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DataStore.to_file

Python

Write the records as received from the service (Parquet; Databento's would be DBN).

Parameters

path str | Path required

Where to write.

Returns

Path

The path written.

API method
DataStore.to_file(
    path: str | Path,
) -> Path
Example usage
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import briskapi

client = briskapi.Historical()
data = client.timeseries.get_range(
    dataset="XTKS.BRISKDEMO",
    symbols=["7203"],
    schema="trades",
    start="2021-09-27T09:00",
    end="2021-09-27T09:00:05",
)
print(data.to_file("trades.parquet"))
Example responseCaptured from the demo
trades.parquet