--- title: "Databento" description: "Learn how to connect and feed data to a live algorithm from Databento in Lean CLI." canonical: https://www.quantconnect.com/docs/v2/lean-cli/datasets/databento markdown: https://www.quantconnect.com/docs/v2/lean-cli/datasets/databento.md language: python source: https://github.com/QuantConnect/Documentation/tree/master/05%20Lean%20CLI/05%20Datasets/08%20Databento modified: 2026-11-14 index: https://www.quantconnect.com/llms.txt --- # Databento [Documentation](https://www.quantconnect.com/docs/v2.md) > [Lean CLI](https://www.quantconnect.com/docs/v2/lean-cli.md) > Datasets > Databento > Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page. ## Introduction Instead of using the data from QuantConnect or your brokerage, you can use Databento for historical data if you're deploying a local project. This page explains our integration with their API and its functionality. To use Databento, you need to [get an API key](https://databento.com/portal/keys). To view the implementation of the Databento integration, see the [Lean.DataSource.Databento repository](https://github.com/QuantConnect/Lean.DataSource.Databento). To use the CLI, you must be a member in an [organization](https://www.quantconnect.com/docs/v2/cloud-platform/organizations/tier-features.md) on a paid tier. ## Supported Datasets The Databento data provider serves asset price data directly from [Databento's API](https://databento.com/docs/). Our integration supports [US Futures](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/futures.md) securities. It only provides the security price data, so you need to download the [US Futures Security Master](https://www.quantconnect.com/datasets/quantconnect-us-futures-security-master) and the [US Futures Universe](https://www.quantconnect.com/datasets/quantconnect-us-futures-universe). ## Alternative Data If you have licensed alternative data with QuantConnect, it works as expected with the Databento data provider for research, backtesting, and live trading. ## Download To download Databento data, open a terminal in your [organization workspace](https://www.quantconnect.com/docs/v2/lean-cli/initialization/organization-workspaces.md) and then run `lean data download --data-provider-historical Databento --data-type Trade --resolution --security-type Future --ticker --market --start --end --databento-api-key `. ``` $ lean data download --data-provider-historical Databento --data-type Trade --resolution Daily --security-type Future --ticker ES,ESH6,ESM6,ESU6,ESZ6 --market CME --start 20260101 --end 20260213 --databento-api-key apiKey ``` If you provide the canonical symbol (e.g., ES), all contracts for that symbol will be downloaded according to the [Future universe](https://www.quantconnect.com/datasets/quantconnect-us-future-universe) data. Alternatively, you can specify individual contracts (e.g., ESH6, ESM6, ESU6, ESZ6) to download only those contracts. ## Research To access Databento data from the local Research Environment, open a terminal in your [organization workspace](https://www.quantconnect.com/docs/v2/lean-cli/initialization/organization-workspaces.md) and then run `lean research --data-provider-historical Databento --databento-api-key `. ``` $ lean research "My Project" --data-provider-historical Databento --databento-api-key apiKey ``` Due to performance considerations, you may want to [download](https://www.quantconnect.com/docs/v2/lean-cli/datasets/databento.md#06-Download) the historical data before running the research environment. ## Backtesting To run a local backtest with Databento data, open a terminal in your [organization workspace](https://www.quantconnect.com/docs/v2/lean-cli/initialization/organization-workspaces.md) and then run `lean backtest --data-provider-historical Databento --databento-api-key `. ``` $ lean backtest "My Project" --data-provider-historical Databento --databento-api-key apiKey ``` Due to performance considerations, you may want to [download](https://www.quantconnect.com/docs/v2/lean-cli/datasets/databento.md#06-Download) the historical data before running the backtest. ## Optimization Follow these steps to run a local optimization job with Databento data: 1. Add some [parameters](https://www.quantconnect.com/docs/v2/lean-cli/optimization/parameters.md) to your project. 2. Open a terminal in your [organization workspace](https://www.quantconnect.com/docs/v2/lean-cli/initialization/organization-workspaces.md). 3. Run `lean optimize --data-provider-historical Databento --databento-api-key `. ``` $ lean optimize "My Project" --data-provider-historical Databento --databento-api-key apiKey ``` 4. Follow [the steps in the interactive wizard](https://www.quantconnect.com/docs/v2/lean-cli/optimization/deployment.md#02-Run-Local-Optimizations) to configure your optimization job settings. The `lean optimize` command also accepts additional [options](https://www.quantconnect.com/docs/v2/lean-cli/api-reference/lean-backtest.md#04-Options) so that you can select Alpha Vantage and run the command in non-interactive mode. If you provide any of the preceding options, your [Lean configuration file](https://www.quantconnect.com/docs/v2/lean-cli/initialization/configuration.md#03-Lean-Configuration) saves them so that you only need to run `lean optimize ` to run another optimization job with the same options. Due to performance considerations, you may want to [download](https://www.quantconnect.com/docs/v2/lean-cli/datasets/databento.md#06-Download) the historical data before running the optimization. ## Live Trading To deploy a local live algorithm that uses Databento as the historical and the live data provider, open a terminal in your [organization workspace](https://www.quantconnect.com/docs/v2/lean-cli/initialization/organization-workspaces.md) and then run `lean live deploy --data-provider-historical Databento --data-provider-live Databento --databento-api-key --brokerage `. ``` $ lean live deploy "My Project" --data-provider-historical Databento --data-provider-live Databento --databento-api-key apiKey --brokerage "Paper Trading" ``` ## Pricing To view the prices of the Databento API packages, see the [Pricing](https://databento.com/pricing) page on the Databento website.