Product roadmap

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.

It would be helpful if OPRA trade conditions were included in the normalized schemas. This is useful information that's currently lost during normalization. Also include the "message type" of each last sale message. Similar to: https://roadmap.databento.com/roadmap/us-equity-trade-condition-codes

To extend support to browser-based applications.

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.

Futures and options on futures from LME. This will be captured at LON2 colo and include both L2 (for implied pricing) and L3 feed (order-by-order). Lower granularities like OHLC, OI, settlement volume, etc. will be included as well

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.

The Eurex dataset (XEUR.EOBI) has availability from 2025-03-10. This request is to backfill this dataset with more history. A source of this history has not been identified, we will update this ticket when/if it is accepted with details.

Currently, Trade Busts and Trade Corrections are dropped by Databento's normalization. In the scope of this feature request, add the trade bust/corrections to the API, either as a separate schema or inline in the MBO schema (and downstream).

Hi why am i charged for 11gb billing size but then the file download is only 3gb? surely should be a much lower billing size to reflect the actual size?

Hello, I accidentally subscribed to the Databento US Equities but needed the CME futures data. So I cancelled the US Equities and subscribed to the futures data. Can I get a refund for the US Equities data? I only was subscribed for a few minutes and didn't pull any data. Thanks, Doug

I am not sure what is going on here, but I did not signup for any monthly services. I am seeing a monthly bill in my account. Please reverse this charge.

i would like to deleted my credit card record. it so unsafe that keep my data there

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.

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