Fix databento venue conversion for GLBX #2121
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CodSpeed Performance ReportMerging #2121 will degrade performances by 36.91%Comparing Summary
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Pull Request
Fix databento venue conversion for GLBX
Also add use_exchange_as_server as params for request_instruments
Also add possibility to use start argument for live market data in the recent past with databento
Type of change
How has this change been tested?
Tested on test notebook modified in this PR, working for historical data, live data should benefit from this bug fix as well