//! Download NQ.FUT (Nasdaq-100 E-mini futures) historical data from Databento //! //! This downloads 1 day of OHLCV-1m data for NQ.FUT on 2024-01-02 (same date as ES.FUT) use std::env; #[tokio::main] async fn main() -> Result<(), Box> { println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"); println!(" Databento NQ.FUT Historical Download"); println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"); println!(); // Check for API key let api_key = env::var("DATABENTO_API_KEY") .map_err(|_| "DATABENTO_API_KEY environment variable not set")?; println!("✅ API Key found: {}...{}", &api_key[0..10], &api_key[api_key.len()-10..]); println!(); // Test parameters let symbol = "NQ.FUT"; let dataset = "GLBX.MDP3"; let schema = "ohlcv-1m"; let start_date = "2024-01-02"; let end_date = "2024-01-02"; println!("📋 Download Parameters:"); println!(" Symbol: {} (Nasdaq-100 E-mini Futures)", symbol); println!(" Dataset: {} (CME Group MDP 3.0)", dataset); println!(" Schema: {} (1-minute OHLCV bars)", schema); println!(" Date: {} (single trading day)", start_date); println!(); // Create HTTP client for Databento Historical API let client = reqwest::Client::builder() .timeout(std::time::Duration::from_secs(30)) .build()?; // Build request URL let url = format!( "https://hist.databento.com/v0/timeseries.get_range?dataset={}&symbols={}&schema={}&start={}T00:00:00Z&end={}T23:59:59Z&encoding=dbn&stype_in=parent", dataset, symbol, schema, start_date, end_date ); println!("🔗 Request URL:"); println!(" {}", url); println!(); println!("📥 Sending request..."); // Make request with Basic Authentication let response = client .get(&url) .basic_auth(&api_key, Some("")) .send() .await?; // Check status let status = response.status(); println!("📊 Response Status: {}", status); println!(); if !status.is_success() { let error_text = response.text().await?; eprintln!("❌ Request failed!"); eprintln!("Status: {}", status); eprintln!("Response: {}", error_text); return Err(format!("API returned error: {}", status).into()); } // Get response body let body = response.bytes().await?; let size = body.len(); println!("✅ Download successful!"); println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"); println!(" Size: {} bytes ({:.2} KB)", size, size as f64 / 1024.0); // Estimate cost (based on ES.FUT: 96KB cost ~$0.0002) let size_gb = size as f64 / 1_073_741_824.0; let cost_low = size_gb * 0.50; let cost_high = size_gb * 2.00; println!(" Size (GB): {:.10}", size_gb); println!(" Estimated: ${:.6} - ${:.6}", cost_low, cost_high); // Read current balance from COST_TRACKING.md let cost_tracking_path = "COST_TRACKING.md"; let current_balance = if let Ok(content) = std::fs::read_to_string(cost_tracking_path) { // Extract current credits from "**Current Credits**: ~$124.9998" if let Some(line) = content.lines().find(|l| l.contains("**Current Credits**")) { // Parse the number after "$" if let Some(dollar_pos) = line.rfind('$') { let balance_str = &line[dollar_pos+1..].trim(); balance_str.parse::().unwrap_or(125.0) } else { 125.0 } } else { 125.0 } } else { 125.0 }; println!(" Credits Left: ~${:.4}", current_balance - cost_high); println!(); // Save to file let output_path = format!("test_data/real/databento/{}_{}_{}.dbn", symbol.replace("/", "_"), schema, start_date); std::fs::create_dir_all("test_data/real/databento")?; std::fs::write(&output_path, &body)?; println!("💾 Saved to: {}", output_path); println!(); // Verify file if std::path::Path::new(&output_path).exists() { let file_size = std::fs::metadata(&output_path)?.len(); println!("✅ File verified: {} bytes", file_size); } else { println!("⚠️ Warning: File not found after write"); } println!(); println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"); println!(" Download Complete!"); println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"); println!(); println!("💡 Next Steps:"); println!(" 1. Validate data: cargo run -p backtesting_service --example validate_dbn_data -- test_data/real/databento/{}_{}_{}.dbn", symbol.replace("/", "_"), schema, start_date); println!(" 2. Update COST_TRACKING.md with usage details"); Ok(()) }