Databento OHLCV CSV imports — now supported in PyneCore

May 23, 2026

PyneCore v6.4.8 ships with native support for Databento OHLCV CSV exports. If you backtest CME futures (MNQ, ES, NQ, GC, CL, …) or US equities from Databento, the import is now a one-liner:

pyne data convert-from glbx-mdp3-20260223-20260522.ohlcv-1m.csv

Handled automatically:

ts_event / ts_recv timestamp columns
Nanosecond timestamps — both raw integers and ISO with sub-microsecond precision (e.g. 2026-02-23T00:00:00.000000000Z)
Symbol auto-detected from the CSV’s symbol column (Databento puts the ticker in a column, not the filename)
Provider tagged as databento in the generated TOML — ready for pyne run immediately

No extra CLI flags, no preprocessing.