Announcements

Announcements can now be found on our blog.

Live CME data is now open to all users starting at $32.65/month

New feature
General

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.
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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:

  •  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!