MOD: Standardize API and docs

Author: cjdsellers

databento/historical/api/batch.py

@@ -57,7 +57,9 @@ def timeseries_submit(
         dataset : Dataset or str
             The dataset name for the request.
         symbols : List[Union[str, int]] or str, optional
-            The symbols for the request. If ``None`` then will be for **all** symbols.
+            The product symbols to filter for. Takes up to 10,000 symbols per request.
+            If more than 1 symbol is specified, the data is merged and sorted by time.
+            If `*` or ``None`` then will be for **all** symbols.
         schema : Schema or str {'mbo', 'mbp-1', 'mbp-10', 'trades', 'tbbo', 'ohlcv-1s', 'ohlcv-1m', 'ohlcv-1h', 'ohlcv-1d', 'definition', 'statistics', 'status'}, default 'trades'  # noqa
             The data record schema for the request.
         start : pd.Timestamp or date or str or int, optional

databento/historical/api/metadata.py

@@ -266,7 +266,8 @@ def get_shape(
         dataset : Dataset or str
             The dataset name for the request.
         symbols : List[Union[str, int]] or str, optional
-            The symbols for the request. If ``None`` then will be for **all** symbols.
+            The product symbols to filter for. Takes up to 10,000 symbols per request.
+            If `*` or ``None`` then will be for **all** symbols.
         schema : Schema or str {'mbo', 'mbp-1', 'mbp-10', 'trades', 'tbbo', 'ohlcv-1s', 'ohlcv-1m', 'ohlcv-1h', 'ohlcv-1d', 'definition', 'statistics', 'status'}, default 'trades'  # noqa
             The data record schema for the request.
         start : pd.Timestamp or date or str or int, optional
@@ -342,7 +343,8 @@ def get_billable_size(
         dataset : Dataset or str
             The dataset name for the request.
         symbols : List[Union[str, int]] or str, optional
-            The symbols for the request. If ``None`` then will be for **all** symbols.
+            The product symbols to filter for. Takes up to 10,000 symbols per request.
+            If `*` or ``None`` then will be for **all** symbols.
         schema : Schema or str {'mbo', 'mbp-1', 'mbp-10', 'trades', 'tbbo', 'ohlcv-1s', 'ohlcv-1m', 'ohlcv-1h', 'ohlcv-1d', 'definition', 'statistics', 'status'}, default 'trades'  # noqa
             The data record schema for the request.
         start : pd.Timestamp or date or str or int, optional
@@ -410,7 +412,8 @@ def get_cost(
         mode : FeedMode or str {'live', 'historical-streaming', 'historical'}, default 'historical-streaming'
             The data feed mode for the request.
         symbols : List[Union[str, int]] or str, optional
-            The symbols for the request. If ``None`` then will be for **all** symbols.
+            The product symbols to filter for. Takes up to 10,000 symbols per request.
+            If `*` or ``None`` then will be for **all** symbols.
         schema : Schema or str {'mbo', 'mbp-1', 'mbp-10', 'trades', 'tbbo', 'ohlcv-1s', 'ohlcv-1m', 'ohlcv-1h', 'ohlcv-1d', 'definition', 'statistics', 'status'}, default 'trades'  # noqa
             The data record schema for the request.
         start : pd.Timestamp or date or str or int, optional

databento/historical/api/symbology.py

@@ -38,7 +38,8 @@ def resolve(
         dataset : Dataset or str
             The dataset name for the request.
         symbols : List[Union[str, int]] or str, optional
-            The symbols to resolve.
+            The symbols to resolve. Takes up to 10,000 symbols per request.
+            If `*` or ``None`` then will be for **all** symbols.
         stype_in : SType or str, default 'native'
             The input symbology type to resolve from.
         stype_out : SType or str, default 'product_id'

databento/historical/api/timeseries.py

@@ -41,7 +41,9 @@ def stream(
         dataset : Dataset or str
             The dataset name for the request.
         symbols : List[Union[str, int]] or str, optional
-            The symbols for the request. If ``None`` then will be for **all** symbols.
+            The product symbols to filter for. Takes up to 10,000 symbols per request.
+            If more than 1 symbol is specified, the data is merged and sorted by time.
+            If `*` or ``None`` then will be for **all** symbols.
         schema : Schema or str {'mbo', 'mbp-1', 'mbp-10', 'trades', 'tbbo', 'ohlcv-1s', 'ohlcv-1m', 'ohlcv-1h', 'ohlcv-1d', 'definition', 'statistics', 'status'}, default 'trades'  # noqa
             The data record schema for the request.
         start : pd.Timestamp or date or str or int, optional
@@ -124,7 +126,7 @@ async def stream_async(
         stype_in: Union[SType, str] = "native",
         stype_out: Union[SType, str] = "product_id",
         limit: Optional[int] = None,
-        path: str = None,
+        path: Optional[str] = None,
     ) -> Bento:
         """
         Request a historical time series stream from Databento asynchronously.
@@ -136,7 +138,9 @@ async def stream_async(
         dataset : Dataset or str
             The dataset name for the request.
         symbols : List[Union[str, int]] or str, optional
-            The symbols for the request. If ``None`` then will be for **all** symbols.
+            The product symbols to filter for. Takes up to 10,000 symbols per request.
+            If more than 1 symbol is specified, the data is merged and sorted by time.
+            If `*` or ``None`` then will be for **all** symbols.
         schema : Schema or str {'mbo', 'mbp-1', 'mbp-10', 'trades', 'tbbo', 'ohlcv-1s', 'ohlcv-1m', 'ohlcv-1h', 'ohlcv-1d', 'definition', 'statistics', 'status'}, default 'trades'  # noqa
             The data record schema for the request.
         start : pd.Timestamp or date or str or int, optional

tests/test_historical_bento.py

@@ -64,7 +64,7 @@ def test_sources_metadata_returns_expected_json_as_dict(self) -> None:
             "partial": [],
             "not_found": [],
             "mappings": {
-                "ESH1": [{"t0": "2020-12-28", "t1": "2020-12-29", "s": "5482"}]
+                "ESH1": [{"d0": "2020-12-28", "d1": "2020-12-29", "s": "5482"}]
             },
             "definitions": {},
         }
@@ -112,14 +112,14 @@ def test_bento_given_initial_nbytes_returns_expected_metadata(self) -> None:
         assert data.compression == Compression.ZSTD
         assert data.shape == (2, 14)
         assert data.mappings == {
-            "ESH1": [{"s": "5482", "t0": "2020-12-28", "t1": "2020-12-29"}]
+            "ESH1": [{"s": "5482", "d0": "2020-12-28", "d1": "2020-12-29"}]
         }
         assert data.symbology == {
             "start_date": "2020-12-28",
             "message": "OK",
             "not_found": [],
             "partial": [],
-            "result": {"ESH1": [{"s": "5482", "t0": "2020-12-28", "t1": "2020-12-29"}]},
+            "result": {"ESH1": [{"s": "5482", "d0": "2020-12-28", "d1": "2020-12-29"}]},
             "status": 0,
             "stype_in": "native",
             "stype_out": "product_id",