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 ticket tracks the feature of releasing historical data as early as permissible. Currently, we embargo historical data strictly at a 24h cutoff to ensure that it is distributed safely as historical data for every venue, thus sidestepping real-time/delayed licensing requirements for our users. However, many venues actually define their "historical" boundary as the same date in venue local timezone OR the session end. So in theory, if a session ends at 8 PM ET, it would be possible to distribute data from the same day at 7.59 PM ET at 8 PM ET. Currently, to get data from within the trading session, you must use the live API (through Raw API or a live client of the Raw API). However, the Raw API can be unwieldy for a range of use cases that require a small amount of data from the current trading session. For example, if the user only needs a few instrument definitions, settlement prices, or wants to update a ticker tape based on subsampled OHLCVs, it is usually preferred to use a request-response model like our HTTP API; setting up and tearing down a stateful TCP subscription for the live API is probably too hefty for this feature. Once released, users should be able to access intraday historical data via HTTP API so long as they have a live data entitlement. See also: https://roadmap.databento.com/b/n0o5prm6/feature-ideas/provide-snapshots-for-historical-and-live-data

e.g. Shares outstanding, short interest, market capitalization, P/E ratio etc.

futures and futures options OHLC, OI and volume from the LME

Documentation for how to use the the order book from MBO data for visualizing the evolution of limit order book over time as heatmap. For instance every 10 seconds a snapshoot of the order book of historical 6E futures data is taken. Now a heatmap (exp.: Seaborn) is generated, showing price levels on y axis and timeincrements of 10 seconds on the x axis. The color intensity of the boxes depends on the size of the limitorders. Maybe this idea is an good example for implementing the heatmap with json, d3, ...

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.

Australian Stocks with ASX and CBOE trades

Macroeconomic data releases, such as: Jobs Inflation, e.g. CPI FOMC

Makes all of our historical and live features easier to integrate in JavaScript.

https://www.nodalexchange.com/resources/market-data/

We would like to see a product that is easy to pull trades (time and sales) from CME and NYMEX (I.E E-Mini futures options, and NG futures options) This feed would show all trades that occurred in a given product universe such as Natural gas. This would be a feed or bulk HTTP request that would show all options globex and OTC-block trades for natural gas. This would have outright options trades, strips, spreads, UDS, etc. If it is a spread trade, the message would also contain information about its legs.

Currently, customers that want a daily drop of the latest data files will need to either have an automated scheduler (e.g. cron, an orchestrator like Airflow or Dagster, a CI/CD agent) on their side that checks for release of the latest day of data and pulls the data. This pull-based approach can be inconvenient for some workflows that prefer a push-based approach that waits on us to upload the latest files to a S3 bucket, SFTP or rsync server, for example and triggers on new files seen in the desired destination. Alternatively, some way to notify the user of the latest available data programmatically (so they don't have to keep polling the metadata endpoint for dataset availability) can be more developer-friendly.

Hi, I've recieved this message "Your data access has been restricted due to failed payments." I don't recall making any purchases that was more than the $125 credit I recieved though. I have however purchased the TBBO live data subscription, but I think the unpaid invoice is restricting me. Thanks for the help