Dear Databento users,

We've made four major changes to our APIs which will break compatibility. These changes will take effect on April 28, 2023 at 5 PM EST. We strongly recommend that you update to the latest version of our API or client libraries to support these changes.

The changes are as follows:

1. The product_id field has been renamed to instrument_id in all of our schemas.
2. The smart stype has been split into parent and continuous .
3. The native stype has been renamed to raw_symbol.
4. The product_id stype has been renamed to instrument_id.

Instrument vs. product

Currently, various parts of our documentation and site conflate the terms instrument and product. To improve consistency, we've changed our terminology.

Going forward, Databento will use the term instrument to refer to a tradable entity in a specific dataset from a specific publisher, which includes both securities and derivatives. A product describes a group of instruments belonging to a given economic sector or market segment.

Users should change their code to access the new instrument_id field instead. You can read more in our docs .

Symbology type (stype) renaming

We've renamed the three  stypes supported by Databento and updated our API parameters. The old stypes will remain supported until May 31, 2023, after which they'll be removed.

Users should change their stype_in and stype_out parameters to use the new stypes immediately.

If you have any questions or need assistance, please contact support.

Best regards,

The Databento Team