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.

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.

This client library makes all our historical and live features easier to integrate in C# on Windows, Linux, and Mac OS. C# is currently already supported through our HTTP API and Raw TCP protocol, which are both language-agnostic.

The legacy live usage-based plans allowed users to access L2/L3 data. However L2/L3 were pulled from the Standard plan. One possibility to increase the value of the Standard plan is to offer limited access to L2/L3, perhaps gated by a quota on symbol subscriptions per account, etc.

Equity data from TSX with broker IDs (TSX is one of the few markets out there with post-trade transparency)

Kalshi is a regulated exchange where you can trade on the outcome of real world events: https://kalshi.com/

Point-in-time mutual fund data, including mutual fund performance, expenses, and other related information such as equity holdings.

This ticket tracks the setup of Databento's layer 1 network architecture. We anticipate this in Aurora I initially, then several venues in NY4, followed by FR2. At the moment, our data takes at least one layer 3 hop before getting to our capture server. Hardware timestamps are taken on the host. This results in some additional latency (about 500-550 ns for the layer 3 hop) and timestamping jitter. This also results in more inconsistency (typically at the sub-microsecond level) across hosts. The new layer 1 architecture will replace the layer 3 hop, cutting down 500-550 ns to 5 ns, achieve better timestamping consistency between our hosts, and lower jitter from the exchange handoff.

For futures & options dataset, it would be useful to have the option to split the files by parent symbol instead of by raw_symbol or instrument_id. This would have a more manageable number of files, and match some common access patterns. Internal tracking: D-3456

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.

Full depth of book feed for Cboe Futures Exchange (CFE). CFE contains volatility futures and corporate bond index futures, such as VIX futures (VX, VXM).

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.