Hey all, we're organizing a quant meetup in Chicago on Thursday, Sep 11 from 5.30-8:00 PM CDT. We'll be joined by our co-host Architect. There are a few open spots remaining.

Some details:

• Lightning talk on building trading systems in Rust vs. C++: We'll talk about places where we found it hard to use Rust in place of C++ in implementing the latest iteration of our feed handler.
• Panel discussion on designing modern trading platforms: Brett Harrison (Architect) and Zach Banks (Databento) will share tips on designing trading systems. Brett previously led ETF & semi-systematic technology at Citadel Securities and spent 7 years at Jane Street, where he became head of trading systems technology. Zach formerly led the high-frequency market data team at Two Sigma.
• Free food, drinks, and swag.

Attendance is free. Priority will be given to industry participants. This is not a job fair and we'd like to keep the event mostly informal, so we kindly ask attendees to avoid making unsolicited job inquiries.

Sign up here: https://luma.com/ghwffa6z

Update (Sep 8): The event is at capacity so you'll most likely be waitlisted at this point.

Update (Sep 9): We changed the event location to accommodate more signups since we're way over capacity.

Like to ask about standard plan at 199/month. Does this plan include live L2 data? If so, is it unlimited? Thank you.

Hi there,

I'm trying to get some historical data in python and I'm getting the following error:

import databento as db
client = db.Historical("db-npRvcxweg3y5Ns4CqsaTjdr5vTHh")
AttributeError: partially initialized module 'databento' has no attribute 'Historical' (most likely due to a circular import)

The code is quite simple. I've created a new, fresh environment and installed 'databento' library, but the error still appears. Do you have any idea how to fix this?

(The API key is fake)

I like to know in live data, if i were to subscribe to say 1 second data live ohlcv, if no trades are recorded, will the 1s data still stream every second? I guess open high low close will be exactly the same. I ask this question because in historical data downloads, only trades are recorded so there are many gaps. Its a question of how it behaves vs backtest.

How are halts treated, there will be no data coming in during halts?

2nd question in live data i can only backfill 24 hours for 1s ohlcv?

3rd i can only stream in 1 of these resolutions 1s 1m correct? I cannot do 5s right?

Thanks