `FUTURESPREAD` | `FuturesSpread` |
| `OPTIONSPREAD` | `OptionsSpread` |
| `FXSPOT` | `CurrencyPair` |
| BOND | Not yet available |
| CALL | `OptionsContract` |
| FUTURE | `FuturesContract` |
| STOCK | `Equity` |
| MIXEDSPREAD | `OptionsSpread` |
| PUT | `OptionsContract` |
| FUTURESPREAD | `FuturesSpread` |
| OPTIONSPREAD | `OptionsSpread` |
| FXSPOT | `CurrencyPair` |

### MBO (market by order)

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4 changes: 2 additions & 2 deletions nautilus_core/adapters/src/databento/loader.rs
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Expand Up @@ -40,9 +40,9 @@ use super::{
///
/// # Supported schemas:
/// - MBO -> `OrderBookDelta`
/// - MBP_1 -> `QuoteTick` & `TradeTick`
/// - MBP_1 -> `QuoteTick` + `TradeTick`
/// - MBP_10 -> `OrderBookDepth10`
/// - TBBO -> `QuoteTick` & `TradeTick`
/// - TBBO -> `QuoteTick` + `TradeTick`
/// - TRADES -> `TradeTick`
/// - OHLCV_1S -> `Bar`
/// - OHLCV_1M -> `Bar`
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4 changes: 2 additions & 2 deletions nautilus_trader/adapters/databento/loaders.py
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Expand Up @@ -33,9 +33,9 @@ class DatabentoDataLoader:
Supported schemas:
- MBO -> `OrderBookDelta`
- MBP_1 -> `QuoteTick` | `TradeTick`
- MBP_1 -> `QuoteTick` + `TradeTick`
- MBP_10 -> `OrderBookDepth10`
- TBBO -> `QuoteTick` | `TradeTick`
- TBBO -> `QuoteTick` + `TradeTick`
- TRADES -> `TradeTick`
- OHLCV_1S -> `Bar`
- OHLCV_1M -> `Bar`
Expand Down

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