From d0e219a972371d1b8e61ff2648eaab0df375fbe0 Mon Sep 17 00:00:00 2001
From: goodroot <9484709+goodroot@users.noreply.github.com>
Date: Wed, 2 Oct 2024 12:38:00 -0700
Subject: [PATCH] Adds Databento to 3rd party tools (#58)

Links to blog resources, too.
---
 sidebars.js                     |   3 +-
 third-party-tools/cube.md       |   3 +-
 third-party-tools/data-bento.md | 102 ++++++++++++++++++++++++++++++++
 3 files changed, 105 insertions(+), 3 deletions(-)
 create mode 100644 third-party-tools/data-bento.md

diff --git a/sidebars.js b/sidebars.js
index a6ecbaa6..f7c589e8 100644
--- a/sidebars.js
+++ b/sidebars.js
@@ -430,6 +430,7 @@ module.exports = {
           id: "third-party-tools/overview",
         },
         "third-party-tools/cube",
+        "third-party-tools/data-bento",
         "third-party-tools/embeddable",
         "third-party-tools/flink",
         "third-party-tools/grafana",
@@ -462,4 +463,4 @@ module.exports = {
       ],
     },
   ].filter(Boolean),
-}
+};
diff --git a/third-party-tools/cube.md b/third-party-tools/cube.md
index b67183cc..cdb34864 100644
--- a/third-party-tools/cube.md
+++ b/third-party-tools/cube.md
@@ -1,7 +1,6 @@
 ---
 title: "Cube"
-description:
-  Guide for QuestDB and Cube integration.
+description: Guide for QuestDB and Cube integration.
 ---
 
 Cube is middleware that connects your data sources and your data applications.
diff --git a/third-party-tools/data-bento.md b/third-party-tools/data-bento.md
new file mode 100644
index 00000000..289f7365
--- /dev/null
+++ b/third-party-tools/data-bento.md
@@ -0,0 +1,102 @@
+---
+title: "Databento"
+description: Guide to ingest and analyze live multi-stream market data from Databento using QuestDB and Grafana.
+---
+
+[Databento](https://databento.com/) is a market data aggregator that provides a single,
+normalized feed covering multiple venues,
+simplifying the process of ingesting live market data.
+It interfaces well with QuestDB for real-time data analysis and visualization in Grafana.
+
+This guide will show how to ingest live market data from Databento into QuestDB and visualize it using Grafana.
+
+For a deeper dive, see our [Databento & QuestDB blog](/blog/ingesting-live-market-data-data-bento/).
+
+## Prerequisites
+
+- [QuestDB](/download/)
+- [Databento Python client](https://pypi.org/project/databento/)
+- [QuestDB Python client](/docs/clients/ingest-python/)
+- [Grafana](/docs/third-party-tools/grafana/) (Optional)
+
+Install the required Python libraries:
+
+```python
+pip3 install questdb
+pip3 install databento
+```
+
+## Ingest Data from Databento into QuestDB
+
+### Create Databento Client
+
+Set up a Databento client with your API key:
+
+```python
+import databento as db
+
+db_client = db.Live(key="YOUR_API_KEY")
+```
+
+### Subscribe to Market Data
+
+Subscribe to a data feed, such as the CME S&P 500 E-Mini futures:
+
+```python
+db_client.subscribe(
+dataset="GLBX.MDP3",
+schema="mbp-1",
+stype_in="raw_symbol",
+symbols="ESM4"
+)
+```
+
+### Ingest Data into QuestDB
+
+Ingest the data into QuestDB using the Sender class:
+
+```python
+from questdb.ingress import Sender
+import numpy as np
+
+questdb_conf = "http::addr=localhost:9000;username=admin;password=quest;"
+with Sender.from_conf(questdb_conf) as sender:
+sender.row(
+'top_of_book',
+symbols={'instrument': 'ESM4'},
+columns={'bid_size': record.levels[0].bid_sz,
+'bid': record.levels[0].bid_px*0.000000001,
+'ask': record.levels[0].ask_px*0.000000001,
+'ask_size': record.levels[0].ask_sz},
+at=np.datetime64(record.ts_event, 'ns').astype('datetime64[ms]').astype(object))
+sender.flush()
+```
+
+## Query QuestDB
+
+Now that data is flowing, you can visit QuestDB at [http://localhost:9000](http://localhost:9000/) to try some queries.
+
+Read our [SQL Overview](/docs/reference/sql/overview/) to learn more about the power and depth of querying.
+
+## Visualize in Grafana
+
+After ingesting the data, you can visualize it in Grafana by creating a dashboard with SQL queries such as:
+
+```sql
+SELECT timestamp, instrument, bid, ask
+FROM top_of_book
+WHERE $\_\_timeFilter(timestamp) AND instrument = $symbol
+```
+
+For more detailed analysis, create multiple charts using Grafana's variable and repeat options.
+
+To learn the basics of QuestDB and Grafana, see [our blog](/blog/time-series-monitoring-dashboard-grafana-questdb/).
+
+You can substitute the demonstration queries with your own!
+
+## Summary
+
+In this guide, we set up a pipeline to ingest live market data from Databento into QuestDB and optionally created a visualization using Grafana.
+This setup allows you to build powerful dashboards and analyze market data efficiently.
+
+For more information, check out [Databento’s documentation](https://databento.com/docs/).