ALPHARCHHow to connect
Databento.
Databento supplies live and historical market data through documented APIs. Alpharch 1.8.0-alpha.1 includes a futures CSV importer; file import does not establish a live Databento connection.
Alpharch still needs an implemented, tested adapter and any required provider approval. Having an account alone does not enable this connection.
Before you start
- Databento account access and the dataset/schema permissions needed for your market.
- Supported CSV files for the included alpha-import-futures command. A live adapter is not available.
Prepare your connection
Identify the dataset and schema
Confirm trades, depth or market-by-order coverage for the intended venue. These are distinct data products.
Separate import from live streaming
A downloaded CSV can be used only through a compatible importer. It does not establish a live feed.
Check Alpharch release support
The live adapter is not released. The public preview includes alpha-import-futures; read its help for the supported CSV schema and required contract/tick metadata.
If something is missing
Historical data works but live data does not
Check live permissions and integration support independently.
A CSV does not contain individual orders
Inspect its schema. Aggregated depth or candle data cannot reconstruct missing MBO events.
Official instructions
Provider setup can change. These sources support the provider facts above; Alpharch support comes from its own implementation review.