Product roadmap

Data for: Copenhagen Stock Exchange (Nasdaq Copenhagen) Stockholm Stock Exchange (Nasdaq Stockholm) Helsinki Stock Exchange (Nasdaq Helsinki) Iceland Stock Exchange (Nasdaq Iceland) Tallinn Stock Exchange (Nasdaq Baltic) Riga Stock Exchange (Nasdaq Baltic) Vilnius Stock Exchange (Nasdaq Baltic)

This feature would allow the user to request trading calendar information (such as trading session start/end times) via our API. This is especially useful when considering trading sessions that can span multiple UTC dates (and hence the possibility of having multiple trading sessions within a single day). Keywords: Market calendar, trading holidays.

Original request from Juan Linares: "Great product but please add dark mode." There are two separate parts to this: Dark mode for the portal and main website (databento.com, databento.com/portal) Dark mode for the docs We can consider this only after Q1 2025 since we're doing a major rebranding of our website which is expected to finish by early April 2025. The new colors will make it easier for us to implement a dark mode.

National Stock Exchange (NSE) and Bombay Stock Exchange (BSE) data.

Via streamlined SBE.

Sign the Windows .pyd files in the databento-dbn wheels and the dbn.exe and dbn_c.dll files in the GitHub release so Windows Smart App Control doesn't block them.

CBOE provides open/close position information in one of their datasets: https://datashop.cboe.com/cboe-options-open-close-volume-summary This provides information about trades that isn't disseminated in either the prop feed or on OPRA.

Currently, equities is supported via individual prop feeds of each venue. While NASDAQ is sufficient for getting NBBO for most of the time, some users prefer something that will be more in line with actual NBBO from SIPs. This feature request tracks 3 possible modes of consolidation for both historical and live data: Databento server-side consolidation of multiple proprietary feeds Consolidated data from proprietary feed like Nasdaq Basic in lieu of SIP Consolidated data from CTA/UTP SIPs We plan on implementing 1-2 of these three options.

To extend support to browser-based applications.

Support Parquet as a form of encoding, aside from dbn, CSV and JSON.

All orders plus last look quotes from 35 major banks and non-bank LPs, on one of the largest FX venues.

Historical and live market news.

We've received some requests recently for Binance data. Please upvote if this is of interest. We're still determining whether this is worth the risk.

Add a schema for calculated metrics like options greeks, e.g. implied volatility, delta, etc.

e.g. for S&P 500.