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.

This serves as a master list of all other snapshot-like features on our roadmap. The scope of this ticket is potentially very large and ambiguous so we've broken this down into smaller tickets that you can follow separately. (Historical only) https://roadmap.databento.com/b/n0o5prm6/feature-ideas/add-historical-endpoint-for-latest-snapshot-of-any-schema. This would allow a user to get the latest published value of any given schema, within the boundaries allowed by licensing/entitlements/historical embargo window. The main benefit of this is for creating ticker tape or latest quote features, e.g. on a web app, after we start exposing intraday data over the historical/HTTP API (https://roadmap.databento.com/roadmap/expose-intraday-and-current-trading-session-historical-data-over-historical-http-api-and-clients). Likely endpoint names for this would be either timeseries.get_last or timeseries.get_snapshot. (Historical only) https://roadmap.databento.com/b/n0o5prm6/feature-ideas/provide-snapshots-as-of-specified-time-in-historical-api. Likely endpoint names for this would be either timeseries.get_last or timeseries.get_snapshot.(Live only) https://roadmap.databento.com/roadmap/add-periodic-mbo-book-snapshots-to-live-api. This allows a user to get the last published value of any given schema at a specified time. The main benefit of this would be to allow customers to subsample the data on server side and reduce cost, though the benefit is diminished with feature 5 on this list. Note that this would allow a user to emulate (1) relatively well since a user could potentially just pass in their current clock time or some time slightly ahead of the clock time. However, their underlying implementations would be different and (1) and (2) would likely be released separately. Likely endpoint names for this would be either timeseries.get_last_asof or `timeseries. (Live only) https://roadmap.databento.com/b/n0o5prm6/feature-ideas/allow-live-api-clients-to-request-for-mbo-snapshot-recovery. This provides resilience to gaps or data errors originating from Databento side. It could also be used for recovery of book state caused by client-side issues or disconnection, but would be less quick than feature (4) on this list.(Both historical and live) https://roadmap.databento.com/roadmap/fixed-interval-mbp-1-summaries-eg-1-minute-bbo-or-subsampled-bbo. The purpose of this is more to provide customers a convenience over fetching or subscribing MBP-1 and subsampling and forward filling the MBP-1 data themselves, which could be very expensive given the size of MBP-1 data and how the customer has no idea how far to look back for the "last" MBP-1 update prior to the 1 second or 1 minute refresh interval. Some of these are in development, hence the status of this entire ticket, however you should check on each individual one in case the specific feature you're looking for is still in Considering state.

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.

Via streamlined SBE.

Adding support for the CBOE Complex Options Order Feed, which provides detailed insights into complex order activity across CBOE markets. This includes multi-leg strategy orders, spread data, and intricate order types that are vital for understanding advanced options trading strategies. Key Features: -Real-time and historical data on multi-leg orders. -Visibility into pricing and execution of complex options strategies. -Detailed breakdowns of spread and combination order flows.

