Databento Historical Data Extraction Tool

Заказчик: AI | Опубликовано: 07.02.2026
Бюджет: 250 $

I need a self-contained utility that connects to the Databento API, authenticates with my key, and pulls historical Futures, Options, and 0DTE data, (for different instruments) then saves each dataset to well-structured CSV files for downstream data analysis. I already have a Databento account, so the focus is purely on coding the extractor and ensuring it is robust enough to handle large pulls without timing out or breaching rate limits. Key points to keep in mind • The tool must support clear parameter inputs (symbol, contract month, date range, and data type) and return the corresponding dataset in CSV. • Output files should follow a predictable naming convention and include headers exactly as provided by the API. • Error handling, retry logic, and concise logging are essential so I can troubleshoot on my end without additional support. • I need a simple GUI to do the selection of different parameters • Prior experience with Databento is non-negotiable—please reference a project where you have retrieved at least Futures or Options data before. Deliverables 1. Source code (script or package) with clear, inline documentation. 2. A README that shows installation, environment variables, and example command lines. 3. A short video or screenshots demonstrating a successful pull of sample data into CSV. Acceptance criteria • Running a single command should generate valid CSV files for the chosen symbols and date range with no missing columns. • Runtime logs must show start time, endpoints called, row counts, and completion status. • The program exits gracefully on API limit errors, network issues, or invalid parameters and resumes correctly when restarted. If this aligns with your past work, please share one link or snippet proving prior Databento usage and an estimated timeline for delivery.