After a month of successful testing, we're now opening our live CME feed to all users! You can now start your subscription to live data on your own through the automated licensing feature on our user portal. It only takes a few minutes:

1. Create a Databento account 
2. Go to the Licensing page
3. Click Start a new license.

Databento's real-time feed comes at the lowest starting price point of any CME full order book feed you can find on the market. We pass through license fees without upcharge, starting at $32.65/month for non-professionals and $740/month for professional non-display use. Our usage-based pricing model allows you to get tick data of all 30+ ES outrights and 1,600+ CL outrights for as little as $15.78/month over license fees.

Tech specs:

•  Official source of CME data.

•  Python, C++ APIs with full build support for Linux and macOS.
• Fastest commercially-available CME feed over internet, directly distributed from Aurora I with median feed latency as low as 6.1 microseconds and sub-millisecond end-to-end latency to Chicago metro.
• No instrument limits. You can subscribe to any combination of symbols, up to the full order book of the entire venue (all 600k+ symbols at once).
• Flexibility to subscribe to multiple schemas, including MBO, market depth, OHLCV aggregates, tick-by-tick trades, top-of-book, and point-in-time instrument definitions.
•  Nanosecond resolution, PTP timestamps.
• Identical API and data format as our historical market replay interface. Use the same code in production and backtest.

Lastly, this launch coincides with our celebration of six consecutive months of record growth, with our users now coming from 11 of the leading market making firms and various hedge funds managing over $180B AUM. We're excited for what comes ahead!

Dear Databento users,

We've made four major changes to our APIs which will break compatibility. These changes will take effect on April 28, 2023 at 5 PM EST. We strongly recommend that you update to the latest version of our API or client libraries to support these changes.

The changes are as follows:

1. The product_id field has been renamed to instrument_id in all of our schemas.
2. The smart stype has been split into parent and continuous .
3. The native stype has been renamed to raw_symbol.
4. The product_id stype has been renamed to instrument_id.

Instrument vs. product

Currently, various parts of our documentation and site conflate the terms instrument and product. To improve consistency, we've changed our terminology.

Going forward, Databento will use the term instrument to refer to a tradable entity in a specific dataset from a specific publisher, which includes both securities and derivatives. A product describes a group of instruments belonging to a given economic sector or market segment.

Users should change their code to access the new instrument_id field instead. You can read more in our docs .

Symbology type (stype) renaming

We've renamed the three  stypes supported by Databento and updated our API parameters. The old stypes will remain supported until May 31, 2023, after which they'll be removed.

Users should change their stype_in and stype_out parameters to use the new stypes immediately.

If you have any questions or need assistance, please contact support.

Best regards,

The Databento Team

As our historical API nears v1 status and we prepare to launch our live data service, we're ending our Early Access period on April 30, 2023.

Starting April 14, 2023, all new Databento users will receive $125 in free credits for historical data. These credits are shared across your team and expire in 6 months. To celebrate our public launch, all Early Access users will also receive $125 in free credits.

If you registered for Databento before April 14, 2023:

• Your Early Access credits ($100) will expire at 11:59 PM UTC on April 30.
• You will receive $125 in new data credits beginning on May 1.

If you register for Databento after April 14, 2023:

• You will receive $125 in free data credits for historical data.
• You will only be billed after exceeding $125 in data requests.

Note: Each Databento team is eligible for one set of credits, and these can be used on historical data. Check out our new Pricing page for more info.

Thank you to our Early Access users for getting us to this point — your feedback and support have been incredible!

Cheers,

The Databento Team

Dear Databento API users,

Two API breaking changes will go into effect on March 3, 2023 at 5 PM EST. These changes are necessary to improve the functionality of our API and ensure that we continue to provide the best possible service to our users.

Change 1: Migration of Databento Binary Encoding from its legacy format to a newer format (from ‘dbz’ to ‘dbn’)

• The new ‘dbn’ encoding is nearly identical as ‘dbz’, but the two are not compatible.
• All prior code and client library functions that depend on ‘dbz’ will cease to work.
• The rename is made to better reflect the nature of the encoding – it no longer requires compression with Zstandard, as is expected to support low latency requirements for our upcoming live data service.
• Our documentation has updated to reflect the new format and presentation protocol.

Change 2: Renaming /timeseries.stream to /timeseries.get_range:

• This change is being made to better reflect the functionality of the endpoint, which allows you to get a range of data from a time series.
• The /timeseries.stream endpoint will be deprecated on March 3, 2023 and removed after June 2, 2023. We strongly recommend updating your code to use the new /timeseries.get_range endpoint as soon as possible after March 3, 2023.

What you need to do

1. Review our API documentation to understand the changes and how they will affect your integration. Release notes can be found at https://docs.databento.com/release-notes.

2. Update your code to use the new ‘dbn’ encoding and the new /timeseries.get_range endpoint. If you are using either of our official Python or C++ client libraries, you must update to the latest release on March 3, 2023.

3. If you have old ‘dbz’ files:

• You can still read these files with prior versions of our Python and C++ client libraries before March 3, 2023.
• We have released a dbn-cli tool that can help you convert your ‘dbz’ files to ‘dbn.zst’ files using the new encoding.
• You may also request through chat support for us to re-run your old batch jobs with ‘dbz’ encoding to generate equivalent ‘dbn.zst’ files, at no additional cost.

 

If you have any questions or need assistance with updating your integration, please contact us. We’re here to help and are committed to making this transition as smooth as possible for our users!

Best regards,

The Databento Team

To help you better keep track of our upcoming feature and dataset releases, we've launched this product roadmap page.

If you're filing a bug report, use our chat support or issues tracker instead.