Hello Databento Support, In short: I would like (1) a no-purchase cost estimate, (2) coverage and timing answers, and (3) no-charge sample terms for two datasets: historical SPXW open interest (OPRA.PILLAR statistics + definitions) and cash-SPX index observations, for January 2022 to October 2026. Details are below. No order or activation, please. I already use Databento for CME futures data (account email:pol.raghunadh@gmail.com). For personal research, I am assessing historical SPX/SPXW option open interest and cash-SPX index data before placing any order. Indicative quotation period: January 1, 2022 through October 9, 2026, including any preceding observation needed for the first session. These are quotation dates only, not a fixed study window. Please price the two data requirements separately. A. OPRA.PILLAR: open-interest statistics and instrument definitions Is morning OI available throughout this period for all listed SPXW series, including untraded strikes and contracts expiring that same session? Please identify any filtering, missing dates or schema-specific coverage limits. Include calls and puts, and explain historical weekday-expiry introductions and holiday handling rather than counting unlisted expiries as missing data.For OPRA OI specifically, what do ts_event, ts_recv and ts_ref represent? Does ts_ref identify a clearing date, publication time or something else? Please give an example mapping the record to the trading date whose cleared positions it measures and the time the value first became available. Is that availability recorded or inferred from a publication convention? Does OI always arrive before 09:30 ET, and what late/missing-day information is available? Please distinguish source publication, capture receipt and availability through your historical/live services. Please address history before 2023-03-28 separately: your documentation says ts_recv then contains the event timestamp rather than a genuine capture-receipt timestamp, and that data from that period was not generated from OPRA packet captures but from subsampled data. Are the OI statistics for January 2022 to March 2023 complete for all SPXW series, and from what source? What evidence establishes original availability in that period? Are OI records ever corrected, deleted or re-sent? Does the archive retain first-published records or restated values? Please explain update_action, revision timestamps, and how to associate a correction with its original record without applying a later correction before it was known. How should I distinguish genuine zero OI, null/sentinel values, no record, unchanged OI and a newly listed series? Should any absence be carried forward, and if so under which documented conditions?What symbol selection and definition fields reliably distinguish PM-settled SPXW from AM-settled SPX throughout the requested history? Please confirm the required root/parent selections and stable join keys between statistics and definitions. Expiration date alone is insufficient for my settlement filter. I need OI and definitions, not the full quote feed. B. Cash-SPX index observations Your Core Indices announcement states that historical coverage begins November 23, 2025. Is earlier disseminated cash-SPX history available in any other dataset or archive (for example DBIX.CORE or any Cboe index-feed capture data you offer)? Please give the earliest available date and any gaps for the relevant schema, including if no earlier route exists.Are the records actual index values as disseminated, or subsequently revised/constructed values? Please explain timestamp meanings, precision, timezone/DST convention and indicative/preliminary/correction flags. When a second contains no record, how can I distinguish an unchanged value or normally suppressed update from a feed outage, scheduled non-publication or missing archive data? What status, sequence or quality information supports that distinction? I will not assume absence proves either unchanged or stale. Possible morning reference times are 09:30, 09:35 or 10:00 ET; none is selected yet. Please describe availability of observations around those times and opening delays. I already hold ES minute data; this enquiry excludes ES. Exact ES/SPX alignment remains to be validated using an authorised sample. C. Cost, format, sample and terms Please provide or explain how to obtain a no-purchase estimate of total historical cost for A and B separately, including required definitions, exchange/index fees, subscriptions or minimum commitments, if any. Please confirm applicable professional/non-professional classification criteria; I am not asserting eligibility for a particular classification. State estimated compressed/uncompressed sizes, available formats and delivery method for this indicative period. If B covers only part of it, quote that part explicitly rather than silently shortening the requested range.Can I retain and reuse the historical snapshot after any subscription ends? Raw records would remain on my computer. I would share derived summaries with a private collaborator or AI assistant only where your licence permits. Please clarify permissions for raw records, small extracts and derived summaries.Please provide field documentation, a coverage report and terms for a no-charge representative sample for later, separately authorised validation. Useful cases include same-day expiry, a third-Friday expiry, and OI records on both sides of the 2023-03-28 source change. For SPX, samples around the morning reference times would help. Please confirm sample terms first; no sample download or activation has yet been authorised. This is a feasibility enquiry only. Please do not start an order or subscription, activate access or incur charges without separate written authorisation. Written answers will help me compare the available routes. Thank you, Raghunadh Polu

Hi, I no longer intend to use Databento. I've only used approximately $20 of my $125 promotional credit. I want to remove my saved credit card, but there's no Delete option in my account. Please remove my saved payment method, disable any future billing, and confirm that I have no outstanding charges. I'd also like to close my account permanently. Thank you.

Hi Databento team, I subscribed to the US Equities live plan (Standard, $199/month) a few minutes ago by mistake. I meant to subscribe to CME Globex MDP 3.0 live data (Standard, non-professional) for CME futures like NQ and ES. Could you please switch my subscription from US Equities to CME Globex MDP 3.0? If you can't switch it, could you cancel the US Equities plan and refund that charge so I can buy the correct one? I haven't used the US Equities feed at all. Account email: nickvvs41@gmail.com Thanks a lot, Nick

Hi Databento team, I subscribed to the US Equities live plan (Standard, $199/month) a few minutes ago by mistake. I meant to subscribe to CME Globex MDP 3.0 live data (Standard, non-professional) for CME futures like NQ and ES. Could you please switch my subscription from US Equities to CME Globex MDP 3.0? If you can't switch it, could you cancel the US Equities plan and refund that charge so I can buy the correct one? I haven't used the US Equities feed at all. Account email: nickvvs41@gmail.com Thanks a lot, Nick

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.