Product roadmap

Currently, indices are indirectly supported through tradable index instruments on CME futures, ETFs, etc. and we don't provide the index values (non-tradable) themselves. This may be sourced from a feed like the Cboe Global Indices Feed or NYSE Global Index Feed.

Historical and live market news.

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.

Only regular trading hours are supported currently.

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.

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

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

KRX futures (e.g., Kospi, 10Y Korean government bond future) and options data.

我已经暂停了订阅计划，为什么还扣了我的钱

I got charged but I didn’t actually downloaded any data. Can you please reverse my charge

thank you

Hi, I'm building a research platform using Databento historical data. I currently use TQQQ, QQQ and SPY tick data. I'd like to obtain the intraday VIX index (not VIX futures). Is this available through the Historical API? If so, which dataset contains it and can it be accessed with usage-based billing or credits?

It would be fantastic to have BMV / BIVA tick, trade and BBO data for major equities (particularly ones with a corresponding ADR on American markets) traded on either exchange.

To extend support to browser-based applications.

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