Databento Market Data Analysis FAQs

Question 1

Which futures contracts are primarily supported by this skill?

Accepted Answer

While it can be adapted, the skill is optimized for CME Globex (GLBX.MDP3) data, specifically focusing on ES (E-mini S&P 500) and NQ (E-mini Nasdaq-100) futures.

Question 2

Why does this skill mandate a cost check before fetching data?

Accepted Answer

Financial data APIs like Databento can incur significant costs depending on the dataset size and schema granularity. The mandatory cost check ensures you are aware of the price before triggering a billable action.

Question 3

Does it support continuous contracts for long-term analysis?

Accepted Answer

Yes, it supports multiple roll strategies including calendar-based (.c), open interest-based (.n), and volume-based (.v) continuous contracts to avoid gaps in backtesting.

Question 4

Can I use this skill for real-time trading execution?

Accepted Answer

No, this skill is designed for historical data analysis and REST API interactions. Real-time streaming requires direct WebSocket connections which are outside the scope of this specialized skill.

Question 5

When should I use batch jobs instead of direct time-series fetches?

Accepted Answer

Direct time-series fetches are ideal for small requests under 5GB (like daily bars). For multi-day tick data or deep book analysis exceeding 5GB, the skill facilitates batch job submission and monitoring.

Databento Market Data Analysis

주요 기능

사용 사례

Databento Market Data Analysis

주요 기능

사용 사례